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IBN vs. HDB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between IBN and HDB is 0.47, 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

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

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Key characteristics

Sharpe Ratio

IBN:

0.94

HDB:

1.11

Sortino Ratio

IBN:

1.31

HDB:

1.40

Omega Ratio

IBN:

1.18

HDB:

1.20

Calmar Ratio

IBN:

1.48

HDB:

0.84

Martin Ratio

IBN:

3.49

HDB:

3.48

Ulcer Index

IBN:

5.77%

HDB:

7.36%

Daily Std Dev

IBN:

23.32%

HDB:

26.32%

Max Drawdown

IBN:

-86.09%

HDB:

-67.92%

Current Drawdown

IBN:

-5.47%

HDB:

-10.50%

Fundamentals

Market Cap

IBN:

$120.63B

HDB:

$179.86B

EPS

IBN:

$1.68

HDB:

$3.27

PE Ratio

IBN:

19.23

HDB:

21.55

PEG Ratio

IBN:

0.00

HDB:

0.97

PS Ratio

IBN:

0.06

HDB:

0.07

PB Ratio

IBN:

3.11

HDB:

2.88

Total Revenue (TTM)

IBN:

$1.92T

HDB:

$2.07T

Gross Profit (TTM)

IBN:

$2.14T

HDB:

$2.07T

EBITDA (TTM)

IBN:

$177.75B

HDB:

$258.70B

Returns By Period

In the year-to-date period, IBN achieves a 8.20% return, which is significantly lower than HDB's 10.37% return. Over the past 10 years, IBN has outperformed HDB with an annualized return of 14.08%, while HDB has yielded a comparatively lower 10.57% annualized return.


IBN

YTD

8.20%

1M

4.90%

6M

8.35%

1Y

21.64%

5Y*

31.87%

10Y*

14.08%

HDB

YTD

10.37%

1M

8.38%

6M

9.97%

1Y

28.46%

5Y*

14.29%

10Y*

10.57%

*Annualized

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Risk-Adjusted Performance

IBN vs. HDB — Risk-Adjusted Performance Rank

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

IBN
The Risk-Adjusted Performance Rank of IBN is 8080
Overall Rank
The Sharpe Ratio Rank of IBN is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of IBN is 7373
Sortino Ratio Rank
The Omega Ratio Rank of IBN is 7474
Omega Ratio Rank
The Calmar Ratio Rank of IBN is 9090
Calmar Ratio Rank
The Martin Ratio Rank of IBN is 8282
Martin Ratio Rank

HDB
The Risk-Adjusted Performance Rank of HDB is 8080
Overall Rank
The Sharpe Ratio Rank of HDB is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of HDB is 7575
Sortino Ratio Rank
The Omega Ratio Rank of HDB is 7676
Omega Ratio Rank
The Calmar Ratio Rank of HDB is 8181
Calmar Ratio Rank
The Martin Ratio Rank of HDB is 8282
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current IBN Sharpe Ratio is 0.94, which is comparable to the HDB Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of IBN and HDB, 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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Dividends

IBN vs. HDB - Dividend Comparison

IBN's dividend yield for the trailing twelve months is around 0.74%, less than HDB's 0.99% yield.


TTM20242023202220212020201920182017201620152014
IBN
ICICI Bank Limited
0.74%0.80%0.82%0.58%0.27%0.00%0.19%0.84%0.72%1.99%4.21%1.32%
HDB
HDFC Bank Limited
0.99%1.09%2.08%1.74%0.81%0.00%0.68%0.55%0.50%0.70%0.61%1.99%

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.


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Volatility

IBN vs. HDB - Volatility Comparison

The current volatility for ICICI Bank Limited (IBN) is 7.84%, while HDFC Bank Limited (HDB) has a volatility of 9.74%. This indicates that IBN experiences smaller price fluctuations and is considered to be less risky than HDB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00200.00B400.00B600.00B800.00BAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
519.93B
613.22B
(IBN) Total Revenue
(HDB) Total Revenue
Values in USD except per share items