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JAZZ vs. HD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between JAZZ and HD is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

JAZZ vs. HD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Jazz Pharmaceuticals plc (JAZZ) and The Home Depot, Inc. (HD). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
13.78%
9.44%
JAZZ
HD

Key characteristics

Sharpe Ratio

JAZZ:

0.02

HD:

0.59

Sortino Ratio

JAZZ:

0.24

HD:

0.94

Omega Ratio

JAZZ:

1.03

HD:

1.11

Calmar Ratio

JAZZ:

0.01

HD:

0.68

Martin Ratio

JAZZ:

0.04

HD:

1.46

Ulcer Index

JAZZ:

14.24%

HD:

8.23%

Daily Std Dev

JAZZ:

28.29%

HD:

20.38%

Max Drawdown

JAZZ:

-96.90%

HD:

-70.47%

Current Drawdown

JAZZ:

-36.35%

HD:

-10.74%

Fundamentals

Market Cap

JAZZ:

$7.41B

HD:

$407.98B

EPS

JAZZ:

$7.06

HD:

$14.74

PE Ratio

JAZZ:

17.35

HD:

27.86

PEG Ratio

JAZZ:

0.84

HD:

5.30

Total Revenue (TTM)

JAZZ:

$3.99B

HD:

$154.60B

Gross Profit (TTM)

JAZZ:

$3.11B

HD:

$51.10B

EBITDA (TTM)

JAZZ:

$1.42B

HD:

$24.59B

Returns By Period

In the year-to-date period, JAZZ achieves a -0.12% return, which is significantly lower than HD's 13.82% return. Over the past 10 years, JAZZ has underperformed HD with an annualized return of -2.91%, while HD has yielded a comparatively higher 16.77% annualized return.


JAZZ

YTD

-0.12%

1M

5.16%

6M

14.43%

1Y

2.61%

5Y*

-4.34%

10Y*

-2.91%

HD

YTD

13.82%

1M

-4.86%

6M

10.17%

1Y

13.13%

5Y*

14.49%

10Y*

16.77%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

JAZZ vs. HD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Jazz Pharmaceuticals plc (JAZZ) and The Home Depot, Inc. (HD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for JAZZ, currently valued at 0.02, compared to the broader market-4.00-2.000.002.000.020.59
The chart of Sortino ratio for JAZZ, currently valued at 0.24, compared to the broader market-4.00-2.000.002.004.000.240.94
The chart of Omega ratio for JAZZ, currently valued at 1.03, compared to the broader market0.501.001.502.001.031.11
The chart of Calmar ratio for JAZZ, currently valued at 0.01, compared to the broader market0.002.004.006.000.010.68
The chart of Martin ratio for JAZZ, currently valued at 0.04, compared to the broader market0.0010.0020.000.041.46
JAZZ
HD

The current JAZZ Sharpe Ratio is 0.02, which is lower than the HD Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of JAZZ and HD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.02
0.59
JAZZ
HD

Dividends

JAZZ vs. HD - Dividend Comparison

JAZZ has not paid dividends to shareholders, while HD's dividend yield for the trailing twelve months is around 2.34%.


TTM20232022202120202019201820172016201520142013
JAZZ
Jazz Pharmaceuticals plc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HD
The Home Depot, Inc.
2.34%2.41%2.41%1.59%2.26%2.49%2.40%1.88%2.06%1.78%1.79%1.89%

Drawdowns

JAZZ vs. HD - Drawdown Comparison

The maximum JAZZ drawdown since its inception was -96.90%, which is greater than HD's maximum drawdown of -70.47%. Use the drawdown chart below to compare losses from any high point for JAZZ and HD. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-36.35%
-10.74%
JAZZ
HD

Volatility

JAZZ vs. HD - Volatility Comparison

Jazz Pharmaceuticals plc (JAZZ) has a higher volatility of 7.48% compared to The Home Depot, Inc. (HD) at 7.03%. This indicates that JAZZ's price experiences larger fluctuations and is considered to be riskier than HD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
7.48%
7.03%
JAZZ
HD

Financials

JAZZ vs. HD - Financials Comparison

This section allows you to compare key financial metrics between Jazz Pharmaceuticals plc and The Home Depot, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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