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

Key characteristics


INGHSBC
YTD Return20.28%14.16%
1Y Return54.78%29.90%
3Y Return (Ann)19.78%19.52%
5Y Return (Ann)12.66%4.56%
10Y Return (Ann)7.20%3.91%
Sharpe Ratio2.211.45
Daily Std Dev24.05%20.52%
Max Drawdown-92.98%-74.47%
Current Drawdown-34.41%-0.13%

Fundamentals


INGHSBC
Market Cap$56.74B$167.39B
EPS$2.23$5.80
PE Ratio7.707.66
PEG Ratio0.410.44
Revenue (TTM)$17.63B$56.65B
Gross Profit (TTM)$29.42B$50.51B

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.

Performance

ING vs. HSBC - Performance Comparison

In the year-to-date period, ING achieves a 20.28% return, which is significantly higher than HSBC's 14.16% return. Over the past 10 years, ING has outperformed HSBC with an annualized return of 7.20%, while HSBC has yielded a comparatively lower 3.91% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


20.00%40.00%60.00%80.00%100.00%120.00%140.00%December2024FebruaryMarchAprilMay
60.40%
130.72%
ING
HSBC

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ING Groep N.V.

HSBC Holdings plc

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.


ING
Sharpe ratio
The chart of Sharpe ratio for ING, currently valued at 2.21, compared to the broader market-2.00-1.000.001.002.003.004.002.21
Sortino ratio
The chart of Sortino ratio for ING, currently valued at 2.81, compared to the broader market-4.00-2.000.002.004.006.002.81
Omega ratio
The chart of Omega ratio for ING, currently valued at 1.39, compared to the broader market0.501.001.501.39
Calmar ratio
The chart of Calmar ratio for ING, currently valued at 0.92, compared to the broader market0.002.004.006.000.92
Martin ratio
The chart of Martin ratio for ING, currently valued at 8.38, compared to the broader market-10.000.0010.0020.0030.008.38
HSBC
Sharpe ratio
The chart of Sharpe ratio for HSBC, currently valued at 1.45, compared to the broader market-2.00-1.000.001.002.003.004.001.45
Sortino ratio
The chart of Sortino ratio for HSBC, currently valued at 1.83, compared to the broader market-4.00-2.000.002.004.006.001.83
Omega ratio
The chart of Omega ratio for HSBC, currently valued at 1.27, compared to the broader market0.501.001.501.27
Calmar ratio
The chart of Calmar ratio for HSBC, currently valued at 1.37, compared to the broader market0.002.004.006.001.37
Martin ratio
The chart of Martin ratio for HSBC, currently valued at 5.42, compared to the broader market-10.000.0010.0020.0030.005.42

ING vs. HSBC - Sharpe Ratio Comparison

The current ING Sharpe Ratio is 2.21, which is higher than the HSBC Sharpe Ratio of 1.45. The chart below compares the 12-month rolling Sharpe Ratio of ING and HSBC.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50December2024FebruaryMarchAprilMay
2.21
1.45
ING
HSBC

Dividends

ING vs. HSBC - Dividend Comparison

ING's dividend yield for the trailing twelve months is around 6.99%, more than HSBC's 6.86% yield.


TTM20232022202120202019201820172016201520142013
ING
ING Groep N.V.
6.99%5.86%7.12%5.05%0.00%6.28%7.64%3.98%5.17%2.86%0.00%0.00%
HSBC
HSBC Holdings plc
6.86%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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-34.41%
-0.13%
ING
HSBC

Volatility

ING vs. HSBC - Volatility Comparison

ING Groep N.V. (ING) has a higher volatility of 9.85% compared to HSBC Holdings plc (HSBC) at 6.06%. 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.


2.00%4.00%6.00%8.00%10.00%December2024FebruaryMarchAprilMay
9.85%
6.06%
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