BAJFINANCE.NS vs. ICICIBANK.NS
Compare and contrast key facts about Bajaj Finance Limited (BAJFINANCE.NS) and ICICI Bank Limited (ICICIBANK.NS).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BAJFINANCE.NS or ICICIBANK.NS.
Key characteristics
| BAJFINANCE.NS | ICICIBANK.NS | |
|---|---|---|
| YTD Return | -5.26% | 27.18% |
| 1Y Return | -6.22% | 35.58% |
| 3Y Return (Ann) | -2.68% | 18.06% |
| 5Y Return (Ann) | 11.15% | 21.70% |
| 10Y Return (Ann) | 38.40% | 16.41% |
| Sharpe Ratio | -0.33 | 1.64 |
| Sortino Ratio | -0.30 | 2.28 |
| Omega Ratio | 0.96 | 1.31 |
| Calmar Ratio | -0.37 | 3.63 |
| Martin Ratio | -0.84 | 10.23 |
| Ulcer Index | 9.83% | 3.33% |
| Daily Std Dev | 24.95% | 20.82% |
| Max Drawdown | -90.92% | -81.41% |
| Current Drawdown | -14.96% | -6.74% |
Fundamentals
| BAJFINANCE.NS | ICICIBANK.NS | |
|---|---|---|
| Market Cap | ₹4.27T | ₹8.88T |
| EPS | ₹248.25 | ₹66.09 |
| PE Ratio | 27.78 | 19.05 |
| Total Revenue (TTM) | ₹444.44B | ₹2.47T |
| Gross Profit (TTM) | ₹195.74B | ₹2.47T |
| EBITDA (TTM) | ₹250.34B | ₹324.13B |
Correlation
The correlation between BAJFINANCE.NS and ICICIBANK.NS is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
BAJFINANCE.NS vs. ICICIBANK.NS - Performance Comparison
In the year-to-date period, BAJFINANCE.NS achieves a -5.26% return, which is significantly lower than ICICIBANK.NS's 27.18% return. Over the past 10 years, BAJFINANCE.NS has outperformed ICICIBANK.NS with an annualized return of 38.40%, while ICICIBANK.NS has yielded a comparatively lower 16.41% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
BAJFINANCE.NS vs. ICICIBANK.NS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Bajaj Finance Limited (BAJFINANCE.NS) and ICICI Bank Limited (ICICIBANK.NS). 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.
Dividends
BAJFINANCE.NS vs. ICICIBANK.NS - Dividend Comparison
BAJFINANCE.NS's dividend yield for the trailing twelve months is around 0.52%, less than ICICIBANK.NS's 0.79% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAJFINANCE.NS Bajaj Finance Limited | 0.52% | 0.41% | 0.30% | 0.14% | 0.19% | 0.14% | 0.15% | 0.20% | 0.30% | 0.30% | 0.45% | 0.95% |
ICICIBANK.NS ICICI Bank Limited | 0.79% | 0.80% | 0.56% | 0.27% | 0.00% | 0.19% | 0.83% | 0.72% | 1.96% | 1.92% | 1.31% | 1.82% |
Drawdowns
BAJFINANCE.NS vs. ICICIBANK.NS - Drawdown Comparison
The maximum BAJFINANCE.NS drawdown since its inception was -90.92%, which is greater than ICICIBANK.NS's maximum drawdown of -81.41%. Use the drawdown chart below to compare losses from any high point for BAJFINANCE.NS and ICICIBANK.NS. For additional features, visit the drawdowns tool.
Volatility
BAJFINANCE.NS vs. ICICIBANK.NS - Volatility Comparison
Bajaj Finance Limited (BAJFINANCE.NS) and ICICI Bank Limited (ICICIBANK.NS) have volatilities of 7.28% and 7.21%, 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.
Financials
BAJFINANCE.NS vs. ICICIBANK.NS - Financials Comparison
This section allows you to compare key financial metrics between Bajaj Finance Limited and ICICI 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.
Total Revenue: Total amount of money received from sales and other business activities