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1398.HK vs. BNP.PA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between 1398.HK and BNP.PA is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

1398.HK vs. BNP.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Industrial and Commercial Bank of China (1398.HK) and BNP Paribas SA (BNP.PA). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%200.00%250.00%300.00%350.00%December2025FebruaryMarchAprilMay
320.02%
77.55%
1398.HK
BNP.PA

Key characteristics

Sharpe Ratio

1398.HK:

1.65

BNP.PA:

0.65

Sortino Ratio

1398.HK:

2.47

BNP.PA:

0.91

Omega Ratio

1398.HK:

1.32

BNP.PA:

1.12

Calmar Ratio

1398.HK:

2.56

BNP.PA:

0.68

Martin Ratio

1398.HK:

9.68

BNP.PA:

1.51

Ulcer Index

1398.HK:

4.68%

BNP.PA:

9.73%

Daily Std Dev

1398.HK:

25.46%

BNP.PA:

26.63%

Max Drawdown

1398.HK:

-61.25%

BNP.PA:

-75.43%

Current Drawdown

1398.HK:

-5.57%

BNP.PA:

-5.61%

Fundamentals

Market Cap

1398.HK:

HK$2.48T

BNP.PA:

€84.49B

EPS

1398.HK:

HK$1.03

BNP.PA:

€9.50

PE Ratio

1398.HK:

5.17

BNP.PA:

7.82

PEG Ratio

1398.HK:

2.04

BNP.PA:

2.04

PS Ratio

1398.HK:

3.77

BNP.PA:

1.87

PB Ratio

1398.HK:

0.46

BNP.PA:

0.66

Total Revenue (TTM)

1398.HK:

HK$809.78B

BNP.PA:

€77.80B

Gross Profit (TTM)

1398.HK:

HK$199.14B

BNP.PA:

€50.30B

EBITDA (TTM)

1398.HK:

HK$94.31B

BNP.PA:

€9.57B

Returns By Period

In the year-to-date period, 1398.HK achieves a 7.02% return, which is significantly lower than BNP.PA's 30.02% return. Over the past 10 years, 1398.HK has underperformed BNP.PA with an annualized return of 4.89%, while BNP.PA has yielded a comparatively higher 8.15% annualized return.


1398.HK

YTD

7.02%

1M

8.18%

6M

14.00%

1Y

40.23%

5Y*

9.72%

10Y*

4.89%

BNP.PA

YTD

30.02%

1M

16.33%

6M

30.40%

1Y

17.51%

5Y*

27.45%

10Y*

8.15%

*Annualized

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Risk-Adjusted Performance

1398.HK vs. BNP.PA — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

1398.HK
The Risk-Adjusted Performance Rank of 1398.HK is 9292
Overall Rank
The Sharpe Ratio Rank of 1398.HK is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of 1398.HK is 9191
Sortino Ratio Rank
The Omega Ratio Rank of 1398.HK is 8989
Omega Ratio Rank
The Calmar Ratio Rank of 1398.HK is 9595
Calmar Ratio Rank
The Martin Ratio Rank of 1398.HK is 9494
Martin Ratio Rank

BNP.PA
The Risk-Adjusted Performance Rank of BNP.PA is 7070
Overall Rank
The Sharpe Ratio Rank of BNP.PA is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of BNP.PA is 6464
Sortino Ratio Rank
The Omega Ratio Rank of BNP.PA is 6262
Omega Ratio Rank
The Calmar Ratio Rank of BNP.PA is 7878
Calmar Ratio Rank
The Martin Ratio Rank of BNP.PA is 6969
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

1398.HK vs. BNP.PA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Industrial and Commercial Bank of China (1398.HK) and BNP Paribas SA (BNP.PA). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The current 1398.HK Sharpe Ratio is 1.65, which is higher than the BNP.PA Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of 1398.HK and BNP.PA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00December2025FebruaryMarchAprilMay
1.61
0.78
1398.HK
BNP.PA

Dividends

1398.HK vs. BNP.PA - Dividend Comparison

1398.HK's dividend yield for the trailing twelve months is around 9.06%, more than BNP.PA's 5.97% yield.


TTM20242023202220212020201920182017201620152014
1398.HK
Industrial and Commercial Bank of China
9.06%6.43%8.62%8.54%7.27%5.74%4.75%5.19%4.25%5.92%6.92%5.82%
BNP.PA
BNP Paribas SA
5.97%7.77%6.23%6.89%4.38%0.00%5.72%7.65%4.34%3.82%2.87%3.05%

Drawdowns

1398.HK vs. BNP.PA - Drawdown Comparison

The maximum 1398.HK drawdown since its inception was -61.25%, smaller than the maximum BNP.PA drawdown of -75.43%. Use the drawdown chart below to compare losses from any high point for 1398.HK and BNP.PA. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-5.50%
-1.94%
1398.HK
BNP.PA

Volatility

1398.HK vs. BNP.PA - Volatility Comparison

The current volatility for Industrial and Commercial Bank of China (1398.HK) is 9.85%, while BNP Paribas SA (BNP.PA) has a volatility of 12.08%. This indicates that 1398.HK experiences smaller price fluctuations and is considered to be less risky than BNP.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%December2025FebruaryMarchAprilMay
9.85%
12.08%
1398.HK
BNP.PA

Financials

1398.HK vs. BNP.PA - Financials Comparison

This section allows you to compare key financial metrics between Industrial and Commercial Bank of China and BNP Paribas SA. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0050.00B100.00B150.00B200.00B250.00B20212022202320242025
211.39B
12.96B
(1398.HK) Total Revenue
(BNP.PA) Total Revenue
Please note, different currencies. 1398.HK values in HKD, BNP.PA values in EUR