PTLO vs. HD

Last updated Jun 4, 2026

PTLO (Portillo's Inc) and HD (The Home Depot, Inc.) are both stocks. Both are in the Consumer Cyclical sector — PTLO in Restaurants, HD in Home Improvement Retail. Over the past 3 years, PTLO returned -42.46%/yr vs 4.24%/yr for HD. At a 0.35 correlation, their price movements are largely independent.

Performance

PTLO vs. HD - Performance Comparison

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

Returns By Period

In the year-to-date period, PTLO achieves a -12.78% return, which is significantly lower than HD's -8.44% return.

PTLO

• 1D: -1.49%
• 1M: -30.77%
• YTD: -12.78%
• 6M: -20.32%
• 1Y: -66.86%
• 3Y*: -42.46%
• 5Y*: —
• 10Y*: —

HD

• 1D: 0.47%
• 1M: 0.18%
• YTD: -8.44%
• 6M: -11.40%
• 1Y: -13.99%
• 3Y*: 4.24%
• 5Y*: 2.50%
• 10Y*: 11.62%

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

PTLO vs. HD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
PTLO Portillo's Inc	-12.78%	-51.70%	-40.99%	-2.39%	-56.53%	29.00%
HD The Home Depot, Inc.	-8.44%	-9.33%	15.00%	12.77%	-21.98%	14.29%

Correlation

The correlation between PTLO and HD is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.23
Correlation (3Y) Calculated over the trailing 3-year period	0.31
Correlation (All Time) Calculated using the full available price history since Oct 22, 2021	0.35

The correlation between PTLO and HD shifts across timeframes, from 0.23 (1 year) to 0.35 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap PTLO : $285.42M HD : $311.72B
EPS PTLO : $0.22 HD : $14.08
PE Ratio PTLO : 18.18 HD : 22.23
PS Ratio PTLO : 0.38 HD : 1.87
PB Ratio PTLO : 0.61 HD : 22.47
Total Revenue (TTM) PTLO : $738.25M HD : $166.59B
Gross Profit (TTM) PTLO : $553.52M HD : $55.19B
EBITDA (TTM) PTLO : $70.87M HD : $23.12B

Return for Risk

PTLO vs. HD — Risk / Return Rank

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

PTLO

PTLO Risk / Return Rank: 4
PTLO Sharpe Ratio Rank: 2
PTLO Sortino Ratio Rank: 2
PTLO Omega Ratio Rank: 2
PTLO Calmar Ratio Rank: 2
PTLO Martin Ratio Rank: 10

HD

HD Risk / Return Rank: 18
HD Sharpe Ratio Rank: 15
HD Sortino Ratio Rank: 15
HD Omega Ratio Rank: 16
HD Calmar Ratio Rank: 24
HD Martin Ratio Rank: 20

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.

PTLO vs. HD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Portillo's Inc (PTLO) 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.

	PTLO	HD	Difference
Sharpe ratio Return per unit of total volatility	-1.23	-0.60	-0.63
Sortino ratio Return per unit of downside risk	-2.11	-0.76	-1.35
Omega ratio Gain probability vs. loss probability	0.73	0.92	-0.19
Calmar ratio Return relative to maximum drawdown	-0.98	-0.49	-0.49
Martin ratio Return relative to average drawdown	-1.32	-1.01	-0.31
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PTLO vs. HD - Sharpe Ratio Comparison

The current PTLO Sharpe Ratio is -1.23, which is lower than the HD Sharpe Ratio of -0.60. The chart below compares the historical Sharpe Ratios of PTLO and HD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	PTLO	HD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.23	-0.60	-0.63
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.10	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.47	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.62	0.68	-1.30

Drawdowns

PTLO vs. HD - Drawdown Comparison

The maximum PTLO drawdown since its inception was -92.81%, which is greater than HD's maximum drawdown of -70.46%. Use the drawdown chart below to compare losses from any high point for PTLO and HD.

Drawdown Indicators

	PTLO	HD	Difference
Max Drawdown Largest peak-to-trough decline	-92.81%	-70.46%	-22.35%
Max Drawdown (1Y) Largest decline over 1 year	-68.34%	-28.81%	-39.53%
Max Drawdown (3Y) Largest decline over 3 years	-83.59%	-28.84%	-54.75%
Max Drawdown (5Y) Largest decline over 5 years	—	-34.73%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-37.99%	—
Current Drawdown Current decline from peak	-92.70%	-25.14%	-67.56%
Average Drawdown Average peak-to-trough decline	-70.78%	-20.60%	-50.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	50.50%	13.82%	+36.68%

Volatility

PTLO vs. HD - Volatility Comparison

Portillo's Inc (PTLO) has a higher volatility of 20.81% compared to The Home Depot, Inc. (HD) at 7.10%. This indicates that PTLO'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.

Volatility by Period

	PTLO	HD	Difference
Volatility (1M) Calculated over the trailing 1-month period	20.81%	7.10%	+13.71%
Volatility (6M) Calculated over the trailing 6-month period	39.34%	17.70%	+21.64%
Volatility (1Y) Calculated over the trailing 1-year period	54.66%	23.46%	+31.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	56.68%	24.05%	+32.63%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	56.68%	24.82%	+31.86%

Dividends

PTLO vs. HD - Dividend Comparison

PTLO has not paid dividends to shareholders, while HD's dividend yield for the trailing twelve months is around 2.95%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
HD The Home Depot, Inc.	2.95%	2.67%	2.31%	2.41%	2.41%	1.59%	2.26%	2.49%	2.40%	1.88%	2.06%	1.78%
PTLO Portillo's Inc	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

PTLO vs. HD - Profitability Comparison

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

PTLO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Portillo's Inc reported a gross profit of 122.24M and revenue of 182.62M. Therefore, the gross margin over that period was 66.9%.

HD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 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%.

PTLO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Portillo's Inc reported an operating income of 4.49M and revenue of 182.62M, resulting in an operating margin of 2.5%.

HD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 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%.

PTLO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Portillo's Inc reported a net income of -402.00K and revenue of 182.62M, resulting in a net margin of -0.2%.

HD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 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

Can I hold both PTLO and HD in my portfolio?

PTLO and HD have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PTLO or HD?

PTLO has higher volatility (20.81%) compared to HD (7.10%). In terms of maximum drawdown, PTLO dropped -92.81% vs HD's -70.46%.

Which has better risk-adjusted returns?

HD currently has the higher Sharpe Ratio (-0.60 vs -1.23), 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.