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IDCBY vs. AXP
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

IDCBY vs. AXP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Industrial and Commercial Bank of China Limited (IDCBY) and American Express Company (AXP). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDCBY vs. AXP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

Market Cap

IDCBY:

$308.29B

AXP:

$213.33B

EPS

IDCBY:

$20.11

AXP:

$16.23

PE Ratio

IDCBY:

0.86

AXP:

19.17

PEG Ratio

IDCBY:

1.08

AXP:

1.63

PS Ratio

IDCBY:

0.24

AXP:

2.61

PB Ratio

IDCBY:

0.08

AXP:

6.28

Total Revenue (TTM)

IDCBY:

$1.28T

AXP:

$82.41B

Gross Profit (TTM)

IDCBY:

$499.90B

AXP:

$68.81B

EBITDA (TTM)

IDCBY:

$428.13B

AXP:

$18.41B

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Return for Risk

IDCBY vs. AXP — Risk / Return Rank

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

IDCBY
IDCBY Risk / Return Rank: 8181
Overall Rank
IDCBY Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
IDCBY Sortino Ratio Rank: 8181
Sortino Ratio Rank
IDCBY Omega Ratio Rank: 7777
Omega Ratio Rank
IDCBY Calmar Ratio Rank: 7979
Calmar Ratio Rank
IDCBY Martin Ratio Rank: 8282
Martin Ratio Rank

AXP
AXP Risk / Return Rank: 4545
Overall Rank
AXP Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
AXP Sortino Ratio Rank: 4141
Sortino Ratio Rank
AXP Omega Ratio Rank: 4242
Omega Ratio Rank
AXP Calmar Ratio Rank: 4747
Calmar Ratio Rank
AXP Martin Ratio Rank: 4747
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


IDCBYAXPDifference

Sharpe ratio

Return per unit of total volatility

1.69

0.25

+1.44

Sortino ratio

Return per unit of downside risk

2.43

0.50

+1.93

Omega ratio

Gain probability vs. loss probability

1.28

1.07

+0.21

Calmar ratio

Return relative to maximum drawdown

2.64

0.29

+2.35

Martin ratio

Return relative to average drawdown

7.67

0.64

+7.03

IDCBY vs. AXP - Sharpe Ratio Comparison

The current IDCBY Sharpe Ratio is 1.69, which is higher than the AXP Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of IDCBY and AXP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IDCBYAXPDifference

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


IDCBYAXPDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-3.94%

-18.77%

+14.83%

Average Drawdown

Average peak-to-trough decline

-49.02%

-22.05%

-26.97%

Ulcer Index

Depth 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


IDCBYAXPDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.


Quarterly
Annual

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


0.00100.00B200.00B300.00B400.00B20222023202420252026
386.17B
20.88B
(IDCBY) Total Revenue
(AXP) Total Revenue
Values in USD except per share items

IDCBY vs. AXP - Profitability Comparison

The chart below illustrates the profitability comparison between Industrial and Commercial Bank of China Limited and American Express Company over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%20222023202420252026
40.3%
84.6%
Portfolio components
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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