Downloading stock information from Yahoo! Finance
I don't know what would cause the large difference in time, but I found a couple minor factors:


Application.ScreenUpdating = False is performed in each loop (~4 000 times I assume)
Application.DisplayAlerts = False is not only performed in the same volume but also not negated in the scope of this question.
The lack of .Value2 has a potential performance demerit as discussed here.