ACGBY vs. IDCBY
ACGBY (Agricultural Bank of China PK) and IDCBY (Industrial and Commercial Bank of China Limited) are both stocks. Both operate in the Banks - Diversified industry within the Financial Services sector. Over the past 10 years, ACGBY returned 16.76%/yr vs 12.60%/yr for IDCBY. A 0.66 correlation means they provide meaningful diversification when combined.
Performance
ACGBY vs. IDCBY - Performance Comparison
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Returns By Period
In the year-to-date period, ACGBY achieves a 2.85% return, which is significantly lower than IDCBY's 9.41% return. Over the past 10 years, ACGBY has outperformed IDCBY with an annualized return of 16.76%, while IDCBY has yielded a comparatively lower 12.60% annualized return.
ACGBY
- 1D
- 0.02%
- 1M
- -1.44%
- YTD
- 2.85%
- 6M
- 4.03%
- 1Y
- 19.16%
- 3Y*
- 39.05%
- 5Y*
- 24.09%
- 10Y*
- 16.76%
IDCBY
- 1D
- 0.56%
- 1M
- -3.40%
- YTD
- 9.41%
- 6M
- 10.94%
- 1Y
- 25.44%
- 3Y*
- 27.42%
- 5Y*
- 14.81%
- 10Y*
- 12.60%
ACGBY vs. IDCBY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ACGBY Agricultural Bank of China PK | 2.85% | 43.43% | 65.14% | 24.56% | 8.26% | 0.75% | -13.39% | 6.94% | -3.48% | 28.00% |
IDCBY Industrial and Commercial Bank of China Limited | 9.41% | 32.13% | 47.21% | 3.91% | -2.05% | -6.39% | -12.54% | 13.02% | -8.08% | 42.02% |
Correlation
The correlation between ACGBY and IDCBY is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Jan 25, 2011 | 0.66 |
The correlation between ACGBY and IDCBY has been stable across timeframes, ranging from 0.66 to 0.71 - a consistent structural relationship.
Fundamentals
ACGBY:
$278.64B
IDCBY:
$305.55B
ACGBY:
$19.70
IDCBY:
$20.11
ACGBY:
0.94
IDCBY:
0.85
ACGBY:
0.18
IDCBY:
1.07
ACGBY:
0.20
IDCBY:
0.24
ACGBY:
0.09
IDCBY:
0.08
ACGBY:
$1.37T
IDCBY:
$1.28T
ACGBY:
$743.81B
IDCBY:
$499.90B
ACGBY:
$324.72B
IDCBY:
$428.13B
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Return for Risk
ACGBY vs. IDCBY — Risk / Return Rank
ACGBY
IDCBY
ACGBY vs. IDCBY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Agricultural Bank of China PK (ACGBY) and Industrial and Commercial Bank of China Limited (IDCBY). 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.
| ACGBY | IDCBY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.56 | ||
| Sortino ratioReturn per unit of downside risk | -0.70 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.24 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.04 | 2.28 | -1.24 |
| Martin ratioReturn relative to average drawdown | 2.27 | 6.56 | -4.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ACGBY | IDCBY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 1.41 | -0.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.06 | 0.70 | +0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.55 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.15 | +0.20 |
Drawdowns
ACGBY vs. IDCBY - Drawdown Comparison
The maximum ACGBY drawdown since its inception was -52.60%, smaller than the maximum IDCBY drawdown of -78.73%. Use the drawdown chart below to compare losses from any high point for ACGBY and IDCBY.
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Drawdown Indicators
| ACGBY | IDCBY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.60% | -78.73% | +26.13% |
Max Drawdown (1Y)Largest decline over 1 year | -18.52% | -11.23% | -7.29% |
Max Drawdown (3Y)Largest decline over 3 years | -19.00% | -15.87% | -3.13% |
Max Drawdown (5Y)Largest decline over 5 years | -21.86% | -25.73% | +3.87% |
Max Drawdown (10Y)Largest decline over 10 years | -43.69% | -39.70% | -3.99% |
Current DrawdownCurrent decline from peak | -5.07% | -4.80% | -0.27% |
Average DrawdownAverage peak-to-trough decline | -19.59% | -49.00% | +29.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.45% | 3.89% | +4.56% |
Volatility
ACGBY vs. IDCBY - Volatility Comparison
Agricultural Bank of China PK (ACGBY) has a higher volatility of 6.59% compared to Industrial and Commercial Bank of China Limited (IDCBY) at 4.78%. This indicates that ACGBY's price experiences larger fluctuations and is considered to be riskier than IDCBY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ACGBY | IDCBY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.59% | 4.78% | +1.81% |
Volatility (6M)Calculated over the trailing 6-month period | 15.89% | 13.11% | +2.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.68% | 18.16% | +4.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.87% | 21.20% | +1.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.78% | 22.86% | +0.92% |
Dividends
ACGBY vs. IDCBY - Dividend Comparison
ACGBY's dividend yield for the trailing twelve months is around 7.18%, less than IDCBY's 7.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACGBY Agricultural Bank of China PK | 7.18% | 6.83% | 10.53% | 8.42% | 9.62% | 6.83% | 5.86% | 4.84% | 5.45% | 10.15% | 11.73% | 6.06% |
IDCBY Industrial and Commercial Bank of China Limited | 7.88% | 7.76% | 6.36% | 8.69% | 8.61% | 7.32% | 4.84% | 3.91% | 4.48% | 3.49% | 12.32% | 7.11% |
Financials
ACGBY vs. IDCBY - Financials Comparison
This section allows you to compare key financial metrics between Agricultural Bank of China PK and Industrial and Commercial Bank of China Limited. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
ACGBY vs. IDCBY - Profitability Comparison
ACGBY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Agricultural Bank of China PK reported a gross profit of 206.24B and revenue of 358.48B. Therefore, the gross margin over that period was 57.5%.
IDCBY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Industrial and Commercial Bank of China Limited reported a gross profit of 155.43B and revenue of 386.17B. Therefore, the gross margin over that period was 40.3%.
ACGBY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Agricultural Bank of China PK reported an operating income of 78.67B and revenue of 358.48B, resulting in an operating margin of 22.0%.
IDCBY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Industrial and Commercial Bank of China Limited reported an operating income of 101.34B and revenue of 386.17B, resulting in an operating margin of 26.2%.
ACGBY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Agricultural Bank of China PK reported a net income of 75.19B and revenue of 358.48B, resulting in a net margin of 21.0%.
IDCBY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Industrial and Commercial Bank of China Limited reported a net income of 86.42B and revenue of 386.17B, resulting in a net margin of 22.4%.
Frequently Asked Questions
ACGBY and IDCBY have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ACGBY has higher volatility (6.59%) compared to IDCBY (4.78%). In terms of maximum drawdown, ACGBY dropped -52.60% vs IDCBY's -78.73%.
IDCBY currently has the higher Sharpe Ratio (1.41 vs 0.85), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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