PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
HDB vs. KOTAKBANK.NS
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

HDB vs. KOTAKBANK.NS

Last updated Apr 2, 2026

Compare and contrast key facts about HDFC Bank Limited (HDB) and Kotak Mahindra Bank Limited (KOTAKBANK.NS).

Performance

HDB vs. KOTAKBANK.NS - Performance Comparison

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

Loading graphics...

HDB vs. KOTAKBANK.NS - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
HDB
HDFC Bank Limited		-31.86%17.07%-2.54%0.16%7.39%-9.29%14.03%22.58%2.44%68.50%
KOTAKBANK.NS
Kotak Mahindra Bank Limited		-22.10%17.67%-8.72%3.82%-8.54%-11.64%15.86%31.17%13.80%49.89%
Different Trading Currencies

HDB is traded in USD, while KOTAKBANK.NS is traded in INR. To make them comparable, the KOTAKBANK.NS values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, HDB achieves a -31.86% return, which is significantly lower than KOTAKBANK.NS's -22.10% return. Over the past 10 years, HDB has underperformed KOTAKBANK.NS with an annualized return of 6.15%, while KOTAKBANK.NS has yielded a comparatively higher 6.53% annualized return.

HDB

1D
0.08%
1M
-21.10%
YTD
-31.86%
6M
-26.33%
1Y
-21.92%
3Y*
-7.20%
5Y*
-6.75%
10Y*
6.15%

KOTAKBANK.NS

1D
2.02%
1M
-14.95%
YTD
-22.10%
6M
-18.09%
1Y
-23.69%
3Y*
-3.17%
5Y*
-4.87%
10Y*
6.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

HDFC Bank Limited

Kotak Mahindra Bank Limited

Often compared with HDB:
HDB vs. IBNHDB vs. ICICIBANK.NSHDB vs. BACHDB vs. JPMHDB vs. VOOHDB vs. SCHDHDB vs. PXF
Often compared with KOTAKBANK.NS:
KOTAKBANK.NS vs. ICICIBANK.NSKOTAKBANK.NS vs. BAJFINANCE.NSKOTAKBANK.NS vs. HDFCBANK.NSKOTAKBANK.NS vs. CUB.NSKOTAKBANK.NS vs. INFYKOTAKBANK.NS vs. ^GSPCKOTAKBANK.NS vs. QQQ

Return for Risk

HDB vs. KOTAKBANK.NS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
HDB
HDB Risk / Return Rank: 99
Overall Rank
HDB Sharpe Ratio Rank: 55
Sharpe Ratio Rank
HDB Sortino Ratio Rank: 88
Sortino Ratio Rank
HDB Omega Ratio Rank: 99
Omega Ratio Rank
HDB Calmar Ratio Rank: 2020
Calmar Ratio Rank
HDB Martin Ratio Rank: 22
Martin Ratio Rank
KOTAKBANK.NS
KOTAKBANK.NS Risk / Return Rank: 88
Overall Rank
KOTAKBANK.NS Sharpe Ratio Rank: 88
Sharpe Ratio Rank
KOTAKBANK.NS Sortino Ratio Rank: 1010
Sortino Ratio Rank
KOTAKBANK.NS Omega Ratio Rank: 1111
Omega Ratio Rank
KOTAKBANK.NS Calmar Ratio Rank: 1010
Calmar Ratio Rank
KOTAKBANK.NS Martin Ratio Rank: 11
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.

HDB vs. KOTAKBANK.NS - Risk-Adjusted Trends Comparison

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

HDBKOTAKBANK.NSDifference

Sharpe ratio

Return per unit of total volatility

-0.93

-1.10

+0.17

Sortino ratio

Return per unit of downside risk

-1.23

-1.50

+0.27

Omega ratio

Gain probability vs. loss probability

0.85

0.82

+0.03

Calmar ratio

Return relative to maximum drawdown

-0.61

-0.85

+0.24

Martin ratio

Return relative to average drawdown

-1.91

-2.08

+0.17

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HDB vs. KOTAKBANK.NS - Sharpe Ratio Comparison

The current HDB Sharpe Ratio is -0.93, which is comparable to the KOTAKBANK.NS Sharpe Ratio of -1.10. The chart below compares the historical Sharpe Ratios of HDB and KOTAKBANK.NS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Loading graphics...

Sharpe Ratios by Period

HDBKOTAKBANK.NSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.93

-1.10

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.25

-0.21

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.21

0.25

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.27

+0.16

Correlation

The correlation between HDB and KOTAKBANK.NS is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

HDB vs. KOTAKBANK.NS - Dividend Comparison

HDB's dividend yield for the trailing twelve months is around 3.41%, more than KOTAKBANK.NS's 0.14% yield.

TTM20252024202320222021202020192018201720162015
HDB
HDFC Bank Limited		3.41%2.32%2.19%2.06%1.70%0.81%0.00%0.17%0.55%0.49%0.66%0.58%
KOTAKBANK.NS
Kotak Mahindra Bank Limited		0.14%0.11%0.11%0.08%0.06%0.05%0.00%0.05%0.06%0.06%0.07%0.06%

Drawdowns

HDB vs. KOTAKBANK.NS - Drawdown Comparison

The maximum HDB drawdown since its inception was -67.93%, smaller than the maximum KOTAKBANK.NS drawdown of -88.17%. Use the drawdown chart below to compare losses from any high point for HDB and KOTAKBANK.NS.

Loading graphics...

Drawdown Indicators

HDBKOTAKBANK.NSDifference

Max Drawdown

Largest peak-to-trough decline

-67.93%

-97.73%

+29.80%

Max Drawdown (1Y)

Largest decline over 1 year

-38.18%

-21.99%

-16.19%

Max Drawdown (5Y)

Largest decline over 5 years

-38.18%

-29.77%

-8.41%

Max Drawdown (10Y)

Largest decline over 10 years

-54.28%

-35.24%

-19.04%

Current Drawdown

Current decline from peak

-36.13%

-21.31%

-14.82%

Average Drawdown

Average peak-to-trough decline

-13.62%

-37.12%

+23.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.20%

8.67%

+3.53%

Volatility

HDB vs. KOTAKBANK.NS - Volatility Comparison

HDFC Bank Limited (HDB) has a higher volatility of 11.05% compared to Kotak Mahindra Bank Limited (KOTAKBANK.NS) at 8.19%. This indicates that HDB's price experiences larger fluctuations and is considered to be riskier than KOTAKBANK.NS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading graphics...

Volatility by Period

HDBKOTAKBANK.NSDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.05%

8.19%

+2.86%

Volatility (6M)

Calculated over the trailing 6-month period

18.15%

14.43%

+3.72%

Volatility (1Y)

Calculated over the trailing 1-year period

23.74%

22.03%

+1.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.82%

23.60%

+3.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.81%

27.01%

+1.80%

Financials

HDB vs. KOTAKBANK.NS - Financials Comparison

This section allows you to compare key financial metrics between HDFC Bank Limited and Kotak Mahindra 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

Please note, different currencies. HDB values in USD, KOTAKBANK.NS values in INR