KOTAKBANK.NS vs. HDB
Compare and contrast key facts about Kotak Mahindra Bank Limited (KOTAKBANK.NS) and HDFC Bank Limited (HDB).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: KOTAKBANK.NS or HDB.
Key characteristics
| KOTAKBANK.NS | HDB | |
|---|---|---|
| YTD Return | -8.15% | -3.91% |
| 1Y Return | 0.05% | 13.92% |
| 3Y Return (Ann) | -6.34% | -2.22% |
| 5Y Return (Ann) | 1.86% | 1.87% |
| 10Y Return (Ann) | 12.43% | 10.46% |
| Sharpe Ratio | 0.04 | 0.51 |
| Sortino Ratio | 0.20 | 0.83 |
| Omega Ratio | 1.03 | 1.13 |
| Calmar Ratio | 0.03 | 0.42 |
| Martin Ratio | 0.12 | 1.24 |
| Ulcer Index | 7.78% | 11.67% |
| Daily Std Dev | 22.69% | 28.11% |
| Max Drawdown | -97.79% | -67.92% |
| Current Drawdown | -20.78% | -19.05% |
Fundamentals
| KOTAKBANK.NS | HDB | |
|---|---|---|
| Market Cap | ₹3.47T | $164.19B |
| EPS | ₹109.63 | $3.15 |
| PE Ratio | 15.91 | 20.46 |
| Total Revenue (TTM) | ₹946.25B | $2.11T |
| Gross Profit (TTM) | ₹1.02T | $2.08T |
| EBITDA (TTM) | ₹162.70B | $201.82B |
Correlation
The correlation between KOTAKBANK.NS and HDB is 0.38, 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
KOTAKBANK.NS vs. HDB - Performance Comparison
In the year-to-date period, KOTAKBANK.NS achieves a -8.15% return, which is significantly lower than HDB's -3.91% return. Over the past 10 years, KOTAKBANK.NS has outperformed HDB with an annualized return of 12.43%, while HDB has yielded a comparatively lower 10.46% 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
KOTAKBANK.NS vs. HDB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Kotak Mahindra Bank Limited (KOTAKBANK.NS) and HDFC Bank Limited (HDB). 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
KOTAKBANK.NS vs. HDB - Dividend Comparison
KOTAKBANK.NS's dividend yield for the trailing twelve months is around 0.11%, less than HDB's 1.09% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KOTAKBANK.NS Kotak Mahindra Bank Limited | 0.11% | 0.08% | 0.06% | 0.05% | 0.00% | 0.05% | 0.06% | 0.06% | 0.07% | 0.06% | 0.06% | 0.10% |
HDB HDFC Bank Limited | 1.09% | 2.08% | 1.74% | 0.81% | 0.00% | 0.68% | 0.55% | 0.50% | 0.70% | 0.61% | 1.99% | 0.89% |
Drawdowns
KOTAKBANK.NS vs. HDB - Drawdown Comparison
The maximum KOTAKBANK.NS drawdown since its inception was -97.79%, which is greater than HDB's maximum drawdown of -67.92%. Use the drawdown chart below to compare losses from any high point for KOTAKBANK.NS and HDB. For additional features, visit the drawdowns tool.
Volatility
KOTAKBANK.NS vs. HDB - Volatility Comparison
Kotak Mahindra Bank Limited (KOTAKBANK.NS) and HDFC Bank Limited (HDB) have volatilities of 7.30% and 7.19%, 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.
Financials
KOTAKBANK.NS vs. HDB - Financials Comparison
This section allows you to compare key financial metrics between Kotak Mahindra Bank 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