UPS vs. HD
UPS (United Parcel Service, Inc.) and HD (The Home Depot, Inc.) are both stocks. UPS operates in Integrated Freight & Logistics (Industrials), while HD operates in Home Improvement Retail (Consumer Cyclical). Over the past 10 years, UPS returned 3.61%/yr vs 11.83%/yr for HD. Their 0.46 correlation means their historical movements had little consistent relationship.
Performance
UPS vs. HD - Performance Comparison
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Returns By Period
In the year-to-date period, UPS achieves a 9.42% return, which is significantly higher than HD's -1.74% return. Over the past 10 years, UPS has underperformed HD with an annualized return of 3.61%, while HD has yielded a comparatively higher 11.83% annualized return.
UPS
- 1D
- 0.68%
- 1M
- -2.07%
- 6M
- 2.40%
- YTD
- 9.42%
- 1Y
- 29.05%
- 3Y*
- -12.79%
- 5Y*
- -7.16%
- 10Y*
- 3.61%
- ALL TIME*
- 4.78%
HD
- 1D
- -1.45%
- 1M
- -5.48%
- 6M
- -9.07%
- YTD
- -1.74%
- 1Y
- -8.03%
- 3Y*
- 2.52%
- 5Y*
- 2.84%
- 10Y*
- 11.83%
- ALL TIME*
- 24.73%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.37B | $1.29B | $1.60B | |
| $700.91M | $567.93M | $599.18M |
UPS vs. HD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UPS United Parcel Service, Inc. | 9.42% | -15.93% | -15.93% | -5.96% | -16.21% | 30.02% | 48.64% | 24.24% | -15.48% | 7.14% |
HD The Home Depot, Inc. | -1.74% | -9.33% | 15.00% | 12.77% | -21.98% | 59.51% | 24.50% | 30.56% | -7.30% | 44.61% |
Correlation
The correlation between UPS and HD is 0.40, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.40 |
Correlation (3Y) Balances recent behavior with more history. | 0.45 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.49 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.48 |
Correlation (All Time) Calculated using the full available price history since Nov 10, 1999 | 0.46 |
Fundamentals
UPS:
$89.40B
HD:
$332.39B
UPS:
$5.37
HD:
$14.08
UPS:
19.59
HD:
23.68
UPS:
1.00
HD:
1.99
UPS:
5.95
HD:
23.93
UPS:
$89.93B
HD:
$166.59B
UPS:
$8.57B
HD:
$55.19B
UPS:
$7.78B
HD:
$23.12B
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Return for Risk
UPS vs. HD — Risk / Return Rank
UPS
HD
UPS vs. HD - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| UPS | HD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.33 | ||
| Sortino ratioReturn per unit of downside risk | +1.75 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 0.97 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.47 | -0.28 | +1.75 |
| Martin ratioReturn relative to average drawdown | 3.60 | -0.51 | +4.12 |
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Drawdowns
UPS vs. HD - Drawdown Comparison
The maximum UPS drawdown since its inception was -57.92%, smaller than the maximum HD drawdown of -70.46%. Use the drawdown chart below to compare losses from any high point for UPS and HD.
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Drawdown Indicators
| UPS | HD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.92% | -70.46% | +12.54% |
Max Drawdown (1Y)Largest decline over 1 year | -19.90% | -28.81% | +8.91% |
Max Drawdown (3Y)Largest decline over 3 years | -49.96% | -28.84% | -21.12% |
Max Drawdown (5Y)Largest decline over 5 years | -57.92% | -34.73% | -23.19% |
Max Drawdown (10Y)Largest decline over 10 years | -57.92% | -37.99% | -19.93% |
Current DrawdownCurrent decline from peak | -43.73% | -19.67% | -24.06% |
Average DrawdownAverage peak-to-trough decline | -15.45% | -20.59% | +5.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.08% | 15.74% | -7.66% |
Volatility
UPS vs. HD - Volatility Comparison
United Parcel Service, Inc. (UPS) has a higher volatility of 10.51% compared to The Home Depot, Inc. (HD) at 7.94%. 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.
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Volatility by Period
| UPS | HD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.51% | 7.94% | +2.57% |
Volatility (6M)Calculated over the trailing 6-month period | 23.87% | 19.41% | +4.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.22% | 25.31% | +3.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.71% | 24.49% | +4.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.83% | 25.02% | +2.81% |
Dividends
UPS vs. HD - Dividend Comparison
UPS's dividend yield for the trailing twelve months is around 6.23%, more than HD's 2.78% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HD The Home Depot, Inc. | 2.78% | 2.67% | 2.31% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% |
UPS United Parcel Service, Inc. | 6.23% | 6.61% | 5.17% | 4.12% | 3.50% | 1.90% | 2.40% | 3.28% | 3.73% | 2.79% | 2.72% | 3.03% |
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.
Total Revenue: Total amount of money received from sales and other business activities
UPS vs. HD - Profitability Comparison
UPS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, United Parcel Service, Inc. reported a gross profit of -3.36B and revenue of 22.83B. Therefore, the gross margin over that period was -14.7%.
HD - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 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%.
UPS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, United Parcel Service, Inc. reported an operating income of 930.00M and revenue of 22.83B, resulting in an operating margin of 4.1%.
HD - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 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%.
UPS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, United Parcel Service, Inc. reported a net income of 604.00M and revenue of 22.83B, resulting in a net margin of 2.7%.
HD - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 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
UPS and HD have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
UPS has higher volatility (10.51%) compared to HD (7.94%). In terms of maximum drawdown, UPS dropped -57.92% vs HD's -70.46%.
UPS currently has the higher Sharpe Ratio (1.01 vs -0.32), 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.
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