HDFCBANK.NS vs. LT.NS
Compare and contrast key facts about HDFC Bank Limited (HDFCBANK.NS) and Larsen & Toubro Limited (LT.NS).
Performance
HDFCBANK.NS vs. LT.NS - Performance Comparison
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HDFCBANK.NS vs. LT.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% |
LT.NS Larsen & Toubro Limited | -11.66% | 14.25% | 3.12% | 70.97% | 11.43% | 48.91% | 3.41% | -8.53% | 15.71% | 43.34% |
Returns By Period
In the year-to-date period, HDFCBANK.NS achieves a -25.24% return, which is significantly lower than LT.NS's -11.66% return. Over the past 10 years, HDFCBANK.NS has underperformed LT.NS with an annualized return of 11.73%, while LT.NS has yielded a comparatively higher 17.72% 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%
LT.NS
- 1D
- 2.95%
- 1M
- -11.29%
- YTD
- -11.66%
- 6M
- -1.71%
- 1Y
- 5.95%
- 3Y*
- 19.70%
- 5Y*
- 21.35%
- 10Y*
- 17.72%
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Return for Risk
HDFCBANK.NS vs. LT.NS — Risk / Return Rank
HDFCBANK.NS
LT.NS
HDFCBANK.NS vs. LT.NS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for HDFC Bank Limited (HDFCBANK.NS) and Larsen & Toubro Limited (LT.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 | LT.NS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.87 | 0.24 | -1.11 |
Sortino ratioReturn per unit of downside risk | -1.13 | 0.49 | -1.62 |
Omega ratioGain probability vs. loss probability | 0.86 | 1.07 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | -0.60 | 0.16 | -0.77 |
Martin ratioReturn relative to average drawdown | -2.38 | 0.66 | -3.04 |
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 | LT.NS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.87 | 0.24 | -1.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | 0.89 | -0.84 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.68 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.55 | +0.11 |
Correlation
The correlation between HDFCBANK.NS and LT.NS is 0.38, 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. LT.NS - Dividend Comparison
HDFCBANK.NS's dividend yield for the trailing twelve months is around 1.82%, more than LT.NS's 0.94% 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% |
LT.NS Larsen & Toubro Limited | 0.94% | 0.83% | 0.78% | 0.85% | 1.05% | 0.95% | 2.80% | 1.39% | 1.11% | 2.78% | 1.35% | 1.27% |
Drawdowns
HDFCBANK.NS vs. LT.NS - Drawdown Comparison
The maximum HDFCBANK.NS drawdown since its inception was -55.50%, smaller than the maximum LT.NS drawdown of -74.92%. Use the drawdown chart below to compare losses from any high point for HDFCBANK.NS and LT.NS.
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Drawdown Indicators
| HDFCBANK.NS | LT.NS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.50% | -74.92% | +19.42% |
Max Drawdown (1Y)Largest decline over 1 year | -27.44% | -24.35% | -3.09% |
Max Drawdown (5Y)Largest decline over 5 years | -27.44% | -28.88% | +1.44% |
Max Drawdown (10Y)Largest decline over 10 years | -40.47% | -54.44% | +13.97% |
Current DrawdownCurrent decline from peak | -26.72% | -18.35% | -8.37% |
Average DrawdownAverage peak-to-trough decline | -10.38% | -17.06% | +6.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.96% | 6.06% | +0.90% |
Volatility
HDFCBANK.NS vs. LT.NS - Volatility Comparison
The current volatility for HDFC Bank Limited (HDFCBANK.NS) is 10.33%, while Larsen & Toubro Limited (LT.NS) has a volatility of 15.57%. This indicates that HDFCBANK.NS experiences smaller price fluctuations and is considered to be less risky than LT.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 | LT.NS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.33% | 15.57% | -5.24% |
Volatility (6M)Calculated over the trailing 6-month period | 13.64% | 19.33% | -5.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.78% | 24.75% | -6.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.47% | 24.39% | -3.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.18% | 26.49% | -4.31% |
Financials
HDFCBANK.NS vs. LT.NS - Financials Comparison
This section allows you to compare key financial metrics between HDFC Bank Limited and Larsen & Toubro 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