HDFCBANK.NS vs. ITC.NS
Compare and contrast key facts about HDFC Bank Limited (HDFCBANK.NS) and ITC Limited (ITC.NS).
Performance
HDFCBANK.NS vs. ITC.NS - Performance Comparison
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HDFCBANK.NS vs. ITC.NS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HDFCBANK.NS HDFC Bank Limited | -25.24% | 13.58% | 5.12% | 6.03% | 11.34% | 3.40% | 12.78% | 21.24% | 14.11% | 56.61% |
ITC.NS ITC Limited | -26.10% | -10.48% | 8.22% | 44.84% | 59.50% | 9.99% | -7.37% | -13.93% | 9.11% | 10.65% |
Returns By Period
The year-to-date returns for both stocks are quite close, with HDFCBANK.NS having a -25.24% return and ITC.NS slightly lower at -26.10%. Over the past 10 years, HDFCBANK.NS has outperformed ITC.NS with an annualized return of 11.73%, while ITC.NS has yielded a comparatively lower 6.83% annualized return.
HDFCBANK.NS
- 1D
- 0.99%
- 1M
- -15.85%
- YTD
- -25.24%
- 6M
- -23.15%
- 1Y
- -14.99%
- 3Y*
- -1.40%
- 5Y*
- 0.98%
- 10Y*
- 11.73%
ITC.NS
- 1D
- 1.39%
- 1M
- -7.37%
- YTD
- -26.10%
- 6M
- -26.57%
- 1Y
- -25.41%
- 3Y*
- -4.10%
- 5Y*
- 11.02%
- 10Y*
- 6.83%
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Return for Risk
HDFCBANK.NS vs. ITC.NS — Risk / Return Rank
HDFCBANK.NS
ITC.NS
HDFCBANK.NS vs. ITC.NS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for HDFC Bank Limited (HDFCBANK.NS) and ITC Limited (ITC.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.
| HDFCBANK.NS | ITC.NS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.87 | -1.36 | +0.49 |
Sortino ratioReturn per unit of downside risk | -1.13 | -1.82 | +0.69 |
Omega ratioGain probability vs. loss probability | 0.86 | 0.76 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | -0.60 | -0.80 | +0.20 |
Martin ratioReturn relative to average drawdown | -2.38 | -1.90 | -0.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HDFCBANK.NS | ITC.NS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.87 | -1.36 | +0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | 0.56 | -0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.29 | +0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.53 | +0.13 |
Correlation
The correlation between HDFCBANK.NS and ITC.NS is 0.28, 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
HDFCBANK.NS vs. ITC.NS - Dividend Comparison
HDFCBANK.NS's dividend yield for the trailing twelve months is around 1.82%, less than ITC.NS's 4.92% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HDFCBANK.NS HDFC Bank Limited | 1.82% | 1.36% | 1.10% | 1.11% | 0.95% | 0.44% | 0.00% | 0.78% | 0.61% | 0.59% | 0.79% | 0.74% |
ITC.NS ITC Limited | 4.92% | 3.56% | 2.95% | 3.48% | 3.60% | 5.12% | 5.04% | 2.51% | 1.90% | 1.87% | 2.44% | 1.98% |
Drawdowns
HDFCBANK.NS vs. ITC.NS - Drawdown Comparison
The maximum HDFCBANK.NS drawdown since its inception was -55.50%, roughly equal to the maximum ITC.NS drawdown of -55.28%. Use the drawdown chart below to compare losses from any high point for HDFCBANK.NS and ITC.NS.
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Drawdown Indicators
| HDFCBANK.NS | ITC.NS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.50% | -55.28% | -0.22% |
Max Drawdown (1Y)Largest decline over 1 year | -27.44% | -32.46% | +5.02% |
Max Drawdown (5Y)Largest decline over 5 years | -27.44% | -39.63% | +12.19% |
Max Drawdown (10Y)Largest decline over 10 years | -40.47% | -55.28% | +14.81% |
Current DrawdownCurrent decline from peak | -26.72% | -38.79% | +12.07% |
Average DrawdownAverage peak-to-trough decline | -10.38% | -15.00% | +4.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.96% | 13.65% | -6.69% |
Volatility
HDFCBANK.NS vs. ITC.NS - Volatility Comparison
HDFC Bank Limited (HDFCBANK.NS) has a higher volatility of 10.33% compared to ITC Limited (ITC.NS) at 6.23%. This indicates that HDFCBANK.NS's price experiences larger fluctuations and is considered to be riskier than ITC.NS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HDFCBANK.NS | ITC.NS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.33% | 6.23% | +4.10% |
Volatility (6M)Calculated over the trailing 6-month period | 13.64% | 16.05% | -2.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.78% | 18.81% | -1.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.47% | 20.04% | +0.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.18% | 23.99% | -1.81% |
Financials
HDFCBANK.NS vs. ITC.NS - Financials Comparison
This section allows you to compare key financial metrics between HDFC Bank Limited and ITC 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