Banks—Diversified Stock List
Year-to-Date Return
< 0.0%
—
> 10.0%
10-Year Annualized Return
< 0.0%
—
> 10.0%
Sharpe Ratio
< 0.0
—
> 0.1
Omega ratio
< 0.0
—
> 0.1
Sortino ratio
< 0.0
—
> 0.1
Calmar ratio
< 0.0
—
> 0.1
Ulcer Index
< 0.0%
—
> 10.0%
10Y Volatility
< 0.0%
—
> 10.0%
Maximum Drawdown
< 0.0%
—
> 10.0%
Dividend Yield
< 0.0%
—
> 10.0%
| Symbol | Full name | YTD Ret. | 10Y Ann. Ret. | Div. Yield | 10Y Volatility | Max. Drawdown | Sharpe Ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 0005.HK | HSBC Holdings PLC | 31.0% | 2.0% | 5.5% | 22.3% | -79.3% | 1.5 | 1.8 | 1.3 | 2.1 | 6.2% |
| 0939.HK | China Construction Bank Corp | -5.3% | 2.9% | 10.0% | 22.0% | -69.9% | -0.0 | 0.4 | 1.0 | -0.0 | 9.4% |
| 1288.HK | Agricultural Bank Of China | 12.9% | 4.2% | 8.7% | 21.3% | -51.0% | 1.1 | 2.2 | 1.3 | 1.5 | 6.1% |
| 1398.HK | Industrial and Commercial Bank of China | -2.9% | 2.0% | 9.2% | 22.1% | -61.3% | 0.1 | 0.6 | 1.1 | 0.1 | 8.9% |
| 2888.HK | Standard Chartered PLC | 24.1% | -6.5% | 2.2% | 30.8% | -83.0% | 1.2 | 1.7 | 1.2 | 1.6 | 9.8% |
| 3328.HK | Bank of Communications Co Ltd | 9.5% | 4.3% | 9.0% | 22.9% | -75.4% | 0.6 | 1.4 | 1.2 | 0.8 | 7.3% |
| 3988.HK | Bank of China Limited | 2.0% | 3.8% | 9.5% | 20.2% | -66.1% | 0.5 | 1.0 | 1.1 | 0.5 | 7.4% |
| ABN.AS | ABN AMRO Bank N.V. | 4.9% | 2.2% | 9.9% | 35.3% | -74.0% | 1.7 | 2.4 | 1.3 | 2.6 | 9.5% |
| BAC | Bank of America Corporation | -20.0% | 8.3% | 3.5% | 30.9% | -93.5% | -0.4 | -0.4 | 1.0 | -0.4 | 18.6% |
| BARC.L | Barclays plc | 2.1% | -2.6% | 0.1% | 33.9% | -92.4% | 0.4 | 0.8 | 1.1 | 0.4 | 13.3% |
| BBVA | Banco Bilbao Vizcaya Argentaria, S.A. | 40.4% | 1.2% | 5.7% | 35.6% | -80.2% | 3.1 | 3.6 | 1.5 | 4.9 | 5.4% |
| BBVA.MC | Banco Bilbao Vizcaya Argentaria SA | 42.7% | 3.1% | 4.5% | 33.4% | -78.4% | 2.6 | 3.0 | 1.5 | 3.9 | 5.9% |
| BCS | Barclays PLC | 0.9% | -5.3% | 5.1% | 37.0% | -94.4% | 0.7 | 1.1 | 1.1 | 0.8 | 12.2% |
| BMO | Bank of Montreal | -8.5% | 6.1% | 5.3% | 23.1% | -68.4% | -0.2 | -0.1 | 1.0 | -0.2 | 10.3% |
| BMO.TO | Bank of Montreal | -7.3% | 9.3% | 5.2% | 20.0% | -62.4% | -0.3 | -0.2 | 1.0 | -0.3 | 9.8% |
| BNC.L | Banco Santander | 26.0% | 1.7% | 0.0% | 36.6% | -68.7% | 1.5 | 2.1 | 1.3 | 2.3 | 10.2% |
| BNS | The Bank of Nova Scotia | -9.3% | 1.8% | 7.3% | 22.4% | -63.8% | -0.2 | -0.1 | 1.0 | -0.2 | 8.8% |
| BNS.TO | The Bank of Nova Scotia | -6.5% | 4.8% | 7.2% | 18.9% | -52.3% | -0.2 | -0.1 | 1.0 | -0.2 | 7.9% |
| C | Citigroup Inc. | -9.0% | 0.1% | 5.2% | 32.3% | -98.0% | -0.0 | 0.2 | 1.0 | -0.0 | 10.5% |
| CICHF | China Construction Bank Corporation | -4.2% | 13.8% | 9.6% | 56.5% | -90.9% | 0.0 | 0.4 | 1.1 | 0.0 | 14.4% |