PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ING vs. HSBC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

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.

-10.00%-5.00%0.00%5.00%JuneJulyAugustSeptemberOctoberNovember
-9.56%
6.55%
ING
HSBC

Returns By Period

In the year-to-date period, ING achieves a 13.80% return, which is significantly lower than HSBC's 23.35% return. Over the past 10 years, ING has outperformed HSBC with an annualized return of 6.57%, while HSBC has yielded a comparatively lower 4.79% annualized return.


ING

YTD

13.80%

1M

-8.57%

6M

-9.01%

1Y

22.27%

5Y (annualized)

12.90%

10Y (annualized)

6.57%

HSBC

YTD

23.35%

1M

4.98%

6M

7.49%

1Y

29.61%

5Y (annualized)

9.38%

10Y (annualized)

4.79%

Fundamentals


INGHSBC
Market Cap$49.35B$167.67B
EPS$2.17$6.10
PE Ratio7.257.61
PEG Ratio0.413.03
Total Revenue (TTM)$24.12B$128.76B
Gross Profit (TTM)$17.19B$153.84B
EBITDA (TTM)-$184.00M$6.08B

Key characteristics


INGHSBC
Sharpe Ratio1.111.44
Sortino Ratio1.551.77
Omega Ratio1.211.27
Calmar Ratio0.471.74
Martin Ratio3.998.50
Ulcer Index6.27%3.70%
Daily Std Dev22.56%21.89%
Max Drawdown-92.98%-74.47%
Current Drawdown-37.94%-0.87%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.6

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.

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 1.11, compared to the broader market-4.00-2.000.002.004.001.111.44
The chart of Sortino ratio for ING, currently valued at 1.55, compared to the broader market-4.00-2.000.002.004.001.551.77
The chart of Omega ratio for ING, currently valued at 1.21, compared to the broader market0.501.001.502.001.211.27
The chart of Calmar ratio for ING, currently valued at 0.47, compared to the broader market0.002.004.006.000.471.74
The chart of Martin ratio for ING, currently valued at 3.99, compared to the broader market-10.000.0010.0020.0030.003.998.50
ING
HSBC

The current ING Sharpe Ratio is 1.11, which is comparable to the HSBC Sharpe Ratio of 1.44. 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 Ratio0.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.11
1.44
ING
HSBC

Dividends

ING vs. HSBC - Dividend Comparison

ING's dividend yield for the trailing twelve months is around 7.55%, more than HSBC's 6.57% yield.


TTM20232022202120202019201820172016201520142013
ING
ING Groep N.V.
7.55%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
6.57%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%JuneJulyAugustSeptemberOctoberNovember
-37.94%
-0.87%
ING
HSBC

Volatility

ING vs. HSBC - Volatility Comparison

The current volatility for ING Groep N.V. (ING) is 6.42%, while HSBC Holdings plc (HSBC) has a volatility of 6.80%. This indicates that ING experiences smaller price fluctuations and is considered to be less risky 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%JuneJulyAugustSeptemberOctoberNovember
6.42%
6.80%
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