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ACM vs. HDB
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ACM vs. HDB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AECOM (ACM) and HDFC Bank Limited (HDB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ACM achieves a -26.51% return, which is significantly higher than HDB's -32.29% return. Over the past 10 years, ACM has outperformed HDB with an annualized return of 8.48%, while HDB has yielded a comparatively lower 5.53% annualized return.


ACM

1D
-0.76%
1M
-2.41%
YTD
-26.51%
6M
-28.48%
1Y
-37.17%
3Y*
-6.12%
5Y*
3.10%
10Y*
8.48%

HDB

1D
2.36%
1M
1.19%
YTD
-32.29%
6M
-31.26%
1Y
-31.53%
3Y*
-7.62%
5Y*
-6.14%
10Y*
5.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ACM vs. HDB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ACM
AECOM
-26.51%-9.91%16.67%9.77%10.72%55.38%15.42%62.75%-28.67%2.17%
HDB
HDFC Bank Limited
-32.29%17.07%-2.54%0.16%7.39%-9.29%14.03%22.58%2.44%68.50%

Correlation

The correlation between ACM and HDB is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.20

Correlation (3Y)
Calculated over the trailing 3-year period

0.27

Correlation (5Y)
Calculated over the trailing 5-year period

0.31

Correlation (10Y)
Calculated over the trailing 10-year period

0.29

Correlation (All Time)
Calculated using the full available price history since May 10, 2007

0.36

The correlation between ACM and HDB shifts across timeframes, from 0.20 (1 year) to 0.36 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

ACM:

$9.09B

HDB:

$42.45B

EPS

ACM:

$3.82

HDB:

₹179.48

PE Ratio

ACM:

18.20

HDB:

13.11

PEG Ratio

ACM:

0.11

HDB:

0.20

PS Ratio

ACM:

0.58

HDB:

2.01

PB Ratio

ACM:

4.00

HDB:

0.70

Total Revenue (TTM)

ACM:

$15.99B

HDB:

₹5.00T

Gross Profit (TTM)

ACM:

$1.24B

HDB:

₹2.86T

EBITDA (TTM)

ACM:

$976.83M

HDB:

₹1.03T

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Return for Risk

ACM vs. HDB — Risk / Return Rank

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

ACM
ACM Risk / Return Rank: 77
Overall Rank
ACM Sharpe Ratio Rank: 33
Sharpe Ratio Rank
ACM Sortino Ratio Rank: 66
Sortino Ratio Rank
ACM Omega Ratio Rank: 44
Omega Ratio Rank
ACM Calmar Ratio Rank: 1313
Calmar Ratio Rank
ACM Martin Ratio Rank: 77
Martin Ratio Rank

HDB
HDB Risk / Return Rank: 55
Overall Rank
HDB Sharpe Ratio Rank: 11
Sharpe Ratio Rank
HDB Sortino Ratio Rank: 33
Sortino Ratio Rank
HDB Omega Ratio Rank: 44
Omega Ratio Rank
HDB Calmar Ratio Rank: 1313
Calmar Ratio Rank
HDB Martin Ratio Rank: 55
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ACM vs. HDB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AECOM (ACM) and HDFC Bank Limited (HDB). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ACMHDBDifference
Sharpe ratioReturn per unit of total volatility

+0.13

Sortino ratioReturn per unit of downside risk

+0.36

Omega ratioGain probability vs. loss probability

0.78

0.77

0.00

Calmar ratioReturn relative to maximum drawdown

-0.77

-0.77

0.00

Martin ratioReturn relative to average drawdown

-1.46

-1.56

+0.10

ACM vs. HDB - Sharpe Ratio Comparison

The current ACM Sharpe Ratio is -1.16, which is comparable to the HDB Sharpe Ratio of -1.29. The chart below compares the historical Sharpe Ratios of ACM and HDB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ACM vs. HDB - Drawdown Comparison

The maximum ACM drawdown since its inception was -59.97%, smaller than the maximum HDB drawdown of -67.93%. Use the drawdown chart below to compare losses from any high point for ACM and HDB.


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Drawdown Indicators


ACMHDBDifference

Max Drawdown

Largest peak-to-trough decline

-59.97%

-67.93%

+7.96%

Max Drawdown (1Y)

Largest decline over 1 year

-48.61%

-40.98%

-7.63%

Max Drawdown (3Y)

Largest decline over 3 years

-48.61%

-40.98%

-7.63%

Max Drawdown (5Y)

Largest decline over 5 years

-48.61%

-40.98%

-7.63%

Max Drawdown (10Y)

Largest decline over 10 years

-54.12%

-54.28%

+0.16%

Current Drawdown

Current decline from peak

-47.85%

-36.54%

-11.31%

Average Drawdown

Average peak-to-trough decline

-18.49%

-13.80%

-4.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.45%

20.22%

+5.23%

Volatility

ACM vs. HDB - Volatility Comparison

AECOM (ACM) and HDFC Bank Limited (HDB) have volatilities of 8.02% and 7.71%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ACMHDBDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.02%

7.71%

+0.31%

Volatility (6M)

Calculated over the trailing 6-month period

26.28%

21.21%

+5.07%

Volatility (1Y)

Calculated over the trailing 1-year period

32.21%

24.63%

+7.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.69%

26.87%

-0.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.19%

29.08%

+2.11%

Dividends

ACM vs. HDB - Dividend Comparison

ACM's dividend yield for the trailing twelve months is around 1.64%, less than HDB's 3.43% yield.


PositionTTM20252024202320222021202020192018201720162015
ACM
AECOM
1.64%1.09%0.82%0.78%0.71%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HDB
HDFC Bank Limited
3.43%2.32%2.19%2.06%1.70%0.81%0.00%0.17%0.55%0.49%0.66%0.58%

Financials

ACM vs. HDB - Financials Comparison

This section allows you to compare key financial metrics between AECOM and HDFC Bank 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.


Quarterly
Annual

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


0.00200.00B400.00B600.00B800.00B1.00T1.20T1.40T20222023202420252026
3.80B
1.19T
(ACM) Total Revenue
(HDB) Total Revenue
Please note, different currencies. ACM values in USD, HDB values in INR

ACM vs. HDB - Profitability Comparison

The chart below illustrates the profitability comparison between AECOM and HDFC Bank Limited over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%20.0%30.0%40.0%50.0%60.0%70.0%20222023202420252026
7.8%
58.4%
Portfolio components
ACM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, AECOM reported a gross profit of 296.50M and revenue of 3.80B. Therefore, the gross margin over that period was 7.8%.

HDB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, HDFC Bank Limited reported a gross profit of 693.21B and revenue of 1.19T. Therefore, the gross margin over that period was 58.4%.

ACM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, AECOM reported an operating income of 229.65M and revenue of 3.80B, resulting in an operating margin of 6.0%.

HDB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, HDFC Bank Limited reported an operating income of 281.02B and revenue of 1.19T, resulting in an operating margin of 23.7%.

ACM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, AECOM reported a net income of 179.86M and revenue of 3.80B, resulting in a net margin of 4.7%.

HDB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, HDFC Bank Limited reported a net income of 206.67B and revenue of 1.19T, resulting in a net margin of 17.4%.


Frequently Asked Questions


ACM and HDB have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ACM has higher volatility (8.02%) compared to HDB (7.71%). In terms of maximum drawdown, ACM dropped -59.97% vs HDB's -67.93%.

ACM currently has the higher Sharpe Ratio (-1.16 vs -1.29), 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.

Portfolio Optimizer

Find the right allocation for ACM and HDB

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