HD correlations (Home Depot (The))
Which assets move with HD and which ones diversify it, computed from weekly returns across 4756 stocks and ETFs.
Data as of 2026-08-27 · refreshed every trading day · Consumer Discretionary · Home Improvement Retail
Volatility (ann.)
23.6%
3y weekly
Beta vs S&P 500
0.87
3y weekly
1-year return
-17.4%
price, adjusted
5-year return
+13.8%
price, adjusted
Market cap
$327.9B
latest
P/E ratio
23.4
trailing
Dividend yield
1.38%
trailing
Max drawdown
-28.8%
3y, daily closes
HD over the last 12 months, weekly closes indexed to 100 at the start.
Stocks and ETFs most correlated with HD
| Asset | Correlation (3Y) | ||
|---|---|---|---|
| LOW | Lowe's | 0.88 | |
| RPM | RPM International Inc. | 0.76 | |
| TOL | Toll Brothers, Inc. | 0.74 | |
| SHW | Sherwin-Williams | 0.73 | |
| MAS | Masco | 0.73 | |
| PHM | PulteGroup | 0.70 | |
| FND | Floor & Decor Holdings, Inc. | 0.70 | |
| BLDR | Builders FirstSource | 0.70 | |
| NVR | NVR, Inc. | 0.70 | |
| FBIN | Fortune Brands Innovations, Inc. | 0.70 | |
| LEN | Lennar | 0.69 | |
| MDY | SPDR S&P MidCap 400 ETF | 0.69 | |
| GRBK | Green Brick Partners, Inc. | 0.68 | |
| RSP | Invesco S&P 500 Equal Weight ETF | 0.68 | |
| UFPI | UFP Industries, Inc. | 0.68 |
Best diversifiers for HD
The least-correlated liquid assets in our universe, meaning the ones that historically moved most independently from HD.
| Asset | Correlation (3Y) | ||
|---|---|---|---|
| VXZ | iPath Series B S&P 500 VIX Mid-Term Futures ETN | -0.46 | |
| VXX | iPath Series B S&P 500 VIX Short-Term Futures ETN | -0.42 | |
| FNGD | MicroSectors FANG Index -3X Inverse Leveraged ETNs due | -0.32 | |
| EQNR | Equinor ASA | -0.30 | |
| USO | United States Oil Fund | -0.29 | |
| DJP | iPath Bloomberg Commodity Index Total Return ETN | -0.23 | |
| NRT | North European Oil Royality Trust | -0.22 | |
| MNDR | Mobile-health Network Solutions - Class A | -0.22 | |
| YHGJ | Yunhong Green CTI Ltd. | -0.21 | |
| BP | BP p.l.c. | -0.18 |
HD vs benchmarks
HD vs its peers
Get HD data as JSON
$ curl https://www.pairbook.io/api/v1/symbols/hd.jsonCorrelations, diversifiers, beta and volatility for HD, plus one endpoint per pair. API documentation.
HD inside major ETFs
| ETF | HD weight | |
|---|---|---|
| XLY | Consumer Discretionary Select Sector SPDR Fund | 5.54% |
| SCHD | Schwab US Dividend Equity ETF | 3.94% |
| DIA | SPDR Dow Jones Industrial Average ETF | 3.72% |
| DGRO | iShares Core Dividend Growth ETF | 2.11% |
| VIG | Vanguard Dividend Appreciation ETF | 1.43% |
| VYM | Vanguard High Dividend Yield ETF | 1.35% |
| VTV | Vanguard Value ETF | 1.23% |
| SPYV | SPDR Portfolio S&P 500 Value ETF | 1.1% |
| VOO | Vanguard S&P 500 ETF | 0.51% |
| IVV | iShares Core S&P 500 ETF | 0.5% |
