L vs. HD
Compare and contrast key facts about Loews Corporation (L) and The Home Depot, Inc. (HD).
Performance
L vs. HD - Performance Comparison
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L vs. HD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
L Loews Corporation | 1.42% | 24.68% | 22.09% | 19.78% | 1.41% | 28.89% | -13.69% | 15.89% | -8.56% | 8.56% |
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
L:
$22.32B
HD:
$327.90B
L:
$7.97
HD:
$14.23
L:
13.40
HD:
23.11
L:
1.22
HD:
1.99
L:
1.19
HD:
25.59
L:
$18.25B
HD:
$164.68B
L:
$5.95B
HD:
$54.87B
L:
$1.37B
HD:
$24.24B
Returns By Period
In the year-to-date period, L achieves a 1.42% return, which is significantly higher than HD's -3.78% return. Over the past 10 years, L has underperformed HD with an annualized return of 11.35%, while HD has yielded a comparatively higher 11.97% annualized return.
L
- 1D
- 0.86%
- 1M
- -2.98%
- YTD
- 1.42%
- 6M
- 6.45%
- 1Y
- 16.43%
- 3Y*
- 22.92%
- 5Y*
- 15.77%
- 10Y*
- 11.35%
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
L vs. HD — Risk / Return Rank
L
HD
L vs. HD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Loews Corporation (L) 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.
| L | HD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | -0.34 | +1.23 |
Sortino ratioReturn per unit of downside risk | 1.25 | -0.36 | +1.61 |
Omega ratioGain probability vs. loss probability | 1.18 | 0.96 | +0.22 |
Calmar ratioReturn relative to maximum drawdown | 1.48 | -0.25 | +1.74 |
Martin ratioReturn relative to average drawdown | 5.20 | -0.58 | +5.77 |
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
| L | HD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | -0.34 | +1.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.16 | +0.65 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.49 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.69 | -0.36 |
Correlation
The correlation between L and HD is 0.35, 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
L vs. HD - Dividend Comparison
L's dividend yield for the trailing twelve months is around 0.23%, less than HD's 2.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
L Loews Corporation | 0.23% | 0.24% | 0.30% | 0.36% | 0.43% | 0.43% | 0.56% | 0.48% | 0.55% | 1.58% | 0.53% | 0.65% |
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
L vs. HD - Drawdown Comparison
The maximum L drawdown since its inception was -65.58%, smaller than the maximum HD drawdown of -70.46%. Use the drawdown chart below to compare losses from any high point for L and HD.
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Drawdown Indicators
| L | HD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.58% | -70.46% | +4.88% |
Max Drawdown (1Y)Largest decline over 1 year | -12.16% | -23.25% | +11.09% |
Max Drawdown (5Y)Largest decline over 5 years | -26.11% | -34.73% | +8.62% |
Max Drawdown (10Y)Largest decline over 10 years | -48.53% | -37.99% | -10.54% |
Current DrawdownCurrent decline from peak | -4.86% | -21.33% | +16.47% |
Average DrawdownAverage peak-to-trough decline | -16.81% | -20.59% | +3.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.47% | 10.17% | -6.70% |
Volatility
L vs. HD - Volatility Comparison
The current volatility for Loews Corporation (L) is 4.54%, while The Home Depot, Inc. (HD) has a volatility of 7.23%. This indicates that L experiences smaller price fluctuations and is considered to be less risky 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
| L | HD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.54% | 7.23% | -2.69% |
Volatility (6M)Calculated over the trailing 6-month period | 10.63% | 16.87% | -6.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.70% | 23.38% | -4.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.48% | 23.75% | -4.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.55% | 24.61% | +0.94% |
Financials
L vs. HD - Financials Comparison
This section allows you to compare key financial metrics between Loews Corporation 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
L vs. HD - Profitability Comparison
L - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Loews Corporation reported a gross profit of 0.00 and revenue of 4.73B. 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 Apr 2026, The Home Depot, Inc. reported a gross profit of 12.47B and revenue of 38.20B. Therefore, the gross margin over that period was 32.6%.
L - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Loews Corporation reported an operating income of 619.00M and revenue of 4.73B, resulting in an operating margin of 13.1%.
HD - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, The Home Depot, Inc. reported an operating income of 3.85B and revenue of 38.20B, resulting in an operating margin of 10.1%.
L - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Loews Corporation reported a net income of 402.00M and revenue of 4.73B, resulting in a net margin of 8.5%.
HD - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, The Home Depot, Inc. reported a net income of 2.57B and revenue of 38.20B, resulting in a net margin of 6.7%.