HD vs POOL: returns, Sharpe ratio and drawdown

Over the past year, HD returned -21.77% against -46.62% for POOL. Over five years, HD averaged -3.36% a year, compared with -19.04% for POOL. HD had the higher Sharpe ratio over the past year (-1.00 vs -1.77), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -28.26% for HD and -49.07% for POOL.