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HDB vs. IBN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between HDB and IBN is 0.47, 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

HDB vs. IBN - Performance Comparison

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

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Key characteristics

Sharpe Ratio

HDB:

1.11

IBN:

0.94

Sortino Ratio

HDB:

1.40

IBN:

1.31

Omega Ratio

HDB:

1.20

IBN:

1.18

Calmar Ratio

HDB:

0.84

IBN:

1.48

Martin Ratio

HDB:

3.48

IBN:

3.49

Ulcer Index

HDB:

7.36%

IBN:

5.77%

Daily Std Dev

HDB:

26.32%

IBN:

23.32%

Max Drawdown

HDB:

-67.92%

IBN:

-86.09%

Current Drawdown

HDB:

-10.50%

IBN:

-5.47%

Fundamentals

Market Cap

HDB:

$187.77B

IBN:

$121.67B

EPS

HDB:

$3.28

IBN:

$1.68

PE Ratio

HDB:

22.43

IBN:

20.32

PEG Ratio

HDB:

0.97

IBN:

0.00

PS Ratio

HDB:

0.07

IBN:

0.06

PB Ratio

HDB:

3.04

IBN:

3.27

Total Revenue (TTM)

HDB:

$2.07T

IBN:

$1.92T

Gross Profit (TTM)

HDB:

$2.07T

IBN:

$2.14T

EBITDA (TTM)

HDB:

$258.70B

IBN:

$177.75B

Returns By Period

In the year-to-date period, HDB achieves a 10.37% return, which is significantly higher than IBN's 8.20% return. Over the past 10 years, HDB has underperformed IBN with an annualized return of 10.69%, while IBN has yielded a comparatively higher 14.22% annualized return.


HDB

YTD

10.37%

1M

7.34%

6M

9.97%

1Y

28.86%

5Y*

13.08%

10Y*

10.69%

IBN

YTD

8.20%

1M

3.39%

6M

8.35%

1Y

21.82%

5Y*

29.82%

10Y*

14.22%

*Annualized

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Risk-Adjusted Performance

HDB vs. IBN — Risk-Adjusted Performance Rank

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

HDB
The Risk-Adjusted Performance Rank of HDB is 8080
Overall Rank
The Sharpe Ratio Rank of HDB is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of HDB is 7676
Sortino Ratio Rank
The Omega Ratio Rank of HDB is 7777
Omega Ratio Rank
The Calmar Ratio Rank of HDB is 8181
Calmar Ratio Rank
The Martin Ratio Rank of HDB is 8282
Martin Ratio Rank

IBN
The Risk-Adjusted Performance Rank of IBN is 8080
Overall Rank
The Sharpe Ratio Rank of IBN is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of IBN is 7373
Sortino Ratio Rank
The Omega Ratio Rank of IBN is 7474
Omega Ratio Rank
The Calmar Ratio Rank of IBN is 9090
Calmar Ratio Rank
The Martin Ratio Rank of IBN is 8282
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.

HDB vs. IBN - Risk-Adjusted Performance Comparison

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


The current HDB Sharpe Ratio is 1.11, which is comparable to the IBN Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of HDB and IBN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

HDB vs. IBN - Dividend Comparison

HDB's dividend yield for the trailing twelve months is around 0.99%, more than IBN's 0.74% yield.


TTM20242023202220212020201920182017201620152014
HDB
HDFC Bank Limited
0.99%1.09%2.08%1.74%0.81%0.00%0.68%0.55%0.51%0.70%0.61%1.97%
IBN
ICICI Bank Limited
0.74%0.80%0.82%0.58%0.27%0.00%0.19%0.84%0.72%1.99%4.21%1.32%

Drawdowns

HDB vs. IBN - Drawdown Comparison

The maximum HDB drawdown since its inception was -67.92%, smaller than the maximum IBN drawdown of -86.09%. Use the drawdown chart below to compare losses from any high point for HDB and IBN. For additional features, visit the drawdowns tool.


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Volatility

HDB vs. IBN - Volatility Comparison


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Financials

HDB vs. IBN - Financials Comparison

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


Quarterly
Annual

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


0.00200.00B400.00B600.00B800.00BAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
613.22B
519.93B
(HDB) Total Revenue
(IBN) Total Revenue
Values in USD except per share items