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INDIANB.NS vs. PFC.NS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


INDIANB.NSPFC.NS
YTD Return30.56%23.85%
1Y Return23.13%56.30%
3Y Return (Ann)53.86%74.70%
5Y Return (Ann)39.42%51.34%
10Y Return (Ann)13.65%22.73%
Sharpe Ratio0.761.63
Sortino Ratio1.332.06
Omega Ratio1.171.32
Calmar Ratio1.663.58
Martin Ratio3.557.62
Ulcer Index8.46%10.86%
Daily Std Dev38.91%50.19%
Max Drawdown-89.64%-71.96%
Current Drawdown-11.80%-18.26%

Fundamentals


INDIANB.NSPFC.NS
Market Cap₹762.58B₹1.59T
EPS₹74.11₹62.27
PE Ratio7.617.50
Total Revenue (TTM)₹423.24B₹581.41B
Gross Profit (TTM)₹514.77B₹125.40B
EBITDA (TTM)₹91.46B₹247.63B

Correlation

-0.50.00.51.00.5

The correlation between INDIANB.NS and PFC.NS is 0.45, 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

INDIANB.NS vs. PFC.NS - Performance Comparison

In the year-to-date period, INDIANB.NS achieves a 30.56% return, which is significantly higher than PFC.NS's 23.85% return. Over the past 10 years, INDIANB.NS has underperformed PFC.NS with an annualized return of 13.65%, while PFC.NS has yielded a comparatively higher 22.73% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
0.08%
1.69%
INDIANB.NS
PFC.NS

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Risk-Adjusted Performance

INDIANB.NS vs. PFC.NS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Indian Bank (INDIANB.NS) and Power Finance Corporation Limited (PFC.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.


INDIANB.NS
Sharpe ratio
The chart of Sharpe ratio for INDIANB.NS, currently valued at 0.69, compared to the broader market-4.00-2.000.002.004.000.69
Sortino ratio
The chart of Sortino ratio for INDIANB.NS, currently valued at 1.24, compared to the broader market-4.00-2.000.002.004.006.001.24
Omega ratio
The chart of Omega ratio for INDIANB.NS, currently valued at 1.16, compared to the broader market0.501.001.502.001.16
Calmar ratio
The chart of Calmar ratio for INDIANB.NS, currently valued at 1.46, compared to the broader market0.002.004.006.001.46
Martin ratio
The chart of Martin ratio for INDIANB.NS, currently valued at 3.16, compared to the broader market0.0010.0020.0030.003.16
PFC.NS
Sharpe ratio
The chart of Sharpe ratio for PFC.NS, currently valued at 1.59, compared to the broader market-4.00-2.000.002.004.001.59
Sortino ratio
The chart of Sortino ratio for PFC.NS, currently valued at 2.02, compared to the broader market-4.00-2.000.002.004.006.002.02
Omega ratio
The chart of Omega ratio for PFC.NS, currently valued at 1.31, compared to the broader market0.501.001.502.001.31
Calmar ratio
The chart of Calmar ratio for PFC.NS, currently valued at 3.50, compared to the broader market0.002.004.006.003.50
Martin ratio
The chart of Martin ratio for PFC.NS, currently valued at 7.18, compared to the broader market0.0010.0020.0030.007.18

INDIANB.NS vs. PFC.NS - Sharpe Ratio Comparison

The current INDIANB.NS Sharpe Ratio is 0.76, which is lower than the PFC.NS Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of INDIANB.NS and PFC.NS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.002.004.006.008.00JuneJulyAugustSeptemberOctoberNovember
0.69
1.59
INDIANB.NS
PFC.NS

Dividends

INDIANB.NS vs. PFC.NS - Dividend Comparison

INDIANB.NS's dividend yield for the trailing twelve months is around 2.23%, less than PFC.NS's 3.63% yield.


TTM20232022202120202019201820172016201520142013
INDIANB.NS
Indian Bank
2.23%2.04%2.28%1.43%0.00%0.00%2.46%1.59%0.68%3.64%2.16%5.68%
PFC.NS
Power Finance Corporation Limited
3.63%2.85%8.86%12.32%8.31%0.00%1.68%9.03%2.09%8.89%2.99%4.19%

Drawdowns

INDIANB.NS vs. PFC.NS - Drawdown Comparison

The maximum INDIANB.NS drawdown since its inception was -89.64%, which is greater than PFC.NS's maximum drawdown of -71.96%. Use the drawdown chart below to compare losses from any high point for INDIANB.NS and PFC.NS. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-13.27%
-18.94%
INDIANB.NS
PFC.NS

Volatility

INDIANB.NS vs. PFC.NS - Volatility Comparison

Indian Bank (INDIANB.NS) and Power Finance Corporation Limited (PFC.NS) have volatilities of 13.52% and 13.34%, 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.


5.00%10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
13.52%
13.34%
INDIANB.NS
PFC.NS

Financials

INDIANB.NS vs. PFC.NS - Financials Comparison

This section allows you to compare key financial metrics between Indian Bank and Power Finance Corporation 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.


Quarterly
Annual

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



Values in INR except per share items