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IBN vs. HD
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

IBN vs. HD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ICICI Bank Limited (IBN) and The Home Depot, Inc. (HD). The values are adjusted to include any dividend payments, if applicable.

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IBN vs. HD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IBN
ICICI Bank Limited
-13.09%0.57%26.32%9.80%11.27%33.57%-1.52%47.01%6.25%44.03%
HD
The Home Depot, Inc.
-3.78%-9.33%15.00%12.77%-21.98%59.51%24.50%30.56%-7.30%44.61%

Fundamentals

Market Cap

IBN:

$93.91B

HD:

$327.90B

EPS

IBN:

$146.41

HD:

$14.23

PE Ratio

IBN:

0.18

HD:

23.11

PS Ratio

IBN:

0.03

HD:

1.99

PB Ratio

IBN:

0.03

HD:

25.59

Total Revenue (TTM)

IBN:

$3.08T

HD:

$164.68B

Gross Profit (TTM)

IBN:

$1.59T

HD:

$54.87B

EBITDA (TTM)

IBN:

$1.01T

HD:

$24.24B

Returns By Period

In the year-to-date period, IBN achieves a -13.09% return, which is significantly lower than HD's -3.78% return. Over the past 10 years, IBN has outperformed HD with an annualized return of 15.60%, while HD has yielded a comparatively lower 11.97% annualized return.


IBN

1D
2.78%
1M
-15.11%
YTD
-13.09%
6M
-14.32%
1Y
-17.20%
3Y*
7.14%
5Y*
10.56%
10Y*
15.60%

HD

1D
1.67%
1M
-13.04%
YTD
-3.78%
6M
-17.76%
1Y
-7.99%
3Y*
6.33%
5Y*
3.84%
10Y*
11.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

IBN vs. HD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IBN
IBN Risk / Return Rank: 1111
Overall Rank
IBN Sharpe Ratio Rank: 88
Sharpe Ratio Rank
IBN Sortino Ratio Rank: 1010
Sortino Ratio Rank
IBN Omega Ratio Rank: 1111
Omega Ratio Rank
IBN Calmar Ratio Rank: 2020
Calmar Ratio Rank
IBN Martin Ratio Rank: 44
Martin Ratio Rank

HD
HD Risk / Return Rank: 2828
Overall Rank
HD Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
HD Sortino Ratio Rank: 2323
Sortino Ratio Rank
HD Omega Ratio Rank: 2323
Omega Ratio Rank
HD Calmar Ratio Rank: 3535
Calmar Ratio Rank
HD Martin Ratio Rank: 3333
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.

IBN vs. HD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ICICI Bank Limited (IBN) and The Home Depot, Inc. (HD). 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.


IBNHDDifference

Sharpe ratio

Return per unit of total volatility

-0.83

-0.34

-0.49

Sortino ratio

Return per unit of downside risk

-1.10

-0.36

-0.75

Omega ratio

Gain probability vs. loss probability

0.86

0.96

-0.10

Calmar ratio

Return relative to maximum drawdown

-0.64

-0.25

-0.39

Martin ratio

Return relative to average drawdown

-1.76

-0.58

-1.18

IBN vs. HD - Sharpe Ratio Comparison

The current IBN Sharpe Ratio is -0.83, which is lower than the HD Sharpe Ratio of -0.34. The chart below compares the historical Sharpe Ratios of IBN and HD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IBNHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.83

-0.34

-0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.16

+0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.49

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.69

-0.46

Correlation

The correlation between IBN and HD is 0.26, 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

IBN vs. HD - Dividend Comparison

IBN's dividend yield for the trailing twelve months is around 0.96%, less than HD's 2.81% yield.


TTM20252024202320222021202020192018201720162015
IBN
ICICI Bank Limited
0.96%0.84%0.80%0.81%0.57%0.27%0.00%0.19%0.43%0.79%1.98%4.01%
HD
The Home Depot, Inc.
2.81%2.67%2.31%2.41%2.41%1.59%2.26%2.49%2.40%1.88%2.06%1.78%

Drawdowns

IBN vs. HD - Drawdown Comparison

The maximum IBN drawdown since its inception was -86.09%, which is greater than HD's maximum drawdown of -70.46%. Use the drawdown chart below to compare losses from any high point for IBN and HD.


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Drawdown Indicators


IBNHDDifference

Max Drawdown

Largest peak-to-trough decline

-86.09%

-70.46%

-15.63%

Max Drawdown (1Y)

Largest decline over 1 year

-26.20%

-23.25%

-2.95%

Max Drawdown (5Y)

Largest decline over 5 years

-26.24%

-34.73%

+8.49%

Max Drawdown (10Y)

Largest decline over 10 years

-55.05%

-37.99%

-17.06%

Current Drawdown

Current decline from peak

-24.15%

-21.33%

-2.82%

Average Drawdown

Average peak-to-trough decline

-28.05%

-20.59%

-7.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.57%

10.17%

-0.60%

Volatility

IBN vs. HD - Volatility Comparison

ICICI Bank Limited (IBN) has a higher volatility of 8.35% compared to The Home Depot, Inc. (HD) at 7.23%. This indicates that IBN's price experiences larger fluctuations and is considered to be riskier than HD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBNHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.35%

7.23%

+1.12%

Volatility (6M)

Calculated over the trailing 6-month period

16.15%

16.87%

-0.72%

Volatility (1Y)

Calculated over the trailing 1-year period

20.76%

23.38%

-2.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.07%

23.75%

+0.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.97%

24.61%

+7.36%

Financials

IBN vs. HD - Financials Comparison

This section allows you to compare key financial metrics between ICICI Bank Limited and The Home Depot, Inc.. 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


0.00200.00B400.00B600.00B800.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
774.20B
38.20B
(IBN) Total Revenue
(HD) Total Revenue
Values in USD except per share items

IBN vs. HD - Profitability Comparison

The chart below illustrates the profitability comparison between ICICI Bank Limited and The Home Depot, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober20260
32.6%
Portfolio components
IBN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, ICICI Bank Limited reported a gross profit of 0.00 and revenue of 774.20B. Therefore, the gross margin over that period was 0.0%.

HD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, The Home Depot, Inc. reported a gross profit of 12.47B and revenue of 38.20B. Therefore, the gross margin over that period was 32.6%.

IBN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, ICICI Bank Limited reported an operating income of 179.02B and revenue of 774.20B, resulting in an operating margin of 23.1%.

HD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, The Home Depot, Inc. reported an operating income of 3.85B and revenue of 38.20B, resulting in an operating margin of 10.1%.

IBN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, ICICI Bank Limited reported a net income of 126.42B and revenue of 774.20B, resulting in a net margin of 16.3%.

HD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, The Home Depot, Inc. reported a net income of 2.57B and revenue of 38.20B, resulting in a net margin of 6.7%.