IDCBY vs. SWBI
Compare and contrast key facts about Industrial and Commercial Bank of China Limited (IDCBY) and Smith & Wesson Brands, Inc. (SWBI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IDCBY or SWBI.
Performance
IDCBY vs. SWBI - Performance Comparison
Returns By Period
In the year-to-date period, IDCBY achieves a 32.09% return, which is significantly higher than SWBI's 0.27% return. Over the past 10 years, IDCBY has underperformed SWBI with an annualized return of 5.56%, while SWBI has yielded a comparatively higher 7.46% annualized return.
IDCBY
32.09%
-1.08%
7.36%
32.58%
3.48%
5.56%
SWBI
0.27%
1.92%
-16.32%
-2.29%
18.14%
7.46%
Fundamentals
| IDCBY | SWBI | |
|---|---|---|
| Market Cap | $281.96B | $582.63M |
| EPS | $2.71 | $0.74 |
| PE Ratio | 4.47 | 17.55 |
| Total Revenue (TTM) | $1.41T | $384.97M |
| Gross Profit (TTM) | $1.41T | $123.76M |
| EBITDA (TTM) | $2.63B | $66.03M |
Key characteristics
| IDCBY | SWBI | |
|---|---|---|
| Sharpe Ratio | 1.18 | -0.04 |
| Sortino Ratio | 1.84 | 0.29 |
| Omega Ratio | 1.24 | 1.04 |
| Calmar Ratio | 1.09 | -0.03 |
| Martin Ratio | 7.35 | -0.11 |
| Ulcer Index | 4.47% | 15.10% |
| Daily Std Dev | 27.85% | 43.90% |
| Max Drawdown | -46.03% | -99.49% |
| Current Drawdown | -6.13% | -58.43% |
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Correlation
The correlation between IDCBY and SWBI is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
IDCBY vs. SWBI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Industrial and Commercial Bank of China Limited (IDCBY) and Smith & Wesson Brands, Inc. (SWBI). 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
IDCBY vs. SWBI - Dividend Comparison
IDCBY's dividend yield for the trailing twelve months is around 7.07%, more than SWBI's 3.77% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDCBY Industrial and Commercial Bank of China Limited | 7.07% | 8.64% | 8.51% | 7.37% | 5.73% | 4.70% | 5.33% | 4.23% | 6.00% | 6.81% | 5.77% | 5.70% |
SWBI Smith & Wesson Brands, Inc. | 3.77% | 3.39% | 4.38% | 1.63% | 0.56% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IDCBY vs. SWBI - Drawdown Comparison
The maximum IDCBY drawdown since its inception was -46.03%, smaller than the maximum SWBI drawdown of -99.49%. Use the drawdown chart below to compare losses from any high point for IDCBY and SWBI. For additional features, visit the drawdowns tool.
Volatility
IDCBY vs. SWBI - Volatility Comparison
The current volatility for Industrial and Commercial Bank of China Limited (IDCBY) is 8.29%, while Smith & Wesson Brands, Inc. (SWBI) has a volatility of 9.89%. This indicates that IDCBY experiences smaller price fluctuations and is considered to be less risky than SWBI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
IDCBY vs. SWBI - Financials Comparison
This section allows you to compare key financial metrics between Industrial and Commercial Bank of China Limited and Smith & Wesson Brands, Inc.. 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