PortfoliosLab logo
TD vs. HRL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TD and HRL 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.


-0.50.00.51.0
Correlation: 0.3

Performance

TD vs. HRL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Toronto-Dominion Bank (TD) and Hormel Foods Corporation (HRL). The values are adjusted to include any dividend payments, if applicable.

1,500.00%2,000.00%2,500.00%3,000.00%3,500.00%4,000.00%4,500.00%5,000.00%NovemberDecember2025FebruaryMarchApril
4,938.90%
1,893.15%
TD
HRL

Key characteristics

Sharpe Ratio

TD:

0.56

HRL:

-0.52

Sortino Ratio

TD:

0.84

HRL:

-0.57

Omega Ratio

TD:

1.12

HRL:

0.93

Calmar Ratio

TD:

0.36

HRL:

-0.28

Martin Ratio

TD:

1.31

HRL:

-0.87

Ulcer Index

TD:

8.47%

HRL:

14.15%

Daily Std Dev

TD:

19.92%

HRL:

23.34%

Max Drawdown

TD:

-64.16%

HRL:

-45.01%

Current Drawdown

TD:

-14.79%

HRL:

-40.48%

Fundamentals

Market Cap

TD:

$109.12B

HRL:

$16.60B

EPS

TD:

$3.41

HRL:

$1.38

PE Ratio

TD:

18.24

HRL:

21.88

PEG Ratio

TD:

0.67

HRL:

3.30

PS Ratio

TD:

2.04

HRL:

1.39

PB Ratio

TD:

1.39

HRL:

2.11

Total Revenue (TTM)

TD:

$57.21B

HRL:

$11.91B

Gross Profit (TTM)

TD:

$57.21B

HRL:

$1.99B

EBITDA (TTM)

TD:

$16.92B

HRL:

$1.31B

Returns By Period

In the year-to-date period, TD achieves a 19.87% return, which is significantly higher than HRL's -3.48% return. Over the past 10 years, TD has outperformed HRL with an annualized return of 7.31%, while HRL has yielded a comparatively lower 3.12% annualized return.


TD

YTD

19.87%

1M

2.97%

6M

13.27%

1Y

10.73%

5Y*

14.95%

10Y*

7.31%

HRL

YTD

-3.48%

1M

1.38%

6M

-2.51%

1Y

-12.57%

5Y*

-6.13%

10Y*

3.12%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

TD vs. HRL — Risk-Adjusted Performance Rank

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

TD
The Risk-Adjusted Performance Rank of TD is 6767
Overall Rank
The Sharpe Ratio Rank of TD is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of TD is 6262
Sortino Ratio Rank
The Omega Ratio Rank of TD is 6464
Omega Ratio Rank
The Calmar Ratio Rank of TD is 6969
Calmar Ratio Rank
The Martin Ratio Rank of TD is 6767
Martin Ratio Rank

HRL
The Risk-Adjusted Performance Rank of HRL is 2727
Overall Rank
The Sharpe Ratio Rank of HRL is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of HRL is 2222
Sortino Ratio Rank
The Omega Ratio Rank of HRL is 2222
Omega Ratio Rank
The Calmar Ratio Rank of HRL is 3434
Calmar Ratio Rank
The Martin Ratio Rank of HRL is 3232
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.

TD vs. HRL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Toronto-Dominion Bank (TD) and Hormel Foods Corporation (HRL). 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.


The chart of Sharpe ratio for TD, currently valued at 0.56, compared to the broader market-2.00-1.000.001.002.003.00
TD: 0.56
HRL: -0.52
The chart of Sortino ratio for TD, currently valued at 0.84, compared to the broader market-6.00-4.00-2.000.002.004.00
TD: 0.84
HRL: -0.57
The chart of Omega ratio for TD, currently valued at 1.12, compared to the broader market0.501.001.502.00
TD: 1.12
HRL: 0.93
The chart of Calmar ratio for TD, currently valued at 0.36, compared to the broader market0.001.002.003.004.005.00
TD: 0.36
HRL: -0.28
The chart of Martin ratio for TD, currently valued at 1.31, compared to the broader market-5.000.005.0010.0015.0020.00
TD: 1.31
HRL: -0.87

The current TD Sharpe Ratio is 0.56, which is higher than the HRL Sharpe Ratio of -0.52. The chart below compares the historical Sharpe Ratios of TD and HRL, 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-0.500.000.50NovemberDecember2025FebruaryMarchApril
0.56
-0.52
TD
HRL

Dividends

TD vs. HRL - Dividend Comparison

TD's dividend yield for the trailing twelve months is around 4.74%, more than HRL's 3.86% yield.


TTM20242023202220212020201920182017201620152014
TD
The Toronto-Dominion Bank
4.74%5.65%4.40%4.24%3.27%4.10%3.89%4.09%3.08%3.29%4.07%3.54%
HRL
Hormel Foods Corporation
3.86%3.60%3.43%2.28%2.01%2.00%1.86%1.76%1.87%1.67%1.26%1.54%

Drawdowns

TD vs. HRL - Drawdown Comparison

The maximum TD drawdown since its inception was -64.16%, which is greater than HRL's maximum drawdown of -45.01%. Use the drawdown chart below to compare losses from any high point for TD and HRL. For additional features, visit the drawdowns tool.


-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%NovemberDecember2025FebruaryMarchApril
-14.79%
-40.48%
TD
HRL

Volatility

TD vs. HRL - Volatility Comparison

The Toronto-Dominion Bank (TD) and Hormel Foods Corporation (HRL) have volatilities of 7.34% and 7.71%, 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.


3.00%4.00%5.00%6.00%7.00%8.00%NovemberDecember2025FebruaryMarchApril
7.34%
7.71%
TD
HRL

Financials

TD vs. HRL - Financials Comparison

This section allows you to compare key financial metrics between The Toronto-Dominion Bank and Hormel Foods Corporation. 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