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

Correlation

The correlation between UPS and HD is 0.61, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

UPS vs. HD - Performance Comparison

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

200.00%400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%NovemberDecember2025FebruaryMarchApril
184.19%
1,072.57%
UPS
HD

Key characteristics

Sharpe Ratio

UPS:

-0.99

HD:

0.35

Sortino Ratio

UPS:

-1.22

HD:

0.66

Omega Ratio

UPS:

0.81

HD:

1.08

Calmar Ratio

UPS:

-0.56

HD:

0.37

Martin Ratio

UPS:

-2.00

HD:

1.05

Ulcer Index

UPS:

15.46%

HD:

7.69%

Daily Std Dev

UPS:

31.21%

HD:

23.09%

Max Drawdown

UPS:

-54.77%

HD:

-70.47%

Current Drawdown

UPS:

-51.82%

HD:

-16.58%

Fundamentals

Market Cap

UPS:

$83.84B

HD:

$357.46B

EPS

UPS:

$6.75

HD:

$14.93

PE Ratio

UPS:

14.65

HD:

24.09

PEG Ratio

UPS:

1.25

HD:

4.17

PS Ratio

UPS:

0.92

HD:

2.24

PB Ratio

UPS:

4.93

HD:

53.83

Total Revenue (TTM)

UPS:

$69.32B

HD:

$159.51B

Gross Profit (TTM)

UPS:

$12.75B

HD:

$52.62B

EBITDA (TTM)

UPS:

$9.34B

HD:

$24.95B

Returns By Period

In the year-to-date period, UPS achieves a -21.24% return, which is significantly lower than HD's -7.49% return. Over the past 10 years, UPS has underperformed HD with an annualized return of 3.12%, while HD has yielded a comparatively higher 15.16% annualized return.


UPS

YTD

-21.24%

1M

-11.80%

6M

-26.85%

1Y

-30.15%

5Y*

3.14%

10Y*

3.12%

HD

YTD

-7.49%

1M

-1.26%

6M

-9.32%

1Y

10.39%

5Y*

13.74%

10Y*

15.16%

*Annualized

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Risk-Adjusted Performance

UPS vs. HD — Risk-Adjusted Performance Rank

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

UPS
The Risk-Adjusted Performance Rank of UPS is 88
Overall Rank
The Sharpe Ratio Rank of UPS is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of UPS is 99
Sortino Ratio Rank
The Omega Ratio Rank of UPS is 77
Omega Ratio Rank
The Calmar Ratio Rank of UPS is 1616
Calmar Ratio Rank
The Martin Ratio Rank of UPS is 11
Martin Ratio Rank

HD
The Risk-Adjusted Performance Rank of HD is 6262
Overall Rank
The Sharpe Ratio Rank of HD is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of HD is 5656
Sortino Ratio Rank
The Omega Ratio Rank of HD is 5454
Omega Ratio Rank
The Calmar Ratio Rank of HD is 6969
Calmar Ratio Rank
The Martin Ratio Rank of HD is 6565
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.

UPS vs. HD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for United Parcel Service, Inc. (UPS) 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.


The chart of Sharpe ratio for UPS, currently valued at -0.99, compared to the broader market-2.00-1.000.001.002.003.00
UPS: -0.99
HD: 0.35
The chart of Sortino ratio for UPS, currently valued at -1.22, compared to the broader market-6.00-4.00-2.000.002.004.00
UPS: -1.22
HD: 0.66
The chart of Omega ratio for UPS, currently valued at 0.81, compared to the broader market0.501.001.502.00
UPS: 0.81
HD: 1.08
The chart of Calmar ratio for UPS, currently valued at -0.56, compared to the broader market0.001.002.003.004.005.00
UPS: -0.56
HD: 0.37
The chart of Martin ratio for UPS, currently valued at -2.00, compared to the broader market-5.000.005.0010.0015.0020.00
UPS: -2.00
HD: 1.05

The current UPS Sharpe Ratio is -0.99, which is lower than the HD Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of UPS 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-1.000.001.002.00NovemberDecember2025FebruaryMarchApril
-0.99
0.35
UPS
HD

Dividends

UPS vs. HD - Dividend Comparison

UPS's dividend yield for the trailing twelve months is around 6.67%, more than HD's 2.53% yield.


TTM20242023202220212020201920182017201620152014
UPS
United Parcel Service, Inc.
6.67%5.17%4.12%3.50%1.90%2.40%3.28%3.73%2.79%2.72%3.03%2.41%
HD
The Home Depot, Inc.
2.53%2.31%2.41%2.41%1.59%2.26%2.49%2.40%1.88%2.06%1.78%1.79%

Drawdowns

UPS vs. HD - Drawdown Comparison

The maximum UPS drawdown since its inception was -54.77%, smaller than the maximum HD drawdown of -70.47%. Use the drawdown chart below to compare losses from any high point for UPS and HD. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-51.82%
-16.58%
UPS
HD

Volatility

UPS vs. HD - Volatility Comparison

United Parcel Service, Inc. (UPS) has a higher volatility of 14.93% compared to The Home Depot, Inc. (HD) at 10.35%. This indicates that UPS'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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
14.93%
10.35%
UPS
HD

Financials

UPS vs. HD - Financials Comparison

This section allows you to compare key financial metrics between United Parcel Service, 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