AZO vs HD: returns, Sharpe ratio and drawdown

Over the past year, HD returned -21.77% against -26.64% for AZO. Over five years, AZO averaged +10.92% a year, compared with -3.36% for HD. HD had the higher Sharpe ratio over the past year (-1.00 vs -1.05), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -28.26% for HD and -31.87% for AZO.