The Home Depot Inc

10-Year Study

HD.US · Consumer Cyclical · US · Common Stock

Executive Summary: The Home Depot Inc has compounded at 12.5% annually over the last 10 years, with a maximum drawdown of 33.1% and an annualized volatility of 25.5%.

1Y CAGR
-7.4%
3Y CAGR
+8.4%
5Y CAGR
+3.5%
10Y CAGR
+12.5%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
33.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.47
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.75
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
22.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +59.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -22.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20268.91.6-13.62.5————————-2.0%
20255.9-3.7-7.0-1.62.20.20.210.70.2-6.3-6.0-3.0-9.3%
20241.87.81.4-12.90.92.86.90.710.0-2.89.6-9.415.0%
20232.6-8.50.21.8-5.09.67.5-0.4-8.5-5.810.910.512.8%
2022-11.6-13.9-4.70.40.8-8.89.7-3.5-4.37.310.1-2.5-22.0%
20212.0-4.618.96.0-1.50.52.9-0.61.113.27.84.059.5%
20204.5-4.5-13.717.713.01.46.07.4-2.1-4.04.0-3.724.5%
20196.80.94.46.2-6.810.32.86.72.41.1-6.0-0.330.6%
20186.0-9.3-1.73.71.54.61.22.23.2-15.13.1-4.7-7.3%
20172.65.31.96.3-1.1-0.1-2.50.89.11.49.05.444.6%
2016———0.3-0.8-3.48.3-2.5-4.1-5.26.63.62.1%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 25.5%. The dominant macroeconomic risk driver is VTI.US, accounting for 37.7% of variance. Idiosyncratic stock-specific factors contribute 21.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110034.46883096368
2016-05-019953.80192908161
2016-06-019620.048297983232
2016-07-0110414.874568075467
2016-08-0110156.301581460992
2016-09-019744.349864309721
2016-10-019239.264198292261
2016-11-019850.906225672468
2016-12-0110207.181889296786
2017-01-0110473.624817558293
2017-02-0111031.643408403623
2017-03-0111245.834464479794
2017-04-0111955.831844318935
2017-05-0111825.854839304684
2017-06-0111817.388976595437
2017-07-0111524.649849080626
2017-08-0111613.725859285065
2017-09-0112674.588317866186
2017-10-0112846.620323556761
2017-11-0114005.1949182122
2017-12-0114761.456582421084
2018-01-0115647.00473993721
2018-02-0114196.012625959267
2018-03-0113961.304859026834
2018-04-0114475.149618752408
2018-05-0114694.032370810464
2018-06-0115367.489384564888
2018-07-0115558.108451957884
2018-08-0115895.163296559642
2018-09-0116400.277339770542
2018-10-0113924.594229781485
2018-11-0114361.508418094436
2018-12-0113684.532632353594
2019-01-0114617.168012849193
2019-02-0114745.395090934717
2019-03-0115396.803025387182
2019-04-0116344.404922900643
2019-05-0115233.11639711018
2019-06-0116804.0722141821
2019-07-0117266.246584778906
2019-08-0118415.22934396008
2019-09-0118861.804109928045
2019-10-0119069.91622985988
2019-11-0117926.107839904682
2019-12-0117866.499395089133
2020-01-0118661.731557425508
2020-02-0117822.324716440897
2020-03-0115377.657878880464
2020-04-0118105.46289350891
2020-05-0120465.11165952665
2020-06-0120755.49547998604
2020-07-0121996.638248483952
2020-08-0123616.40844997148
2020-09-0123130.439553267304
2020-10-0122214.25348590174
2020-11-0123105.44870491219
2020-12-0122244.09683433489
2021-01-0122679.56378578246
2021-02-0121634.43175143092
2021-03-0125723.055618353235
2021-04-0127275.288099456386
2021-05-0126874.16701113427
2021-06-0127013.394981209574
2021-07-0127801.202625457943
2021-08-0127630.939464825053
2021-09-0127948.518095663305
2021-10-0131650.464865723854
2021-11-0134108.497361393966
2021-12-0135480.667091063355
2022-01-0131374.411527951062
2022-02-0127001.41980557839
2022-03-0125745.20874736447
2022-04-0125837.23598568654
2022-05-0126039.357275486742
2022-06-0123738.78982620861
2022-07-0126047.151544617933
2022-08-0125126.396749108717
2022-09-0124039.17187782294
2022-10-0125798.0659996765
2022-11-0128395.912927419653
2022-12-0127683.361600171018
2023-01-0128411.690646971634
2023-02-0125990.075549547997
2023-03-0126052.93103301497
2023-04-0126531.39889158682
2023-05-0125202.85436729737
2023-06-0127620.439903252693
2023-07-0129683.263225900428
2023-08-0129556.048267714224
2023-09-0127038.007466985502
2023-10-0125474.755175763607
2023-11-0128240.20726702088
2023-12-0131218.365341231023
2024-01-0131795.793932388504
2024-02-0134286.602086480445
2024-03-0134762.62950641655
2024-04-0130287.70690521166
2024-05-0130557.574014814785
2024-06-0131412.607230319707
2024-07-0133595.35257243988
2024-08-0133830.61842417661
2024-09-0137199.90881461842
2024-10-0136148.73243806441
2024-11-0139604.2989556247
2024-12-0135899.788779090166
2025-01-0138021.530646822066
2025-02-0136602.110959467194
2025-03-0134037.91295855328
2025-04-0133480.65720800371
2025-05-0134205.091993060065
2025-06-0134263.463496612945
2025-07-0134344.76676537151
2025-08-0138013.71352444329
2025-09-0138080.88362068838
2025-10-0135674.924614396805
2025-11-0133544.33731128132
2025-12-0132548.641451655727
2026-01-0135432.70928775048
2026-02-0136012.550286751546
2026-03-0131109.91716697235
2026-04-0131891.235892987712
Annual Return Matrix
YearAnnual Return
20170.4461833581999646
2018-0.07295512770399382
20190.305598070104955
20200.2450170759499204
20210.5950599098407605
2022-0.21976208820651721
20230.1276941648964396
20240.14995735320184278
2025-0.09334727142980626
2026-0.020197634351174276
Total Factor Risk
0.2552535929672429
VTI.US Exposure
0.37660236468547215
VEA.US Exposure
-0.025045590753204883
VWO.US Exposure
0.03556924852240509
QQQ.US Exposure
-0.15305011432343116
VTV.US Exposure
-0.03697377567856195
IJR.US Exposure
0.11958460628602562
QUAL.US Exposure
0.14805760247439773
SHV.US Exposure
0.29860519857766205
TLT.US Exposure
-0.019512838090695102
LQD.US Exposure
0.10109176349749552
HYG.US Exposure
-0.01094603909786178
GLD.US Exposure
-0.00041290500092778636
USO.US Exposure
0.024849736128622627
VNQ.US Exposure
-0.047817655645448265
BTC-USD.CC Exposure
-0.00008995622327159497
CPER.US Exposure
-0.01302012796774613
VIX.INDX Exposure
-0.03630492822912383
UUP.US Exposure
-0.00578935056869551
TIP.US Exposure
0.03132312617010046
Idiosyncratic Exposure
0.2132796352367868
Value Score
41
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
33.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
25.5%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →22.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.80%
Market Cap$320.3B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$3,773
Avg Yield on Cost
6.29%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2020$567.545.68%Solid
2021$624.36.24%Solid
2022$718.897.19%Solid
2023$790.787.91%Solid
2024$851.328.51%Solid
2026$220.42.20%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-4.8%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-9.0%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
19.9% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.08
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is The Home Depot Inc a high-risk investment?

The Home Depot Inc (HD.US) has an annualized volatility of 25.5% and experienced a maximum drawdown of 33.1% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of HD.US?

Over the past 10 years, HD.US has generated a Compound Annual Growth Rate (CAGR) of 12.5%. It has had a positive return in 60% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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