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. Data as of 2026-10-29.
| Last close price | $317.56 |
| Sector (GICS) | Consumer Discretionary |
| Annualized return (3.0 yr) | +7.23% |
| Total return over period | +23.15% |
| Annualized volatility | 23.31% |
| Period volatility | 40.27% |
| Period T-bill | 12.40% |
| Sharpe ratio | 0.27 |
| Sortino ratio | 0.40 |
| Max drawdown | -32.25% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.96% |
| Correlation with the S&P 500 | 0.46 |
| Period range | $262.54 – $414.97 |
| Trading days analyzed | 752 |
Over the last 3.0 years, The Home Depot (HD) has posted an annualized return of +7.23% with annual volatility of 23.31%, a Sharpe ratio of 0.27. Its worst stretch (max drawdown from a peak) was -32.25%. Its correlation with the S&P 500 is 0.46, 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.
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Other Consumer Discretionary stocks
Is it part of the S&P 500?
Yes, The Home Depot (HD) is of the S&P 500.
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