HDB vs. IBN
Compare and contrast key facts about HDFC Bank Limited (HDB) and ICICI Bank Limited (IBN).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HDB or IBN.
Key characteristics
| HDB | IBN | |
|---|---|---|
| YTD Return | -6.33% | 26.71% |
| 1Y Return | 9.93% | 34.91% |
| 3Y Return (Ann) | -2.95% | 14.09% |
| 5Y Return (Ann) | 1.26% | 17.78% |
| 10Y Return (Ann) | 10.11% | 12.17% |
| Sharpe Ratio | 0.34 | 1.42 |
| Sortino Ratio | 0.62 | 2.04 |
| Omega Ratio | 1.09 | 1.28 |
| Calmar Ratio | 0.28 | 3.47 |
| Martin Ratio | 0.83 | 10.03 |
| Ulcer Index | 11.68% | 3.31% |
| Daily Std Dev | 28.28% | 23.44% |
| Max Drawdown | -67.92% | -86.09% |
| Current Drawdown | -21.09% | -4.56% |
Fundamentals
| HDB | IBN | |
|---|---|---|
| Market Cap | $158.28B | $106.20B |
| EPS | $3.14 | $1.57 |
| PE Ratio | 19.79 | 19.08 |
| PEG Ratio | 0.97 | 0.00 |
| Total Revenue (TTM) | $2.11T | $2.25T |
| Gross Profit (TTM) | $2.08T | $2.25T |
| EBITDA (TTM) | $201.82B | $129.13B |
Correlation
The correlation between HDB and IBN is 0.61, 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
In the year-to-date period, HDB achieves a -6.33% return, which is significantly lower than IBN's 26.71% return. Over the past 10 years, HDB has underperformed IBN with an annualized return of 10.11%, while IBN has yielded a comparatively higher 12.17% 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
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.
Dividends
HDB vs. IBN - Dividend Comparison
HDB's dividend yield for the trailing twelve months is around 1.12%, more than IBN's 0.80% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HDB HDFC Bank Limited | 1.12% | 2.08% | 1.74% | 0.81% | 0.00% | 0.68% | 0.55% | 0.50% | 0.70% | 0.61% | 1.99% | 0.89% |
IBN ICICI Bank Limited | 0.80% | 0.82% | 0.58% | 0.27% | 0.00% | 0.19% | 0.84% | 0.72% | 1.99% | 4.21% | 1.32% | 2.02% |
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.
Volatility
HDB vs. IBN - Volatility Comparison
The current volatility for HDFC Bank Limited (HDB) is 7.93%, while ICICI Bank Limited (IBN) has a volatility of 8.57%. This indicates that HDB experiences smaller price fluctuations and is considered to be less risky than IBN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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.
Total Revenue: Total amount of money received from sales and other business activities