JAZZ vs. HD
Compare and contrast key facts about Jazz Pharmaceuticals plc (JAZZ) and The Home Depot, Inc. (HD).
Performance
JAZZ vs. HD - Performance Comparison
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JAZZ vs. HD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JAZZ Jazz Pharmaceuticals plc | 11.21% | 38.04% | 0.12% | -22.79% | 25.05% | -22.81% | 10.56% | 20.43% | -7.94% | 23.50% |
HD The Home Depot, Inc. | -3.78% | -9.33% | 15.00% | 12.77% | -21.98% | 59.51% | 24.50% | 30.56% | -7.30% | 44.61% |
Fundamentals
JAZZ:
$11.53B
HD:
$327.90B
JAZZ:
-$5.81
HD:
$14.23
JAZZ:
2.71
HD:
1.99
JAZZ:
2.67
HD:
25.59
JAZZ:
$4.27B
HD:
$164.68B
JAZZ:
$5.11B
HD:
$54.87B
JAZZ:
$835.63M
HD:
$24.24B
Returns By Period
In the year-to-date period, JAZZ achieves a 11.21% return, which is significantly higher than HD's -3.78% return. Over the past 10 years, JAZZ has underperformed HD with an annualized return of 3.52%, while HD has yielded a comparatively higher 11.97% annualized return.
JAZZ
- 1D
- 3.22%
- 1M
- -0.51%
- YTD
- 11.21%
- 6M
- 43.44%
- 1Y
- 52.28%
- 3Y*
- 8.91%
- 5Y*
- 2.73%
- 10Y*
- 3.52%
HD
- 1D
- 1.67%
- 1M
- -13.04%
- YTD
- -3.78%
- 6M
- -17.76%
- 1Y
- -7.99%
- 3Y*
- 6.33%
- 5Y*
- 3.84%
- 10Y*
- 11.97%
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Return for Risk
JAZZ vs. HD — Risk / Return Rank
JAZZ
HD
JAZZ vs. HD - Risk-Adjusted Trends 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.
| JAZZ | HD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.27 | -0.34 | +1.62 |
Sortino ratioReturn per unit of downside risk | 2.05 | -0.36 | +2.41 |
Omega ratioGain probability vs. loss probability | 1.28 | 0.96 | +0.32 |
Calmar ratioReturn relative to maximum drawdown | 2.37 | -0.25 | +2.63 |
Martin ratioReturn relative to average drawdown | 5.76 | -0.58 | +6.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JAZZ | HD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.27 | -0.34 | +1.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.09 | 0.16 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.11 | 0.49 | -0.38 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 0.69 | -0.51 |
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.
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 2.81%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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. | 2.81% | 2.67% | 2.31% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% |
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 -70.46%. Use the drawdown chart below to compare losses from any high point for JAZZ and HD.
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Drawdown Indicators
| JAZZ | HD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.90% | -70.46% | -26.44% |
Max Drawdown (1Y)Largest decline over 1 year | -22.67% | -23.25% | +0.58% |
Max Drawdown (5Y)Largest decline over 5 years | -47.55% | -34.73% | -12.82% |
Max Drawdown (10Y)Largest decline over 10 years | -52.10% | -37.99% | -14.11% |
Current DrawdownCurrent decline from peak | -3.95% | -21.33% | +17.38% |
Average DrawdownAverage peak-to-trough decline | -27.66% | -20.59% | -7.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.34% | 10.17% | -0.83% |
Volatility
JAZZ vs. HD - Volatility Comparison
Jazz Pharmaceuticals plc (JAZZ) has a higher volatility of 7.98% compared to The Home Depot, Inc. (HD) at 7.23%. 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.
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Volatility by Period
| JAZZ | HD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.98% | 7.23% | +0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 29.50% | 16.87% | +12.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.24% | 23.38% | +17.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.51% | 23.75% | +7.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.73% | 24.61% | +8.12% |
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.
Total Revenue: Total amount of money received from sales and other business activities