JAZZ vs. HD
JAZZ (Jazz Pharmaceuticals plc) and HD (The Home Depot, Inc.) are both stocks. JAZZ operates in Biotechnology (Healthcare), while HD operates in Home Improvement Retail (Consumer Cyclical). Over the past 10 years, JAZZ returned 5.37%/yr vs 11.91%/yr for HD. Their 0.27 correlation means their historical movements had little consistent relationship.
Performance
JAZZ vs. HD - Performance Comparison
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Returns By Period
In the year-to-date period, JAZZ achieves a 48.74% return, which is significantly higher than HD's -2.15% return. Over the past 10 years, JAZZ has underperformed HD with an annualized return of 5.37%, while HD has yielded a comparatively higher 11.91% annualized return.
JAZZ
- 1D
- -2.14%
- 1M
- 3.86%
- 6M
- 53.72%
- YTD
- 48.74%
- 1Y
- 118.89%
- 3Y*
- 24.98%
- 5Y*
- 8.33%
- 10Y*
- 5.37%
- ALL TIME*
- 14.95%
HD
- 1D
- -0.42%
- 1M
- -7.25%
- 6M
- -10.12%
- YTD
- -2.15%
- 1Y
- -8.80%
- 3Y*
- 2.55%
- 5Y*
- 2.75%
- 10Y*
- 11.91%
- ALL TIME*
- 24.72%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.39B | $1.31B | $1.61B | |
| $170.47M | $174.18M | $204.96M |
JAZZ vs. HD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JAZZ Jazz Pharmaceuticals plc | 48.74% | 38.04% | 0.12% | -22.79% | 25.05% | -22.81% | 10.56% | 20.43% | -7.94% | 23.50% |
HD The Home Depot, Inc. | -2.15% | -9.33% | 15.00% | 12.77% | -21.98% | 59.51% | 24.50% | 30.56% | -7.30% | 44.61% |
Correlation
The correlation between JAZZ and HD is 0.12, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.12 |
Correlation (3Y) Balances recent behavior with more history. | 0.23 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.24 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.24 |
Correlation (All Time) Calculated using the full available price history since Jun 1, 2007 | 0.27 |
The correlation between JAZZ and HD shifts across timeframes, from 0.12 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.
Fundamentals
JAZZ:
$15.88B
HD:
$331.00B
JAZZ:
$0.47
HD:
$14.08
JAZZ:
539.25
HD:
23.58
JAZZ:
3.58
HD:
1.98
JAZZ:
3.69
HD:
23.83
JAZZ:
$4.44B
HD:
$166.59B
JAZZ:
$2.97B
HD:
$55.19B
JAZZ:
$336.83M
HD:
$23.12B
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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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JAZZ | HD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.53 | ||
| Sortino ratioReturn per unit of downside risk | +5.02 | ||
| Omega ratioGain probability vs. loss probability | 1.60 | 0.97 | +0.63 |
| Calmar ratioReturn relative to maximum drawdown | 10.62 | -0.25 | +10.88 |
| Martin ratioReturn relative to average drawdown | 26.47 | -0.46 | +26.93 |
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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 | -11.42% | -28.81% | +17.39% |
Max Drawdown (3Y)Largest decline over 3 years | -32.71% | -28.84% | -3.87% |
Max Drawdown (5Y)Largest decline over 5 years | -42.03% | -34.73% | -7.30% |
Max Drawdown (10Y)Largest decline over 10 years | -52.10% | -37.99% | -14.11% |
Current DrawdownCurrent decline from peak | -2.14% | -20.00% | +17.86% |
Average DrawdownAverage peak-to-trough decline | -27.20% | -20.59% | -6.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.57% | 15.79% | -11.22% |
Volatility
JAZZ vs. HD - Volatility Comparison
Jazz Pharmaceuticals plc (JAZZ) and The Home Depot, Inc. (HD) have volatilities of 7.70% and 7.94%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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 | 7.70% | 7.94% | -0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 22.87% | 19.39% | +3.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.42% | 25.28% | +12.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.96% | 24.48% | +7.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.70% | 25.02% | +7.68% |
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 2.79%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HD The Home Depot, Inc. | 2.79% | 2.67% | 2.31% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% |
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% |
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
JAZZ vs. HD - Profitability Comparison
JAZZ - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Jazz Pharmaceuticals plc reported a gross profit of 0.00 and revenue of 1.07B. Therefore, the gross margin over that period was 0.0%.
HD - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, The Home Depot, Inc. reported a gross profit of 13.78B and revenue of 41.77B. Therefore, the gross margin over that period was 33.0%.
JAZZ - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Jazz Pharmaceuticals plc reported an operating income of 336.60M and revenue of 1.07B, resulting in an operating margin of 31.5%.
HD - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, The Home Depot, Inc. reported an operating income of 4.98B and revenue of 41.77B, resulting in an operating margin of 11.9%.
JAZZ - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Jazz Pharmaceuticals plc reported a net income of 293.10M and revenue of 1.07B, resulting in a net margin of 27.4%.
HD - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, The Home Depot, Inc. reported a net income of 3.29B and revenue of 41.77B, resulting in a net margin of 7.9%.
Frequently Asked Questions
JAZZ and HD have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HD has higher volatility (7.94%) compared to JAZZ (7.70%). In terms of maximum drawdown, JAZZ dropped -96.90% vs HD's -70.46%.
JAZZ currently has the higher Sharpe Ratio (3.24 vs -0.29), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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