ITC.NS vs. HDFCBANK.NS
Compare and contrast key facts about ITC Limited (ITC.NS) and HDFC Bank Limited (HDFCBANK.NS).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ITC.NS or HDFCBANK.NS.
Key characteristics
| ITC.NS | HDFCBANK.NS | |
|---|---|---|
| YTD Return | -5.65% | -13.36% |
| 1Y Return | 2.55% | -10.62% |
| 3Y Return (Ann) | 31.90% | 3.21% |
| 5Y Return (Ann) | 12.56% | 5.97% |
| 10Y Return (Ann) | 9.32% | 15.11% |
| Sharpe Ratio | 0.13 | -0.43 |
| Daily Std Dev | 18.05% | 18.46% |
| Max Drawdown | -55.35% | -55.11% |
| Current Drawdown | -11.41% | -14.31% |
Fundamentals
| ITC.NS | HDFCBANK.NS | |
|---|---|---|
| Market Cap | ₹5.42T | ₹10.92T |
| EPS | ₹16.42 | ₹88.72 |
| PE Ratio | 26.42 | 16.19 |
| Revenue (TTM) | ₹705.93B | ₹2.29T |
| Gross Profit (TTM) | ₹410.73B | ₹1.13T |
| EBITDA (TTM) | ₹262.20B | ₹11.52B |
Correlation
The correlation between ITC.NS and HDFCBANK.NS is 0.39, 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.
Performance
ITC.NS vs. HDFCBANK.NS - Performance Comparison
In the year-to-date period, ITC.NS achieves a -5.65% return, which is significantly higher than HDFCBANK.NS's -13.36% return. Over the past 10 years, ITC.NS has underperformed HDFCBANK.NS with an annualized return of 9.32%, while HDFCBANK.NS has yielded a comparatively higher 15.11% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ITC.NS vs. HDFCBANK.NS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ITC Limited (ITC.NS) and HDFC Bank Limited (HDFCBANK.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.
Dividends
ITC.NS vs. HDFCBANK.NS - Dividend Comparison
ITC.NS's dividend yield for the trailing twelve months is around 2.09%, less than HDFCBANK.NS's 2.64% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITC.NS ITC Limited | 2.09% | 1.89% | 3.47% | 4.93% | 4.86% | 2.42% | 1.83% | 1.80% | 0.55% | 1.91% | 1.63% | 1.63% |
HDFCBANK.NS HDFC Bank Limited | 1.33% | 1.11% | 0.95% | 0.44% | 0.00% | 0.79% | 0.61% | 0.59% | 0.79% | 0.74% | 0.72% | 0.83% |
Drawdowns
ITC.NS vs. HDFCBANK.NS - Drawdown Comparison
The maximum ITC.NS drawdown since its inception was -55.35%, roughly equal to the maximum HDFCBANK.NS drawdown of -55.11%. Use the drawdown chart below to compare losses from any high point for ITC.NS and HDFCBANK.NS. For additional features, visit the drawdowns tool.
Volatility
ITC.NS vs. HDFCBANK.NS - Volatility Comparison
ITC Limited (ITC.NS) has a higher volatility of 5.98% compared to HDFC Bank Limited (HDFCBANK.NS) at 5.39%. This indicates that ITC.NS's price experiences larger fluctuations and is considered to be riskier than HDFCBANK.NS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
ITC.NS vs. HDFCBANK.NS - Financials Comparison
This section allows you to compare key financial metrics between ITC Limited and HDFC Bank 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.
Total Revenue: Total amount of money received from sales and other business activities