The Home Depot (HD): analysis and statistics
Return, volatility, Sharpe ratio and risk for The Home Depot, a component of the S&P 500 in the Consumer Discretionary sector. Data as of 2026-09-13.
| Last close price | $308.74 |
| Sector (GICS) | Consumer Discretionary |
| Annualized return (3.0 yr) | +0.53% |
| Total return over period | +1.57% |
| Annualized volatility | 22.94% |
| Period volatility | 39.61% |
| Sharpe ratio | -0.15 |
| Sortino ratio | -0.21 |
| Max drawdown | -28.84% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.95% |
| Correlation with the S&P 500 | 0.49 |
| Period range | $257.86 – $414.97 |
| Trading days analyzed | 751 |
Over the last 3.0 years, The Home Depot (HD) has posted an annualized return of +0.53% with annual volatility of 22.94%, a negative Sharpe ratio: over this period it did not beat the risk-free Treasury rate. Its worst stretch (max drawdown from a peak) was -28.84%. Its correlation with the S&P 500 is 0.49, which means it moves moderately in step with the index.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how HD would fit inside an optimized portfolio alongside other stocks, try the optimizer.
Optimize a portfolio with HD →
Other Consumer Discretionary stocks
Is it part of the S&P 500?
Yes, The Home Depot (HD) is of the S&P 500.
What is the Sharpe ratio? · How to optimize an investment portfolio