PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
HDFCBANK.NS vs. SBIN.NS
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

HDFCBANK.NS vs. SBIN.NS

Last updated Apr 2, 2026

Compare and contrast key facts about HDFC Bank Limited (HDFCBANK.NS) and State Bank of India (SBIN.NS).

Performance

HDFCBANK.NS vs. SBIN.NS - Performance Comparison

The chart below illustrates the hypothetical performance of a ₹10,000 investment in HDFC Bank Limited (HDFCBANK.NS) and State Bank of India (SBIN.NS). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

HDFCBANK.NS vs. SBIN.NS - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
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%
SBIN.NS
State Bank of India		3.62%25.87%26.13%6.50%35.55%69.26%-17.80%12.90%-4.63%24.97%

Returns By Period

In the year-to-date period, HDFCBANK.NS achieves a -25.24% return, which is significantly lower than SBIN.NS's 3.62% return. Over the past 10 years, HDFCBANK.NS has underperformed SBIN.NS with an annualized return of 11.73%, while SBIN.NS has yielded a comparatively higher 19.17% 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%

SBIN.NS

1D
3.92%
1M
-14.46%
YTD
3.62%
6M
17.79%
1Y
34.62%
3Y*
27.19%
5Y*
24.35%
10Y*
19.17%
*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

State Bank of India

Often compared with HDFCBANK.NS:
HDFCBANK.NS vs. INFYHDFCBANK.NS vs. ITC.NSHDFCBANK.NS vs. ICICIBANK.NSHDFCBANK.NS vs. KOTAKBANK.NSHDFCBANK.NS vs. NWG.LHDFCBANK.NS vs. LT.NSHDFCBANK.NS vs. SPY
Often compared with SBIN.NS:
SBIN.NS vs. CANBK.NSSBIN.NS vs. SUZLON.NSSBIN.NS vs. NHPC.NSSBIN.NS vs. SJVN.NSSBIN.NS vs. NVDASBIN.NS vs. VOOSBIN.NS vs. ITC.NS

Return for Risk

HDFCBANK.NS vs. SBIN.NS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
HDFCBANK.NS
HDFCBANK.NS Risk / Return Rank: 99
Overall Rank
HDFCBANK.NS Sharpe Ratio Rank: 77
Sharpe Ratio Rank
HDFCBANK.NS Sortino Ratio Rank: 99
Sortino Ratio Rank
HDFCBANK.NS Omega Ratio Rank: 1010
Omega Ratio Rank
HDFCBANK.NS Calmar Ratio Rank: 2020
Calmar Ratio Rank
HDFCBANK.NS Martin Ratio Rank: 00
Martin Ratio Rank
SBIN.NS
SBIN.NS Risk / Return Rank: 8282
Overall Rank
SBIN.NS Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
SBIN.NS Sortino Ratio Rank: 8383
Sortino Ratio Rank
SBIN.NS Omega Ratio Rank: 8383
Omega Ratio Rank
SBIN.NS Calmar Ratio Rank: 7373
Calmar Ratio Rank
SBIN.NS Martin Ratio Rank: 8686
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.

HDFCBANK.NS vs. SBIN.NS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HDFC Bank Limited (HDFCBANK.NS) and State Bank of India (SBIN.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.NSSBIN.NSDifference

Sharpe ratio

Return per unit of total volatility

-0.87

1.62

-2.49

Sortino ratio

Return per unit of downside risk

-1.13

2.30

-3.42

Omega ratio

Gain probability vs. loss probability

0.86

1.32

-0.45

Calmar ratio

Return relative to maximum drawdown

-0.60

1.71

-2.31

Martin ratio

Return relative to average drawdown

-2.38

8.42

-10.79

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

HDFCBANK.NS vs. SBIN.NS - Sharpe Ratio Comparison

The current HDFCBANK.NS Sharpe Ratio is -0.87, which is lower than the SBIN.NS Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of HDFCBANK.NS and SBIN.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

HDFCBANK.NSSBIN.NSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.87

1.62

-2.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.99

-0.94

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.61

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.41

+0.26

Correlation

The correlation between HDFCBANK.NS and SBIN.NS is 0.40, 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.

Dividends

HDFCBANK.NS vs. SBIN.NS - Dividend Comparison

HDFCBANK.NS's dividend yield for the trailing twelve months is around 1.82%, more than SBIN.NS's 1.56% yield.

TTM20252024202320222021202020192018201720162015
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%
SBIN.NS
State Bank of India		1.56%1.62%1.72%1.76%1.16%0.87%0.00%0.00%0.00%0.84%1.04%1.56%

Drawdowns

HDFCBANK.NS vs. SBIN.NS - Drawdown Comparison

The maximum HDFCBANK.NS drawdown since its inception was -55.50%, smaller than the maximum SBIN.NS drawdown of -63.19%. Use the drawdown chart below to compare losses from any high point for HDFCBANK.NS and SBIN.NS.

Loading graphics...

Drawdown Indicators

HDFCBANK.NSSBIN.NSDifference

Max Drawdown

Largest peak-to-trough decline

-55.50%

-63.19%

+7.69%

Max Drawdown (1Y)

Largest decline over 1 year

-27.44%

-20.23%

-7.21%

Max Drawdown (5Y)

Largest decline over 5 years

-27.44%

-24.12%

-3.32%

Max Drawdown (10Y)

Largest decline over 10 years

-40.47%

-59.49%

+19.02%

Current Drawdown

Current decline from peak

-26.72%

-17.10%

-9.62%

Average Drawdown

Average peak-to-trough decline

-10.38%

-21.32%

+10.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.96%

4.11%

+2.85%

Volatility

HDFCBANK.NS vs. SBIN.NS - Volatility Comparison

HDFC Bank Limited (HDFCBANK.NS) and State Bank of India (SBIN.NS) have volatilities of 10.33% and 10.04%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Loading graphics...

Volatility by Period

HDFCBANK.NSSBIN.NSDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.33%

10.04%

+0.29%

Volatility (6M)

Calculated over the trailing 6-month period

13.64%

17.38%

-3.74%

Volatility (1Y)

Calculated over the trailing 1-year period

17.78%

21.49%

-3.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.47%

25.02%

-4.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.18%

32.18%

-10.00%

Financials

HDFCBANK.NS vs. SBIN.NS - Financials Comparison

This section allows you to compare key financial metrics between HDFC Bank Limited and State Bank of India. 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

Values in INR except per share items