IDCBY vs. AXP
IDCBY (Industrial and Commercial Bank of China Limited) and AXP (American Express Company) are both stocks. Both are in the Financial Services sector — IDCBY in Banks - Diversified, AXP in Credit Services. Over the past 10 years, IDCBY returned 12.70%/yr vs 18.50%/yr for AXP. At a 0.30 correlation, their price movements are largely independent.
Performance
IDCBY vs. AXP - Performance Comparison
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Returns By Period
In the year-to-date period, IDCBY achieves a 10.39% return, which is significantly higher than AXP's -15.49% return. Over the past 10 years, IDCBY has underperformed AXP with an annualized return of 12.70%, while AXP has yielded a comparatively higher 18.50% annualized return.
IDCBY
- 1D
- 2.37%
- 1M
- -1.50%
- YTD
- 10.39%
- 6M
- 11.12%
- 1Y
- 30.66%
- 3Y*
- 28.48%
- 5Y*
- 15.25%
- 10Y*
- 12.70%
AXP
- 1D
- -0.82%
- 1M
- -2.72%
- YTD
- -15.49%
- 6M
- -13.32%
- 1Y
- 6.40%
- 3Y*
- 24.11%
- 5Y*
- 14.97%
- 10Y*
- 18.50%
IDCBY vs. AXP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDCBY Industrial and Commercial Bank of China Limited | 10.39% | 32.13% | 47.21% | 3.91% | -2.05% | -6.39% | -12.54% | 13.02% | -8.08% | 42.02% |
AXP American Express Company | -15.49% | 25.99% | 60.32% | 28.67% | -8.52% | 36.88% | -1.14% | 32.52% | -2.62% | 36.22% |
Correlation
The correlation between IDCBY and AXP is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Mar 18, 2009 | 0.30 |
Over the past year, the correlation between IDCBY and AXP has dropped to 0.10 - well below their long-term average of 0.30, suggesting their price drivers have been diverging.
Fundamentals
IDCBY:
$308.29B
AXP:
$213.33B
IDCBY:
$20.11
AXP:
$16.23
IDCBY:
0.86
AXP:
19.17
IDCBY:
1.08
AXP:
1.63
IDCBY:
0.24
AXP:
2.61
IDCBY:
0.08
AXP:
6.28
IDCBY:
$1.28T
AXP:
$82.41B
IDCBY:
$499.90B
AXP:
$68.81B
IDCBY:
$428.13B
AXP:
$18.41B
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Return for Risk
IDCBY vs. AXP — Risk / Return Rank
IDCBY
AXP
IDCBY vs. AXP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Industrial and Commercial Bank of China Limited (IDCBY) and American Express Company (AXP). 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.
| IDCBY | AXP | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.69 | 0.25 | +1.44 |
Sortino ratioReturn per unit of downside risk | 2.43 | 0.50 | +1.93 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.07 | +0.21 |
Calmar ratioReturn relative to maximum drawdown | 2.64 | 0.29 | +2.35 |
Martin ratioReturn relative to average drawdown | 7.67 | 0.64 | +7.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IDCBY | AXP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.69 | 0.25 | +1.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.51 | +0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.58 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.29 | -0.14 |
Drawdowns
IDCBY vs. AXP - Drawdown Comparison
The maximum IDCBY drawdown since its inception was -78.73%, smaller than the maximum AXP drawdown of -83.91%. Use the drawdown chart below to compare losses from any high point for IDCBY and AXP.
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Drawdown Indicators
| IDCBY | AXP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.73% | -83.91% | +5.18% |
Max Drawdown (1Y)Largest decline over 1 year | -11.23% | -23.90% | +12.67% |
Max Drawdown (3Y)Largest decline over 3 years | -15.87% | -28.76% | +12.89% |
Max Drawdown (5Y)Largest decline over 5 years | -25.73% | -31.55% | +5.82% |
Max Drawdown (10Y)Largest decline over 10 years | -39.70% | -49.64% | +9.94% |
Current DrawdownCurrent decline from peak | -3.94% | -18.77% | +14.83% |
Average DrawdownAverage peak-to-trough decline | -49.02% | -22.05% | -26.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.86% | 10.69% | -6.83% |
Volatility
IDCBY vs. AXP - Volatility Comparison
Industrial and Commercial Bank of China Limited (IDCBY) has a higher volatility of 4.77% compared to American Express Company (AXP) at 4.03%. This indicates that IDCBY's price experiences larger fluctuations and is considered to be riskier than AXP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IDCBY | AXP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.77% | 4.03% | +0.74% |
Volatility (6M)Calculated over the trailing 6-month period | 13.04% | 19.51% | -6.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.28% | 25.79% | -7.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.20% | 29.40% | -8.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.87% | 31.79% | -8.92% |
Dividends
IDCBY vs. AXP - Dividend Comparison
IDCBY's dividend yield for the trailing twelve months is around 7.81%, more than AXP's 1.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AXP American Express Company | 1.10% | 0.85% | 0.91% | 1.24% | 1.35% | 1.05% | 1.42% | 1.29% | 1.51% | 1.32% | 1.61% | 1.58% |
IDCBY Industrial and Commercial Bank of China Limited | 7.81% | 7.76% | 6.36% | 8.69% | 8.61% | 7.32% | 4.84% | 3.91% | 4.48% | 3.49% | 12.32% | 7.11% |
Financials
IDCBY vs. AXP - Financials Comparison
This section allows you to compare key financial metrics between Industrial and Commercial Bank of China Limited and American Express Company. 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
IDCBY vs. AXP - Profitability Comparison
IDCBY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Industrial and Commercial Bank of China Limited reported a gross profit of 155.43B and revenue of 386.17B. Therefore, the gross margin over that period was 40.3%.
AXP - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, American Express Company reported a gross profit of 17.66B and revenue of 20.88B. Therefore, the gross margin over that period was 84.6%.
IDCBY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Industrial and Commercial Bank of China Limited reported an operating income of 101.34B and revenue of 386.17B, resulting in an operating margin of 26.2%.
AXP - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, American Express Company reported an operating income of 6.60B and revenue of 20.88B, resulting in an operating margin of 31.6%.
IDCBY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Industrial and Commercial Bank of China Limited reported a net income of 86.42B and revenue of 386.17B, resulting in a net margin of 22.4%.
AXP - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, American Express Company reported a net income of 2.97B and revenue of 20.88B, resulting in a net margin of 14.2%.
Frequently Asked Questions
IDCBY and AXP have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IDCBY has higher volatility (4.77%) compared to AXP (4.03%). In terms of maximum drawdown, IDCBY dropped -78.73% vs AXP's -83.91%.
IDCBY currently has the higher Sharpe Ratio (1.69 vs 0.25), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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