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

Correlation

The correlation between TT and HD is 0.39, 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.


-0.50.00.51.00.4

Performance

TT vs. HD - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
13.33%
15.13%
TT
HD

Key characteristics

Sharpe Ratio

TT:

2.60

HD:

0.88

Sortino Ratio

TT:

3.36

HD:

1.32

Omega Ratio

TT:

1.43

HD:

1.16

Calmar Ratio

TT:

5.20

HD:

1.01

Martin Ratio

TT:

16.07

HD:

2.09

Ulcer Index

TT:

3.79%

HD:

8.57%

Daily Std Dev

TT:

23.42%

HD:

20.41%

Max Drawdown

TT:

-77.92%

HD:

-70.43%

Current Drawdown

TT:

-6.96%

HD:

-5.10%

Fundamentals

Market Cap

TT:

$87.58B

HD:

$406.66B

EPS

TT:

$10.90

HD:

$14.74

PE Ratio

TT:

35.71

HD:

27.77

PEG Ratio

TT:

2.79

HD:

5.28

Total Revenue (TTM)

TT:

$14.96B

HD:

$154.60B

Gross Profit (TTM)

TT:

$5.37B

HD:

$51.10B

EBITDA (TTM)

TT:

$2.97B

HD:

$24.59B

Returns By Period

The year-to-date returns for both stocks are quite close, with TT having a 5.37% return and HD slightly lower at 5.24%. Over the past 10 years, TT has outperformed HD with an annualized return of 24.97%, while HD has yielded a comparatively lower 17.30% annualized return.


TT

YTD

5.37%

1M

3.20%

6M

15.97%

1Y

57.94%

5Y*

32.80%

10Y*

24.97%

HD

YTD

5.24%

1M

4.27%

6M

13.98%

1Y

15.73%

5Y*

14.73%

10Y*

17.30%

*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

TT vs. HD — Risk-Adjusted Performance Rank

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

TT
The Risk-Adjusted Performance Rank of TT is 9595
Overall Rank
The Sharpe Ratio Rank of TT is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of TT is 9494
Sortino Ratio Rank
The Omega Ratio Rank of TT is 9292
Omega Ratio Rank
The Calmar Ratio Rank of TT is 9898
Calmar Ratio Rank
The Martin Ratio Rank of TT is 9696
Martin Ratio Rank

HD
The Risk-Adjusted Performance Rank of HD is 7070
Overall Rank
The Sharpe Ratio Rank of HD is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of HD is 6767
Sortino Ratio Rank
The Omega Ratio Rank of HD is 6464
Omega Ratio Rank
The Calmar Ratio Rank of HD is 7979
Calmar Ratio Rank
The Martin Ratio Rank of HD is 6767
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.

TT vs. HD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Trane Technologies plc (TT) 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 TT, currently valued at 2.60, compared to the broader market-2.000.002.004.002.600.88
The chart of Sortino ratio for TT, currently valued at 3.36, compared to the broader market-4.00-2.000.002.004.006.003.361.32
The chart of Omega ratio for TT, currently valued at 1.43, compared to the broader market0.501.001.502.001.431.16
The chart of Calmar ratio for TT, currently valued at 5.20, compared to the broader market0.002.004.006.005.201.01
The chart of Martin ratio for TT, currently valued at 16.07, compared to the broader market-10.000.0010.0020.0030.0016.072.09
TT
HD

The current TT Sharpe Ratio is 2.60, which is higher than the HD Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of TT 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 Ratio0.001.002.003.004.005.00AugustSeptemberOctoberNovemberDecember2025
2.60
0.88
TT
HD

Dividends

TT vs. HD - Dividend Comparison

TT's dividend yield for the trailing twelve months is around 0.86%, less than HD's 2.20% yield.


TTM20242023202220212020201920182017201620152014
TT
Trane Technologies plc
0.86%0.91%1.23%1.59%1.17%1.46%1.59%2.15%1.91%1.81%2.10%1.58%
HD
The Home Depot, Inc.
2.20%2.31%2.41%2.41%1.59%2.26%2.49%2.40%1.88%2.06%1.78%1.79%

Drawdowns

TT vs. HD - Drawdown Comparison

The maximum TT drawdown since its inception was -77.92%, which is greater than HD's maximum drawdown of -70.43%. Use the drawdown chart below to compare losses from any high point for TT and HD. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-6.96%
-5.10%
TT
HD

Volatility

TT vs. HD - Volatility Comparison

The current volatility for Trane Technologies plc (TT) is 6.11%, while The Home Depot, Inc. (HD) has a volatility of 6.49%. This indicates that TT 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.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%AugustSeptemberOctoberNovemberDecember2025
6.11%
6.49%
TT
HD

Financials

TT vs. HD - Financials Comparison

This section allows you to compare key financial metrics between Trane Technologies plc 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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