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BNPQY vs. HSBC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BNPQY and HSBC is 0.60, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

BNPQY vs. HSBC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNP Paribas SA ADR (BNPQY) and HSBC Holdings plc (HSBC). The values are adjusted to include any dividend payments, if applicable.

150.00%200.00%250.00%300.00%350.00%400.00%NovemberDecember2025FebruaryMarchApril
357.29%
200.07%
BNPQY
HSBC

Key characteristics

Sharpe Ratio

BNPQY:

0.91

HSBC:

1.69

Sortino Ratio

BNPQY:

1.36

HSBC:

2.07

Omega Ratio

BNPQY:

1.18

HSBC:

1.32

Calmar Ratio

BNPQY:

1.21

HSBC:

1.89

Martin Ratio

BNPQY:

2.51

HSBC:

9.40

Ulcer Index

BNPQY:

10.47%

HSBC:

4.38%

Daily Std Dev

BNPQY:

28.99%

HSBC:

24.35%

Max Drawdown

BNPQY:

-77.05%

HSBC:

-74.47%

Current Drawdown

BNPQY:

-8.72%

HSBC:

-12.09%

Fundamentals

Market Cap

BNPQY:

$91.06B

HSBC:

$185.52B

EPS

BNPQY:

$5.43

HSBC:

$6.20

PE Ratio

BNPQY:

7.42

HSBC:

8.47

PEG Ratio

BNPQY:

1.95

HSBC:

2.34

PS Ratio

BNPQY:

1.99

HSBC:

3.03

PB Ratio

BNPQY:

0.63

HSBC:

1.00

Total Revenue (TTM)

BNPQY:

$62.24B

HSBC:

$54.16B

Returns By Period

In the year-to-date period, BNPQY achieves a 31.30% return, which is significantly higher than HSBC's 9.45% return. Over the past 10 years, BNPQY has outperformed HSBC with an annualized return of 8.29%, while HSBC has yielded a comparatively lower 7.04% annualized return.


BNPQY

YTD

31.30%

1M

-8.70%

6M

12.13%

1Y

24.39%

5Y*

30.30%

10Y*

8.29%

HSBC

YTD

9.45%

1M

-10.79%

6M

22.35%

1Y

38.59%

5Y*

21.16%

10Y*

7.04%

*Annualized

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Risk-Adjusted Performance

BNPQY vs. HSBC — Risk-Adjusted Performance Rank

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

BNPQY
The Risk-Adjusted Performance Rank of BNPQY is 8080
Overall Rank
The Sharpe Ratio Rank of BNPQY is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of BNPQY is 7676
Sortino Ratio Rank
The Omega Ratio Rank of BNPQY is 7575
Omega Ratio Rank
The Calmar Ratio Rank of BNPQY is 8888
Calmar Ratio Rank
The Martin Ratio Rank of BNPQY is 7878
Martin Ratio Rank

HSBC
The Risk-Adjusted Performance Rank of HSBC is 9292
Overall Rank
The Sharpe Ratio Rank of HSBC is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of HSBC is 8888
Sortino Ratio Rank
The Omega Ratio Rank of HSBC is 9090
Omega Ratio Rank
The Calmar Ratio Rank of HSBC is 9393
Calmar Ratio Rank
The Martin Ratio Rank of HSBC is 9595
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.

BNPQY vs. HSBC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BNP Paribas SA ADR (BNPQY) and HSBC Holdings plc (HSBC). 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.


Sharpe ratio
The chart of Sharpe ratio for BNPQY, currently valued at 0.91, compared to the broader market-2.00-1.000.001.002.003.00
BNPQY: 0.91
HSBC: 1.69
The chart of Sortino ratio for BNPQY, currently valued at 1.36, compared to the broader market-6.00-4.00-2.000.002.004.00
BNPQY: 1.36
HSBC: 2.07
The chart of Omega ratio for BNPQY, currently valued at 1.18, compared to the broader market0.501.001.502.00
BNPQY: 1.18
HSBC: 1.32
The chart of Calmar ratio for BNPQY, currently valued at 1.21, compared to the broader market0.001.002.003.004.00
BNPQY: 1.21
HSBC: 1.89
The chart of Martin ratio for BNPQY, currently valued at 2.51, compared to the broader market-5.000.005.0010.0015.0020.00
BNPQY: 2.51
HSBC: 9.40

The current BNPQY Sharpe Ratio is 0.91, which is lower than the HSBC Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of BNPQY and HSBC, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.91
1.69
BNPQY
HSBC

Dividends

BNPQY vs. HSBC - Dividend Comparison

BNPQY's dividend yield for the trailing twelve months is around 6.18%, less than HSBC's 6.29% yield.


TTM20242023202220212020201920182017201620152014
BNPQY
BNP Paribas SA ADR
6.18%8.11%6.18%6.95%4.57%0.00%5.73%8.25%3.89%4.12%2.78%3.55%
HSBC
HSBC Holdings plc
6.29%6.17%6.54%4.33%3.65%0.00%6.51%6.20%4.94%6.35%6.33%5.19%

Drawdowns

BNPQY vs. HSBC - Drawdown Comparison

The maximum BNPQY drawdown since its inception was -77.05%, roughly equal to the maximum HSBC drawdown of -74.47%. Use the drawdown chart below to compare losses from any high point for BNPQY and HSBC. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.72%
-12.09%
BNPQY
HSBC

Volatility

BNPQY vs. HSBC - Volatility Comparison

BNP Paribas SA ADR (BNPQY) has a higher volatility of 15.47% compared to HSBC Holdings plc (HSBC) at 14.42%. This indicates that BNPQY's price experiences larger fluctuations and is considered to be riskier than HSBC 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%NovemberDecember2025FebruaryMarchApril
15.47%
14.42%
BNPQY
HSBC

Financials

BNPQY vs. HSBC - Financials Comparison

This section allows you to compare key financial metrics between BNP Paribas SA ADR and HSBC Holdings plc. 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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