IBN vs. HDB
Compare and contrast key facts about ICICI Bank Limited (IBN) and HDFC Bank Limited (HDB).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IBN or HDB.
Key characteristics
| IBN | HDB | |
|---|---|---|
| YTD Return | 25.35% | -6.68% |
| 1Y Return | 32.76% | 7.02% |
| 3Y Return (Ann) | 13.92% | -2.72% |
| 5Y Return (Ann) | 17.26% | 1.23% |
| 10Y Return (Ann) | 12.01% | 10.11% |
| Sharpe Ratio | 1.36 | 0.24 |
| Sortino Ratio | 1.98 | 0.49 |
| Omega Ratio | 1.27 | 1.07 |
| Calmar Ratio | 3.33 | 0.20 |
| Martin Ratio | 9.55 | 0.57 |
| Ulcer Index | 3.33% | 11.70% |
| Daily Std Dev | 23.39% | 28.20% |
| Max Drawdown | -86.09% | -67.92% |
| Current Drawdown | -5.58% | -21.38% |
Fundamentals
| IBN | HDB | |
|---|---|---|
| Market Cap | $106.20B | $158.28B |
| EPS | $1.57 | $3.14 |
| PE Ratio | 19.08 | 19.79 |
| PEG Ratio | 0.00 | 0.97 |
| Total Revenue (TTM) | $2.25T | $2.11T |
| Gross Profit (TTM) | $2.25T | $2.08T |
| EBITDA (TTM) | $129.13B | $201.82B |
Correlation
The correlation between IBN and HDB 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.
Performance
IBN vs. HDB - Performance Comparison
In the year-to-date period, IBN achieves a 25.35% return, which is significantly higher than HDB's -6.68% return. Over the past 10 years, IBN has outperformed HDB with an annualized return of 12.01%, while HDB has yielded a comparatively lower 10.11% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
IBN vs. HDB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ICICI Bank Limited (IBN) and HDFC Bank Limited (HDB). 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.
Dividends
IBN vs. HDB - Dividend Comparison
IBN's dividend yield for the trailing twelve months is around 0.81%, less than HDB's 1.12% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBN ICICI Bank Limited | 0.81% | 0.82% | 0.58% | 0.27% | 0.00% | 0.19% | 0.84% | 0.72% | 1.99% | 4.21% | 1.32% | 2.02% |
HDB HDFC Bank Limited | 1.12% | 2.08% | 1.74% | 0.81% | 0.00% | 0.68% | 0.55% | 0.50% | 0.70% | 0.61% | 1.99% | 0.89% |
Drawdowns
IBN vs. HDB - Drawdown Comparison
The maximum IBN drawdown since its inception was -86.09%, which is greater than HDB's maximum drawdown of -67.92%. Use the drawdown chart below to compare losses from any high point for IBN and HDB. For additional features, visit the drawdowns tool.
Volatility
IBN vs. HDB - Volatility Comparison
ICICI Bank Limited (IBN) has a higher volatility of 8.56% compared to HDFC Bank Limited (HDB) at 7.91%. This indicates that IBN's price experiences larger fluctuations and is considered to be riskier than HDB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
IBN vs. HDB - Financials Comparison
This section allows you to compare key financial metrics between ICICI Bank Limited and HDFC Bank 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