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ING vs. HSBC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ING and HSBC is 0.61, 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.


-0.50.00.51.00.6

Performance

ING vs. HSBC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ING Groep N.V. (ING) and HSBC Holdings plc (HSBC). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%120.00%140.00%160.00%JulyAugustSeptemberOctoberNovemberDecember
46.22%
159.08%
ING
HSBC

Key characteristics

Sharpe Ratio

ING:

0.50

HSBC:

1.52

Sortino Ratio

ING:

0.82

HSBC:

1.85

Omega Ratio

ING:

1.11

HSBC:

1.29

Calmar Ratio

ING:

0.22

HSBC:

1.82

Martin Ratio

ING:

1.43

HSBC:

8.91

Ulcer Index

ING:

8.11%

HSBC:

3.70%

Daily Std Dev

ING:

23.22%

HSBC:

21.69%

Max Drawdown

ING:

-92.98%

HSBC:

-74.47%

Current Drawdown

ING:

-40.21%

HSBC:

-0.76%

Fundamentals

Market Cap

ING:

$48.48B

HSBC:

$174.87B

EPS

ING:

$2.17

HSBC:

$6.10

PE Ratio

ING:

7.06

HSBC:

7.97

PEG Ratio

ING:

0.41

HSBC:

3.22

Total Revenue (TTM)

ING:

$22.62B

HSBC:

$128.76B

Gross Profit (TTM)

ING:

$22.60B

HSBC:

$153.84B

EBITDA (TTM)

ING:

$899.00M

HSBC:

$6.08B

Returns By Period

In the year-to-date period, ING achieves a 9.65% return, which is significantly lower than HSBC's 28.18% return. Over the past 10 years, ING has outperformed HSBC with an annualized return of 6.77%, while HSBC has yielded a comparatively lower 5.62% annualized return.


ING

YTD

9.65%

1M

-2.42%

6M

-5.73%

1Y

10.02%

5Y*

11.09%

10Y*

6.77%

HSBC

YTD

28.18%

1M

4.41%

6M

13.47%

1Y

30.83%

5Y*

9.18%

10Y*

5.62%

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Risk-Adjusted Performance

ING vs. HSBC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ING Groep N.V. (ING) and HSBC Holdings plc (HSBC). 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.


Sharpe ratio
The chart of Sharpe ratio for ING, currently valued at 0.50, compared to the broader market-4.00-2.000.002.000.501.52
The chart of Sortino ratio for ING, currently valued at 0.82, compared to the broader market-4.00-2.000.002.004.000.821.85
The chart of Omega ratio for ING, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.29
The chart of Calmar ratio for ING, currently valued at 0.22, compared to the broader market0.002.004.006.000.221.82
The chart of Martin ratio for ING, currently valued at 1.43, compared to the broader market-5.000.005.0010.0015.0020.0025.001.438.91
ING
HSBC

The current ING Sharpe Ratio is 0.50, which is lower than the HSBC Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of ING and HSBC, 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 Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.50
1.52
ING
HSBC

Dividends

ING vs. HSBC - Dividend Comparison

ING's dividend yield for the trailing twelve months is around 7.83%, more than HSBC's 6.32% yield.


TTM20232022202120202019201820172016201520142013
ING
ING Groep N.V.
7.83%5.86%7.17%5.09%0.00%6.33%7.64%3.99%5.24%2.95%0.00%0.00%
HSBC
HSBC Holdings plc
6.32%6.54%4.33%3.65%0.00%6.52%6.20%4.94%6.35%6.33%5.19%4.35%

Drawdowns

ING vs. HSBC - Drawdown Comparison

The maximum ING drawdown since its inception was -92.98%, which is greater than HSBC's maximum drawdown of -74.47%. Use the drawdown chart below to compare losses from any high point for ING and HSBC. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-40.21%
-0.76%
ING
HSBC

Volatility

ING vs. HSBC - Volatility Comparison

ING Groep N.V. (ING) has a higher volatility of 6.89% compared to HSBC Holdings plc (HSBC) at 3.39%. This indicates that ING's price experiences larger fluctuations and is considered to be riskier than HSBC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
6.89%
3.39%
ING
HSBC

Financials

ING vs. HSBC - Financials Comparison

This section allows you to compare key financial metrics between ING Groep N.V. and HSBC Holdings plc. 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 USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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