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EBKDY vs. ITUB
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

EBKDY vs. ITUB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Erste Group Bank AG PK (EBKDY) and Itaú Unibanco Holding S.A. (ITUB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EBKDY achieves a 12.74% return, which is significantly lower than ITUB's 15.83% return. Over the past 10 years, EBKDY has outperformed ITUB with an annualized return of 25.00%, while ITUB has yielded a comparatively lower 16.71% annualized return.


EBKDY

1D
2.62%
1M
12.93%
6M
12.74%
YTD
12.74%
1Y
59.36%
3Y*
62.01%
5Y*
35.93%
10Y*
25.00%

ITUB

1D
-0.08%
1M
4.31%
6M
15.83%
YTD
15.83%
1Y
34.50%
3Y*
25.23%
5Y*
25.93%
10Y*
16.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EBKDY vs. ITUB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EBKDY
Erste Group Bank AG PK
12.74%104.70%59.56%36.72%-29.48%68.00%-19.19%18.27%-21.60%58.26%
ITUB
Itaú Unibanco Holding S.A.
15.83%86.06%-23.49%54.53%30.82%-6.05%-30.47%8.46%12.68%30.90%

Correlation

The correlation between EBKDY and ITUB is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.37

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

0.33

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

0.32

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

0.31

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2007

0.34

Fundamentals

Market Cap

EBKDY:

$105.30B

ITUB:

$89.49B

EPS

EBKDY:

€2.23

ITUB:

R$3.93

PE Ratio

EBKDY:

26.42

ITUB:

10.75

PEG Ratio

EBKDY:

7.03

ITUB:

1.07

PS Ratio

EBKDY:

4.90

ITUB:

1.28

PB Ratio

EBKDY:

4.12

ITUB:

2.16

Total Revenue (TTM)

EBKDY:

€19.70B

ITUB:

R$384.43B

Gross Profit (TTM)

EBKDY:

€12.66B

ITUB:

R$131.20B

EBITDA (TTM)

EBKDY:

€5.91B

ITUB:

R$54.38B

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Return for Risk

EBKDY vs. ITUB — Risk / Return Rank

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

EBKDY
EBKDY Risk / Return Rank: 8787
Overall Rank
EBKDY Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
EBKDY Sortino Ratio Rank: 8989
Sortino Ratio Rank
EBKDY Omega Ratio Rank: 8686
Omega Ratio Rank
EBKDY Calmar Ratio Rank: 8484
Calmar Ratio Rank
EBKDY Martin Ratio Rank: 8585
Martin Ratio Rank

ITUB
ITUB Risk / Return Rank: 7373
Overall Rank
ITUB Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
ITUB Sortino Ratio Rank: 7272
Sortino Ratio Rank
ITUB Omega Ratio Rank: 7070
Omega Ratio Rank
ITUB Calmar Ratio Rank: 7474
Calmar Ratio Rank
ITUB Martin Ratio Rank: 7474
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.

EBKDY vs. ITUB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Erste Group Bank AG PK (EBKDY) and Itaú Unibanco Holding S.A. (ITUB). 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.


EBKDYITUBDifference
Sharpe ratioReturn per unit of total volatility

+0.95

Sortino ratioReturn per unit of downside risk

+1.14

Omega ratioGain probability vs. loss probability

1.34

1.20

+0.14

Calmar ratioReturn relative to maximum drawdown

2.70

1.61

+1.10

Martin ratioReturn relative to average drawdown

7.22

3.93

+3.29

EBKDY vs. ITUB - Sharpe Ratio Comparison

The current EBKDY Sharpe Ratio is 2.07, which is higher than the ITUB Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of EBKDY and ITUB, 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

EBKDY vs. ITUB - Drawdown Comparison

The maximum EBKDY drawdown since its inception was -89.42%, which is greater than ITUB's maximum drawdown of -69.35%. Use the drawdown chart below to compare losses from any high point for EBKDY and ITUB.


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Drawdown Indicators


EBKDYITUBDifference

Max Drawdown

Largest peak-to-trough decline

-89.42%

-69.35%

-20.07%

Max Drawdown (1Y)

Largest decline over 1 year

-22.06%

-21.53%

-0.53%

Max Drawdown (3Y)

Largest decline over 3 years

-22.06%

-28.17%

+6.11%

Max Drawdown (5Y)

Largest decline over 5 years

-55.78%

-31.59%

-24.19%

Max Drawdown (10Y)

Largest decline over 10 years

-64.08%

-61.96%

-2.12%

Current Drawdown

Current decline from peak

0.00%

-13.41%

+13.41%

Average Drawdown

Average peak-to-trough decline

-43.98%

-21.00%

-22.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.24%

8.80%

-0.56%

Volatility

EBKDY vs. ITUB - Volatility Comparison

Erste Group Bank AG PK (EBKDY) has a higher volatility of 8.35% compared to Itaú Unibanco Holding S.A. (ITUB) at 7.77%. This indicates that EBKDY's price experiences larger fluctuations and is considered to be riskier than ITUB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EBKDYITUBDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.35%

7.77%

+0.58%

Volatility (6M)

Calculated over the trailing 6-month period

23.55%

24.69%

-1.14%

Volatility (1Y)

Calculated over the trailing 1-year period

28.87%

31.02%

-2.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.76%

33.87%

+1.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.43%

38.25%

-1.82%

Dividends

EBKDY vs. ITUB - Dividend Comparison

EBKDY's dividend yield for the trailing twelve months is around 0.65%, less than ITUB's 8.04% yield.


PositionTTM20252024202320222021202020192018201720162015
EBKDY
Erste Group Bank AG PK
0.65%2.80%4.77%5.11%5.28%5.09%0.00%4.07%4.26%4.99%3.83%0.00%
ITUB
Itaú Unibanco Holding S.A.
8.04%11.26%9.20%3.61%4.21%29.81%4.80%8.21%6.93%3.35%15.63%3.89%

Financials

EBKDY vs. ITUB - Financials Comparison

This section allows you to compare key financial metrics between Erste Group Bank AG PK and Itaú Unibanco Holding S.A.. 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


0.0020.00B40.00B60.00B80.00B100.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
6.37B
94.91B
(EBKDY) Total Revenue
(ITUB) Total Revenue
Please note, different currencies. EBKDY values in EUR, ITUB values in BRL

EBKDY vs. ITUB - Profitability Comparison

The chart below illustrates the profitability comparison between Erste Group Bank AG PK and Itaú Unibanco Holding S.A. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-20.0%0.0%20.0%40.0%60.0%80.0%100.0%JulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
59.7%
34.2%
Portfolio components
EBKDY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Erste Group Bank AG PK reported a gross profit of 3.80B and revenue of 6.37B. Therefore, the gross margin over that period was 59.7%.

ITUB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Itaú Unibanco Holding S.A. reported a gross profit of 32.47B and revenue of 94.91B. Therefore, the gross margin over that period was 34.2%.

EBKDY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Erste Group Bank AG PK reported an operating income of 1.56B and revenue of 6.37B, resulting in an operating margin of 24.5%.

ITUB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Itaú Unibanco Holding S.A. reported an operating income of 12.47B and revenue of 94.91B, resulting in an operating margin of 13.1%.

EBKDY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Erste Group Bank AG PK reported a net income of 892.44M and revenue of 6.37B, resulting in a net margin of 14.0%.

ITUB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Itaú Unibanco Holding S.A. reported a net income of 11.42B and revenue of 94.91B, resulting in a net margin of 12.0%.


Frequently Asked Questions


EBKDY and ITUB have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EBKDY has higher volatility (8.35%) compared to ITUB (7.77%). In terms of maximum drawdown, EBKDY dropped -89.42% vs ITUB's -69.35%.

EBKDY currently has the higher Sharpe Ratio (2.07 vs 1.12), 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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