KOTAKBANK.NS vs. HDFCBANK.NS
Compare and contrast key facts about Kotak Mahindra Bank Limited (KOTAKBANK.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: KOTAKBANK.NS or HDFCBANK.NS.
Key characteristics
| KOTAKBANK.NS | HDFCBANK.NS | |
|---|---|---|
| YTD Return | -10.20% | 0.39% |
| 1Y Return | -3.47% | 14.06% |
| 3Y Return (Ann) | -6.58% | 4.15% |
| 5Y Return (Ann) | 1.10% | 6.76% |
| 10Y Return (Ann) | 12.18% | 15.13% |
| Sharpe Ratio | -0.09 | 0.68 |
| Sortino Ratio | 0.03 | 1.01 |
| Omega Ratio | 1.00 | 1.15 |
| Calmar Ratio | -0.07 | 0.76 |
| Martin Ratio | -0.26 | 1.58 |
| Ulcer Index | 7.93% | 9.54% |
| Daily Std Dev | 22.80% | 22.19% |
| Max Drawdown | -97.79% | -55.11% |
| Current Drawdown | -22.55% | -5.09% |
Fundamentals
| KOTAKBANK.NS | HDFCBANK.NS | |
|---|---|---|
| Market Cap | ₹3.39T | ₹13.13T |
| EPS | ₹109.65 | ₹88.32 |
| PE Ratio | 15.57 | 19.45 |
| Total Revenue (TTM) | ₹946.25B | ₹4.35T |
| Gross Profit (TTM) | ₹1.02T | ₹4.35T |
| EBITDA (TTM) | ₹162.70B | ₹441.51B |
Correlation
The correlation between KOTAKBANK.NS and HDFCBANK.NS is 0.60, 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
KOTAKBANK.NS vs. HDFCBANK.NS - Performance Comparison
In the year-to-date period, KOTAKBANK.NS achieves a -10.20% return, which is significantly lower than HDFCBANK.NS's 0.39% return. Over the past 10 years, KOTAKBANK.NS has underperformed HDFCBANK.NS with an annualized return of 12.18%, while HDFCBANK.NS has yielded a comparatively higher 15.13% 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. HDFCBANK.NS - 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 (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
KOTAKBANK.NS vs. HDFCBANK.NS - Dividend Comparison
KOTAKBANK.NS's dividend yield for the trailing twelve months is around 0.12%, less than HDFCBANK.NS's 1.15% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KOTAKBANK.NS Kotak Mahindra Bank Limited | 0.12% | 0.08% | 0.06% | 0.05% | 0.00% | 0.05% | 0.06% | 0.06% | 0.07% | 0.06% | 0.06% | 0.10% |
HDFCBANK.NS HDFC Bank Limited | 1.15% | 1.11% | 0.95% | 0.44% | 0.00% | 0.79% | 0.61% | 0.59% | 0.79% | 0.74% | 0.72% | 0.83% |
Drawdowns
KOTAKBANK.NS vs. HDFCBANK.NS - Drawdown Comparison
The maximum KOTAKBANK.NS drawdown since its inception was -97.79%, which is greater than HDFCBANK.NS's maximum drawdown of -55.11%. Use the drawdown chart below to compare losses from any high point for KOTAKBANK.NS and HDFCBANK.NS. For additional features, visit the drawdowns tool.
Volatility
KOTAKBANK.NS vs. HDFCBANK.NS - Volatility Comparison
The current volatility for Kotak Mahindra Bank Limited (KOTAKBANK.NS) is 5.88%, while HDFC Bank Limited (HDFCBANK.NS) has a volatility of 6.23%. This indicates that KOTAKBANK.NS experiences smaller price fluctuations and is considered to be less risky than HDFCBANK.NS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
KOTAKBANK.NS vs. HDFCBANK.NS - 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