ICICIBANK.NS vs. BAJFINANCE.NS
Compare and contrast key facts about ICICI Bank Limited (ICICIBANK.NS) and Bajaj Finance Limited (BAJFINANCE.NS).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ICICIBANK.NS or BAJFINANCE.NS.
Key characteristics
| ICICIBANK.NS | BAJFINANCE.NS | |
|---|---|---|
| YTD Return | 26.66% | -9.79% |
| 1Y Return | 35.38% | -10.39% |
| 3Y Return (Ann) | 18.42% | -4.33% |
| 5Y Return (Ann) | 21.17% | 9.90% |
| 10Y Return (Ann) | 16.35% | 37.36% |
| Sharpe Ratio | 1.69 | -0.43 |
| Sortino Ratio | 2.34 | -0.44 |
| Omega Ratio | 1.32 | 0.94 |
| Calmar Ratio | 3.74 | -0.47 |
| Martin Ratio | 10.36 | -1.08 |
| Ulcer Index | 3.38% | 9.94% |
| Daily Std Dev | 20.88% | 25.11% |
| Max Drawdown | -81.41% | -90.92% |
| Current Drawdown | -7.12% | -19.03% |
Fundamentals
| ICICIBANK.NS | BAJFINANCE.NS | |
|---|---|---|
| Market Cap | ₹8.94T | ₹4.19T |
| EPS | ₹66.07 | ₹243.62 |
| PE Ratio | 19.18 | 27.25 |
| Total Revenue (TTM) | ₹2.47T | ₹444.44B |
| Gross Profit (TTM) | ₹2.47T | ₹195.74B |
| EBITDA (TTM) | ₹324.13B | ₹250.34B |
Correlation
The correlation between ICICIBANK.NS and BAJFINANCE.NS is 0.42, 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
ICICIBANK.NS vs. BAJFINANCE.NS - Performance Comparison
In the year-to-date period, ICICIBANK.NS achieves a 26.66% return, which is significantly higher than BAJFINANCE.NS's -9.79% return. Over the past 10 years, ICICIBANK.NS has underperformed BAJFINANCE.NS with an annualized return of 16.35%, while BAJFINANCE.NS has yielded a comparatively higher 37.36% 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
ICICIBANK.NS vs. BAJFINANCE.NS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ICICI Bank Limited (ICICIBANK.NS) and Bajaj Finance Limited (BAJFINANCE.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.
Dividends
ICICIBANK.NS vs. BAJFINANCE.NS - Dividend Comparison
ICICIBANK.NS's dividend yield for the trailing twelve months is around 0.80%, more than BAJFINANCE.NS's 0.55% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ICICIBANK.NS ICICI Bank Limited | 0.80% | 0.80% | 0.56% | 0.27% | 0.00% | 0.19% | 0.83% | 0.72% | 1.96% | 1.92% | 1.31% | 1.82% |
BAJFINANCE.NS Bajaj Finance Limited | 0.55% | 0.41% | 0.30% | 0.14% | 0.19% | 0.14% | 0.15% | 0.20% | 0.30% | 0.30% | 0.45% | 0.95% |
Drawdowns
ICICIBANK.NS vs. BAJFINANCE.NS - Drawdown Comparison
The maximum ICICIBANK.NS drawdown since its inception was -81.41%, smaller than the maximum BAJFINANCE.NS drawdown of -90.92%. Use the drawdown chart below to compare losses from any high point for ICICIBANK.NS and BAJFINANCE.NS. For additional features, visit the drawdowns tool.
Volatility
ICICIBANK.NS vs. BAJFINANCE.NS - Volatility Comparison
ICICI Bank Limited (ICICIBANK.NS) and Bajaj Finance Limited (BAJFINANCE.NS) have volatilities of 6.86% and 7.22%, 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.
Financials
ICICIBANK.NS vs. BAJFINANCE.NS - Financials Comparison
This section allows you to compare key financial metrics between ICICI Bank Limited and Bajaj Finance 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