ICICIGI.NS vs. HDFCLIFE.NS
Compare and contrast key facts about ICICI Lombard General Insurance Company Limited (ICICIGI.NS) and HDFC Life Insurance Company Limited (HDFCLIFE.NS).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ICICIGI.NS or HDFCLIFE.NS.
Key characteristics
| ICICIGI.NS | HDFCLIFE.NS | |
|---|---|---|
| YTD Return | 35.39% | 9.92% |
| 1Y Return | 41.66% | 14.41% |
| 3Y Return (Ann) | 9.16% | 0.42% |
| 5Y Return (Ann) | 8.47% | 4.86% |
| Sharpe Ratio | 1.69 | 0.62 |
| Sortino Ratio | 2.56 | 1.04 |
| Omega Ratio | 1.31 | 1.13 |
| Calmar Ratio | 2.29 | 0.51 |
| Martin Ratio | 7.99 | 1.22 |
| Ulcer Index | 5.04% | 12.17% |
| Daily Std Dev | 23.95% | 24.07% |
| Max Drawdown | -42.29% | -46.19% |
| Current Drawdown | -15.80% | -6.63% |
Fundamentals
| ICICIGI.NS | HDFCLIFE.NS | |
|---|---|---|
| Market Cap | ₹945.48B | ₹1.52T |
| EPS | ₹44.65 | ₹7.90 |
| PE Ratio | 42.78 | 89.68 |
| Total Revenue (TTM) | ₹222.74B | ₹1.10T |
| Gross Profit (TTM) | ₹223.12B | ₹1.11T |
| EBITDA (TTM) | ₹14.97B | ₹9.66B |
Correlation
The correlation between ICICIGI.NS and HDFCLIFE.NS is 0.41, 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
ICICIGI.NS vs. HDFCLIFE.NS - Performance Comparison
In the year-to-date period, ICICIGI.NS achieves a 35.39% return, which is significantly higher than HDFCLIFE.NS's 9.92% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
ICICIGI.NS vs. HDFCLIFE.NS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ICICI Lombard General Insurance Company Limited (ICICIGI.NS) and HDFC Life Insurance Company Limited (HDFCLIFE.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
ICICIGI.NS vs. HDFCLIFE.NS - Dividend Comparison
ICICIGI.NS's dividend yield for the trailing twelve months is around 0.60%, more than HDFCLIFE.NS's 0.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
ICICIGI.NS ICICI Lombard General Insurance Company Limited | 0.60% | 0.74% | 0.77% | 0.86% | 0.00% | 0.50% | 0.58% | 0.10% |
HDFCLIFE.NS HDFC Life Insurance Company Limited | 0.28% | 0.29% | 0.30% | 0.31% | 0.00% | 0.26% | 0.00% | 0.35% |
Drawdowns
ICICIGI.NS vs. HDFCLIFE.NS - Drawdown Comparison
The maximum ICICIGI.NS drawdown since its inception was -42.29%, smaller than the maximum HDFCLIFE.NS drawdown of -46.19%. Use the drawdown chart below to compare losses from any high point for ICICIGI.NS and HDFCLIFE.NS. For additional features, visit the drawdowns tool.
Volatility
ICICIGI.NS vs. HDFCLIFE.NS - Volatility Comparison
The current volatility for ICICI Lombard General Insurance Company Limited (ICICIGI.NS) is 5.56%, while HDFC Life Insurance Company Limited (HDFCLIFE.NS) has a volatility of 7.83%. This indicates that ICICIGI.NS experiences smaller price fluctuations and is considered to be less risky than HDFCLIFE.NS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
ICICIGI.NS vs. HDFCLIFE.NS - Financials Comparison
This section allows you to compare key financial metrics between ICICI Lombard General Insurance Company Limited and HDFC Life Insurance Company 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