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

Correlation

The correlation between NTES and HD is 0.23, 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.


-0.50.00.51.0
Correlation: 0.2

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.

0.00%50,000.00%100,000.00%150,000.00%200,000.00%250,000.00%300,000.00%NovemberDecember2025FebruaryMarchApril
258,695.81%
1,075.83%
NTES
HD

Key characteristics

Sharpe Ratio

NTES:

0.09

HD:

0.04

Sortino Ratio

NTES:

0.44

HD:

0.20

Omega Ratio

NTES:

1.05

HD:

1.02

Calmar Ratio

NTES:

0.10

HD:

0.04

Martin Ratio

NTES:

0.28

HD:

0.11

Ulcer Index

NTES:

13.51%

HD:

7.03%

Daily Std Dev

NTES:

40.85%

HD:

21.80%

Max Drawdown

NTES:

-57.34%

HD:

-70.47%

Current Drawdown

NTES:

-19.99%

HD:

-17.44%

Fundamentals

Market Cap

NTES:

$68.24B

HD:

$351.79B

EPS

NTES:

$6.32

HD:

$14.90

PE Ratio

NTES:

15.64

HD:

23.75

PEG Ratio

NTES:

1.10

HD:

4.10

Total Revenue (TTM)

NTES:

$78.44B

HD:

$159.51B

Gross Profit (TTM)

NTES:

$48.79B

HD:

$52.62B

EBITDA (TTM)

NTES:

$23.81B

HD:

$24.95B

Returns By Period

In the year-to-date period, NTES achieves a 10.82% return, which is significantly higher than HD's -8.44% return. Over the past 10 years, NTES has outperformed HD with an annualized return of 17.90%, while HD has yielded a comparatively lower 14.66% annualized return.


NTES

YTD

10.82%

1M

-4.17%

6M

-2.90%

1Y

4.55%

5Y*

10.47%

10Y*

17.90%

HD

YTD

-8.44%

1M

-7.82%

6M

-12.33%

1Y

1.40%

5Y*

17.48%

10Y*

14.66%

*Annualized

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Risk-Adjusted Performance

NTES vs. HD — Risk-Adjusted Performance Rank

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

NTES
The Risk-Adjusted Performance Rank of NTES is 5757
Overall Rank
The Sharpe Ratio Rank of NTES is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of NTES is 5454
Sortino Ratio Rank
The Omega Ratio Rank of NTES is 5353
Omega Ratio Rank
The Calmar Ratio Rank of NTES is 6060
Calmar Ratio Rank
The Martin Ratio Rank of NTES is 5959
Martin Ratio Rank

HD
The Risk-Adjusted Performance Rank of HD is 5252
Overall Rank
The Sharpe Ratio Rank of HD is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of HD is 4646
Sortino Ratio Rank
The Omega Ratio Rank of HD is 4545
Omega Ratio Rank
The Calmar Ratio Rank of HD is 5656
Calmar Ratio Rank
The Martin Ratio Rank of HD is 5555
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NTES vs. HD - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for NTES, currently valued at 0.09, compared to the broader market-2.00-1.000.001.002.00
NTES: 0.09
HD: 0.04
The chart of Sortino ratio for NTES, currently valued at 0.44, compared to the broader market-6.00-4.00-2.000.002.004.00
NTES: 0.44
HD: 0.20
The chart of Omega ratio for NTES, currently valued at 1.05, compared to the broader market0.501.001.502.00
NTES: 1.05
HD: 1.02
The chart of Calmar ratio for NTES, currently valued at 0.10, compared to the broader market0.001.002.003.004.00
NTES: 0.10
HD: 0.04
The chart of Martin ratio for NTES, currently valued at 0.28, compared to the broader market-10.000.0010.0020.00
NTES: 0.28
HD: 0.11

The current NTES Sharpe Ratio is 0.09, which is higher than the HD Sharpe Ratio of 0.04. 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.09
0.04
NTES
HD

Dividends

NTES vs. HD - Dividend Comparison

NTES's dividend yield for the trailing twelve months is around 1.38%, less than HD's 2.56% yield.


TTM20242023202220212020201920182017201620152014
NTES
NetEase, Inc.
1.38%2.74%1.88%2.10%0.81%0.97%3.20%0.71%1.05%1.36%0.98%2.50%
HD
The Home Depot, Inc.
2.56%2.31%2.41%2.41%1.59%2.26%2.49%2.40%1.88%2.06%1.78%1.79%

Drawdowns

NTES vs. HD - Drawdown Comparison

The maximum NTES drawdown since its inception was -57.34%, smaller than the maximum HD drawdown of -70.47%. Use the drawdown chart below to compare losses from any high point for NTES and HD. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-19.99%
-17.44%
NTES
HD

Volatility

NTES vs. HD - Volatility Comparison

NetEase, Inc. (NTES) has a higher volatility of 9.63% compared to The Home Depot, Inc. (HD) at 8.47%. 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.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
9.63%
8.47%
NTES
HD

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


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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