IDCBY vs. CICHY
IDCBY (Industrial and Commercial Bank of China Limited) and CICHY (China Construction Bank Corp) are both stocks. Both operate in the Banks - Diversified industry within the Financial Services sector. Over the past 10 years, IDCBY returned 12.70%/yr vs 13.66%/yr for CICHY. A 0.80 correlation means they provide meaningful diversification when combined.
Performance
IDCBY vs. CICHY - Performance Comparison
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Returns By Period
In the year-to-date period, IDCBY achieves a 10.39% return, which is significantly lower than CICHY's 12.11% return. Over the past 10 years, IDCBY has underperformed CICHY with an annualized return of 12.70%, while CICHY has yielded a comparatively higher 13.66% 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%
CICHY
- 1D
- 2.17%
- 1M
- -2.30%
- YTD
- 12.11%
- 6M
- 8.48%
- 1Y
- 28.15%
- 3Y*
- 30.63%
- 5Y*
- 15.61%
- 10Y*
- 13.66%
IDCBY vs. CICHY - 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% |
CICHY China Construction Bank Corp | 12.11% | 31.78% | 49.67% | 4.46% | -2.29% | -3.15% | -8.81% | 11.09% | -7.66% | 33.81% |
Correlation
The correlation between IDCBY and CICHY is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Mar 18, 2009 | 0.80 |
The correlation between IDCBY and CICHY has been stable across timeframes, ranging from 0.80 to 0.84 - a consistent structural relationship.
Fundamentals
IDCBY:
$308.29B
CICHY:
$289.21B
IDCBY:
$20.11
CICHY:
$24.86
IDCBY:
0.86
CICHY:
0.89
IDCBY:
1.08
CICHY:
0.08
IDCBY:
0.24
CICHY:
0.27
IDCBY:
0.08
CICHY:
0.08
IDCBY:
$1.28T
CICHY:
$1.14T
IDCBY:
$499.90B
CICHY:
$760.54B
IDCBY:
$428.13B
CICHY:
$402.61B
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Return for Risk
IDCBY vs. CICHY — Risk / Return Rank
IDCBY
CICHY
IDCBY vs. CICHY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Industrial and Commercial Bank of China Limited (IDCBY) and China Construction Bank Corp (CICHY). 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 | CICHY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.69 | 1.42 | +0.27 |
Sortino ratioReturn per unit of downside risk | 2.43 | 2.11 | +0.32 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.24 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.64 | 1.76 | +0.88 |
Martin ratioReturn relative to average drawdown | 7.67 | 4.66 | +3.01 |
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 | CICHY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.69 | 1.42 | +0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.74 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.60 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.43 | -0.28 |
Drawdowns
IDCBY vs. CICHY - Drawdown Comparison
The maximum IDCBY drawdown since its inception was -78.73%, which is greater than CICHY's maximum drawdown of -44.82%. Use the drawdown chart below to compare losses from any high point for IDCBY and CICHY.
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Drawdown Indicators
| IDCBY | CICHY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.73% | -44.82% | -33.91% |
Max Drawdown (1Y)Largest decline over 1 year | -11.23% | -15.49% | +4.26% |
Max Drawdown (3Y)Largest decline over 3 years | -15.87% | -15.49% | -0.38% |
Max Drawdown (5Y)Largest decline over 5 years | -25.73% | -27.91% | +2.18% |
Max Drawdown (10Y)Largest decline over 10 years | -39.70% | -40.27% | +0.57% |
Current DrawdownCurrent decline from peak | -3.94% | -3.45% | -0.49% |
Average DrawdownAverage peak-to-trough decline | -49.02% | -18.35% | -30.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.86% | 5.84% | -1.98% |
Volatility
IDCBY vs. CICHY - Volatility Comparison
Industrial and Commercial Bank of China Limited (IDCBY) and China Construction Bank Corp (CICHY) have volatilities of 4.77% and 4.98%, 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.
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Volatility by Period
| IDCBY | CICHY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.77% | 4.98% | -0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 13.04% | 14.03% | -0.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.28% | 19.98% | -1.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.20% | 21.19% | +0.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.87% | 22.84% | +0.03% |
Dividends
IDCBY vs. CICHY - Dividend Comparison
IDCBY's dividend yield for the trailing twelve months is around 7.81%, more than CICHY's 2.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CICHY China Construction Bank Corp | 2.36% | 8.26% | 6.71% | 9.13% | 8.70% | 6.32% | 5.08% | 4.42% | 4.80% | 8.33% | 10.74% | 6.14% |
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. CICHY - Financials Comparison
This section allows you to compare key financial metrics between Industrial and Commercial Bank of China Limited and China Construction Bank Corp. 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. CICHY - 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%.
CICHY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, China Construction Bank Corp reported a gross profit of 211.00B and revenue of 345.49B. Therefore, the gross margin over that period was 61.1%.
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%.
CICHY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, China Construction Bank Corp reported an operating income of 99.20B and revenue of 345.49B, resulting in an operating margin of 28.7%.
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%.
CICHY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, China Construction Bank Corp reported a net income of 86.29B and revenue of 345.49B, resulting in a net margin of 25.0%.
Frequently Asked Questions
IDCBY and CICHY have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CICHY has higher volatility (4.98%) compared to IDCBY (4.77%). In terms of maximum drawdown, IDCBY dropped -78.73% vs CICHY's -44.82%.
IDCBY currently has the higher Sharpe Ratio (1.69 vs 1.42), 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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