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HSBC vs. ING
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

HSBC vs. ING - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in HSBC Holdings plc (HSBC) and ING Groep N.V. (ING). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%JuneJulyAugustSeptemberOctoberNovember
6.73%
-9.78%
HSBC
ING

Returns By Period

In the year-to-date period, HSBC achieves a 23.00% return, which is significantly higher than ING's 12.01% return. Over the past 10 years, HSBC has underperformed ING with an annualized return of 4.76%, while ING has yielded a comparatively higher 6.29% annualized return.


HSBC

YTD

23.00%

1M

4.92%

6M

8.14%

1Y

31.09%

5Y (annualized)

9.26%

10Y (annualized)

4.76%

ING

YTD

12.01%

1M

-7.46%

6M

-9.27%

1Y

21.65%

5Y (annualized)

12.29%

10Y (annualized)

6.29%

Fundamentals


HSBCING
Market Cap$167.06B$49.84B
EPS$6.10$2.18
PE Ratio7.597.25
PEG Ratio3.060.41
Total Revenue (TTM)$128.76B$24.12B
Gross Profit (TTM)$153.84B$17.19B
EBITDA (TTM)$6.08B-$184.00M

Key characteristics


HSBCING
Sharpe Ratio1.340.94
Sortino Ratio1.671.35
Omega Ratio1.261.18
Calmar Ratio1.620.40
Martin Ratio7.923.25
Ulcer Index3.70%6.51%
Daily Std Dev21.84%22.53%
Max Drawdown-74.47%-92.98%
Current Drawdown-1.15%-38.92%

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Correlation

-0.50.00.51.00.6

The correlation between HSBC and ING 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.

Risk-Adjusted Performance

HSBC vs. ING - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC Holdings plc (HSBC) and ING Groep N.V. (ING). 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.


Sharpe ratio
The chart of Sharpe ratio for HSBC, currently valued at 1.34, compared to the broader market-4.00-2.000.002.004.001.340.94
The chart of Sortino ratio for HSBC, currently valued at 1.67, compared to the broader market-4.00-2.000.002.004.001.671.35
The chart of Omega ratio for HSBC, currently valued at 1.26, compared to the broader market0.501.001.502.001.261.18
The chart of Calmar ratio for HSBC, currently valued at 1.62, compared to the broader market0.002.004.006.001.620.40
The chart of Martin ratio for HSBC, currently valued at 7.92, compared to the broader market0.0010.0020.0030.007.923.25
HSBC
ING

The current HSBC Sharpe Ratio is 1.34, which is higher than the ING Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of HSBC and ING, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.34
0.94
HSBC
ING

Dividends

HSBC vs. ING - Dividend Comparison

HSBC's dividend yield for the trailing twelve months is around 6.58%, less than ING's 7.67% yield.


TTM20232022202120202019201820172016201520142013
HSBC
HSBC Holdings plc
6.58%6.54%4.33%3.65%0.00%6.52%6.20%4.94%6.35%6.33%5.19%4.35%
ING
ING Groep N.V.
7.67%5.86%7.17%5.09%0.00%6.33%7.64%3.99%5.24%2.95%0.00%0.00%

Drawdowns

HSBC vs. ING - Drawdown Comparison

The maximum HSBC drawdown since its inception was -74.47%, smaller than the maximum ING drawdown of -92.98%. Use the drawdown chart below to compare losses from any high point for HSBC and ING. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.15%
-38.92%
HSBC
ING

Volatility

HSBC vs. ING - Volatility Comparison

HSBC Holdings plc (HSBC) has a higher volatility of 6.51% compared to ING Groep N.V. (ING) at 6.20%. This indicates that HSBC's price experiences larger fluctuations and is considered to be riskier than ING based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
6.51%
6.20%
HSBC
ING

Financials

HSBC vs. ING - Financials Comparison

This section allows you to compare key financial metrics between HSBC Holdings plc and ING Groep N.V.. 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 USD except per share items