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NTES vs. HD
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

NTES vs. HD - Performance Comparison

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

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NTES vs. HD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NTES
NetEase, Inc.
-17.85%58.28%-1.73%30.59%-27.35%7.11%57.88%34.66%-31.31%62.21%
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

Market Cap

NTES:

$72.27B

HD:

$327.90B

EPS

NTES:

$52.26

HD:

$14.23

PE Ratio

NTES:

2.14

HD:

23.11

PS Ratio

NTES:

0.64

HD:

1.99

PB Ratio

NTES:

0.45

HD:

25.59

Total Revenue (TTM)

NTES:

$112.25B

HD:

$164.68B

Gross Profit (TTM)

NTES:

$72.16B

HD:

$54.87B

EBITDA (TTM)

NTES:

$37.96B

HD:

$24.24B

Returns By Period

In the year-to-date period, NTES achieves a -17.85% return, which is significantly lower than HD's -3.78% return. Over the past 10 years, NTES has outperformed HD with an annualized return of 16.70%, while HD has yielded a comparatively lower 11.97% annualized return.


NTES

1D
1.74%
1M
-1.66%
YTD
-17.85%
6M
-25.31%
1Y
11.37%
3Y*
10.95%
5Y*
3.12%
10Y*
16.70%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

NTES vs. HD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NTES
NTES Risk / Return Rank: 5252
Overall Rank
NTES Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
NTES Sortino Ratio Rank: 5050
Sortino Ratio Rank
NTES Omega Ratio Rank: 4848
Omega Ratio Rank
NTES Calmar Ratio Rank: 5353
Calmar Ratio Rank
NTES Martin Ratio Rank: 5454
Martin Ratio Rank

HD
HD Risk / Return Rank: 2828
Overall Rank
HD Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
HD Sortino Ratio Rank: 2323
Sortino Ratio Rank
HD Omega Ratio Rank: 2323
Omega Ratio Rank
HD Calmar Ratio Rank: 3535
Calmar Ratio Rank
HD Martin Ratio Rank: 3333
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NTES vs. HD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NetEase, Inc. (NTES) 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.


NTESHDDifference

Sharpe ratio

Return per unit of total volatility

0.34

-0.34

+0.68

Sortino ratio

Return per unit of downside risk

0.77

-0.36

+1.13

Omega ratio

Gain probability vs. loss probability

1.09

0.96

+0.13

Calmar ratio

Return relative to maximum drawdown

0.45

-0.25

+0.70

Martin ratio

Return relative to average drawdown

1.07

-0.58

+1.64

NTES vs. HD - Sharpe Ratio Comparison

The current NTES Sharpe Ratio is 0.34, which is higher than the HD Sharpe Ratio of -0.34. The chart below compares the historical Sharpe Ratios of NTES 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.


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Sharpe Ratios by Period


NTESHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.34

-0.34

+0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

0.16

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.49

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.69

-0.26

Correlation

The correlation between NTES and HD is 0.21, 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

NTES vs. HD - Dividend Comparison

NTES's dividend yield for the trailing twelve months is around 2.66%, less than HD's 2.81% yield.


TTM20252024202320222021202020192018201720162015
NTES
NetEase, Inc.
2.66%2.21%2.74%1.88%2.10%0.80%0.97%3.19%0.71%1.05%1.36%0.98%
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

NTES vs. HD - Drawdown Comparison

The maximum NTES drawdown since its inception was -96.41%, which is greater than HD's maximum drawdown of -70.46%. Use the drawdown chart below to compare losses from any high point for NTES and HD.


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Drawdown Indicators


NTESHDDifference

Max Drawdown

Largest peak-to-trough decline

-96.41%

-70.46%

-25.95%

Max Drawdown (1Y)

Largest decline over 1 year

-30.46%

-23.25%

-7.21%

Max Drawdown (5Y)

Largest decline over 5 years

-52.57%

-34.73%

-17.84%

Max Drawdown (10Y)

Largest decline over 10 years

-57.34%

-37.99%

-19.35%

Current Drawdown

Current decline from peak

-28.76%

-21.33%

-7.43%

Average Drawdown

Average peak-to-trough decline

-24.58%

-20.59%

-3.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.94%

10.17%

+2.77%

Volatility

NTES vs. HD - Volatility Comparison

NetEase, Inc. (NTES) has a higher volatility of 7.62% compared to The Home Depot, Inc. (HD) at 7.23%. This indicates that NTES'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


NTESHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.62%

7.23%

+0.39%

Volatility (6M)

Calculated over the trailing 6-month period

21.23%

16.87%

+4.36%

Volatility (1Y)

Calculated over the trailing 1-year period

33.78%

23.38%

+10.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.85%

23.75%

+20.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.91%

24.61%

+17.30%

Financials

NTES vs. HD - Financials Comparison

This section allows you to compare key financial metrics between NetEase, Inc. 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


20.00B25.00B30.00B35.00B40.00B45.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
27.17B
38.20B
(NTES) Total Revenue
(HD) Total Revenue
Values in USD except per share items

NTES vs. HD - Profitability Comparison

The chart below illustrates the profitability comparison between NetEase, Inc. and The Home Depot, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%35.0%40.0%45.0%50.0%55.0%60.0%65.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
64.2%
32.6%
Portfolio components
NTES - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, NetEase, Inc. reported a gross profit of 17.45B and revenue of 27.17B. Therefore, the gross margin over that period was 64.2%.

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%.

NTES - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, NetEase, Inc. reported an operating income of 8.20B and revenue of 27.17B, resulting in an operating margin of 30.2%.

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%.

NTES - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, NetEase, Inc. reported a net income of 6.16B and revenue of 27.17B, resulting in a net margin of 22.7%.

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%.