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TRLGX vs. HD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TRLGX and HD is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

TRLGX vs. HD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Large-Cap Growth Fund (TRLGX) and The Home Depot, Inc. (HD). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
5.39%
17.32%
TRLGX
HD

Key characteristics

Sharpe Ratio

TRLGX:

1.71

HD:

0.74

Sortino Ratio

TRLGX:

2.26

HD:

1.15

Omega Ratio

TRLGX:

1.32

HD:

1.14

Calmar Ratio

TRLGX:

1.41

HD:

0.86

Martin Ratio

TRLGX:

10.03

HD:

1.84

Ulcer Index

TRLGX:

2.81%

HD:

8.27%

Daily Std Dev

TRLGX:

16.55%

HD:

20.49%

Max Drawdown

TRLGX:

-56.16%

HD:

-70.47%

Current Drawdown

TRLGX:

-6.59%

HD:

-9.02%

Returns By Period

In the year-to-date period, TRLGX achieves a 27.85% return, which is significantly higher than HD's 16.02% return. Over the past 10 years, TRLGX has underperformed HD with an annualized return of 11.89%, while HD has yielded a comparatively higher 16.97% annualized return.


TRLGX

YTD

27.85%

1M

-2.35%

6M

6.71%

1Y

28.10%

5Y*

13.86%

10Y*

11.89%

HD

YTD

16.02%

1M

-6.07%

6M

13.12%

1Y

15.34%

5Y*

14.98%

10Y*

16.97%

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Risk-Adjusted Performance

TRLGX vs. HD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Large-Cap Growth Fund (TRLGX) 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 TRLGX, currently valued at 1.71, compared to the broader market-1.000.001.002.003.004.001.710.74
The chart of Sortino ratio for TRLGX, currently valued at 2.26, compared to the broader market-2.000.002.004.006.008.0010.002.261.15
The chart of Omega ratio for TRLGX, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.003.501.321.14
The chart of Calmar ratio for TRLGX, currently valued at 1.41, compared to the broader market0.002.004.006.008.0010.0012.0014.001.410.86
The chart of Martin ratio for TRLGX, currently valued at 10.03, compared to the broader market0.0020.0040.0060.0010.031.84
TRLGX
HD

The current TRLGX Sharpe Ratio is 1.71, which is higher than the HD Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of TRLGX 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.71
0.74
TRLGX
HD

Dividends

TRLGX vs. HD - Dividend Comparison

TRLGX has not paid dividends to shareholders, while HD's dividend yield for the trailing twelve months is around 2.29%.


TTM20232022202120202019201820172016201520142013
TRLGX
T. Rowe Price Large-Cap Growth Fund
0.00%0.00%0.00%0.00%0.00%0.41%0.28%0.24%0.24%0.03%0.07%0.04%
HD
The Home Depot, Inc.
2.29%2.41%2.41%1.59%2.26%2.49%2.40%1.88%2.06%1.78%1.79%1.89%

Drawdowns

TRLGX vs. HD - Drawdown Comparison

The maximum TRLGX drawdown since its inception was -56.16%, smaller than the maximum HD drawdown of -70.47%. Use the drawdown chart below to compare losses from any high point for TRLGX and HD. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.59%
-9.02%
TRLGX
HD

Volatility

TRLGX vs. HD - Volatility Comparison

The current volatility for T. Rowe Price Large-Cap Growth Fund (TRLGX) is 6.12%, while The Home Depot, Inc. (HD) has a volatility of 6.62%. This indicates that TRLGX 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.


3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
6.12%
6.62%
TRLGX
HD
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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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