PortfoliosLab logo

Industrial and Commercial Bank of China Limited

IDCBY
Equity · Currency in USD
ISIN
US4558071076
Sector
Financial Services
Industry
Banks—Diversified

IDCBYPrice Chart


Click Calculate to get results
S&P 500

IDCBYPerformance

The chart shows the growth of $10,000 invested in Industrial and Commercial Bank of China Limited on Jan 21, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $17,002 for a total return of roughly 70.02%. All prices are adjusted for splits and dividends.


IDCBY (Industrial and Commercial Bank of China Limited)
Benchmark (S&P 500)

IDCBYReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M-0.84%
YTD10.69%
6M25.04%
1Y15.61%
5Y11.21%
10Y3.95%

IDCBYMonthly Returns Heatmap


Click Calculate to get results

IDCBYSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Industrial and Commercial Bank of China Limited Sharpe ratio is 0.44. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


IDCBY (Industrial and Commercial Bank of China Limited)
Benchmark (S&P 500)

IDCBYDividends

Industrial and Commercial Bank of China Limited granted a 5.25% dividend yield in the last twelve months, as of Apr 11, 2021. The annual payout for that period amounted to $0.74 per share.


PeriodTTM20202019201820172016201520142013201220112010
Dividend$0.74$0.74$0.72$0.76$0.68$0.72$0.82$0.84$0.77$0.65$0.56$0.78
Dividend yield
5.25%5.81%4.71%5.37%4.22%6.08%6.88%5.77%5.67%4.45%4.71%5.00%

IDCBYDrawdowns Chart


IDCBY (Industrial and Commercial Bank of China Limited)
Benchmark (S&P 500)

IDCBYWorst Drawdowns

The table below shows the maximum drawdowns of the Industrial and Commercial Bank of China Limited. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the {{portfolioName}} is 45.80%, recorded on Oct 3, 2011. It took 799 trading sessions for the portfolio to recover.


Depth
Start
To Bottom
Bottom
To Recover
End
Total
-45.8%Nov 12, 2010224Oct 3, 2011799Dec 5, 20141023
-43.79%Apr 23, 2015204Feb 11, 2016414Oct 3, 2017618
-36.39%Jan 29, 2018678Oct 6, 2020
-14.06%Apr 12, 201019May 6, 2010112Oct 14, 2010131
-8.6%Oct 6, 201743Dec 6, 201717Jan 2, 201860
-8.43%Jan 27, 201530Mar 10, 201517Apr 2, 201547
-8.38%Jan 21, 201025Feb 25, 20104Mar 3, 201029
-7.78%Dec 9, 20145Dec 15, 20148Dec 26, 201413
-5.44%Apr 17, 20151Apr 17, 20153Apr 22, 20154
-4.47%Mar 9, 201014Mar 26, 20104Apr 1, 201018

IDCBYVolatility Chart

Current Industrial and Commercial Bank of China Limited volatility is 23.01%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


IDCBY (Industrial and Commercial Bank of China Limited)
Benchmark (S&P 500)

Portfolios with Industrial and Commercial Bank of China Limited


Loading data...

More Tools for Industrial and Commercial Bank of China Limited