The Home Depot (HD): analysis and statistics
Return, volatility, Sharpe ratio and risk for The Home Depot, an S&P 500 component in the Consumer Discretionary sector. Data as of 2026-07-30.
| Last close price | $333.46 |
| Sector (GICS) | Consumer Discretionary |
| Annualized return (3.0 yr) | +2.54% |
| Total return over period | +7.78% |
| Annualized volatility | 22.56% |
| Sharpe ratio | -0.05 |
| Sortino ratio | -0.07 |
| Max drawdown | -28.84% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.91% |
| Correlation with the S&P 500 | 0.49 |
| Period range | $257.86 – $414.97 |
| Trading days analyzed | 752 |
Over the last 3.0 years, The Home Depot (HD) has posted an annualized return of +2.54% with annual volatility of 22.56%, 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 S&P 500 stocks, try the optimizer.
Optimize a portfolio with HD →
Other Consumer Discretionary stocks
What is the Sharpe ratio? · How to optimize an S&P 500 portfolio