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LGGNY vs. HSBC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

LGGNY vs. HSBC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Legal & General Group Plc (LGGNY) and HSBC Holdings plc (HSBC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LGGNY achieves a 9.40% return, which is significantly lower than HSBC's 23.06% return. Over the past 10 years, LGGNY has underperformed HSBC with an annualized return of 9.11%, while HSBC has yielded a comparatively higher 17.61% annualized return.


LGGNY

1D
-0.22%
1M
6.08%
YTD
9.40%
6M
15.54%
1Y
15.39%
3Y*
16.11%
5Y*
6.28%
10Y*
9.11%

HSBC

1D
-1.65%
1M
4.47%
YTD
23.06%
6M
34.44%
1Y
65.49%
3Y*
45.12%
5Y*
32.27%
10Y*
17.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LGGNY vs. HSBC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LGGNY
Legal & General Group Plc
9.40%32.85%-3.49%17.36%-21.83%18.83%-1.17%45.45%-16.11%35.63%
HSBC
HSBC Holdings plc
23.06%67.91%34.48%39.45%7.79%20.76%-31.71%1.44%-16.05%36.04%

Correlation

The correlation between LGGNY and HSBC is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.55

Correlation (3Y)
Calculated over the trailing 3-year period

0.50

Correlation (5Y)
Calculated over the trailing 5-year period

0.53

Correlation (10Y)
Calculated over the trailing 10-year period

0.50

Correlation (All Time)
Calculated using the full available price history since Jul 16, 2007

0.44

The correlation between LGGNY and HSBC shifts across timeframes, from 0.44 (all time) to 0.55 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

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Return for Risk

LGGNY vs. HSBC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LGGNY
LGGNY Risk / Return Rank: 6060
Overall Rank
LGGNY Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
LGGNY Sortino Ratio Rank: 5757
Sortino Ratio Rank
LGGNY Omega Ratio Rank: 5656
Omega Ratio Rank
LGGNY Calmar Ratio Rank: 6060
Calmar Ratio Rank
LGGNY Martin Ratio Rank: 6464
Martin Ratio Rank

HSBC
HSBC Risk / Return Rank: 9090
Overall Rank
HSBC Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
HSBC Sortino Ratio Rank: 9090
Sortino Ratio Rank
HSBC Omega Ratio Rank: 9090
Omega Ratio Rank
HSBC Calmar Ratio Rank: 8787
Calmar Ratio Rank
HSBC Martin Ratio Rank: 9292
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LGGNY vs. HSBC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Legal & General Group Plc (LGGNY) 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.


LGGNYHSBCDifference
Sharpe ratioReturn per unit of total volatility

-1.81

Sortino ratioReturn per unit of downside risk

-2.15

Omega ratioGain probability vs. loss probability

1.14

1.44

-0.30

Calmar ratioReturn relative to maximum drawdown

0.93

4.04

-3.12

Martin ratioReturn relative to average drawdown

2.51

14.50

-12.00

LGGNY vs. HSBC - Sharpe Ratio Comparison

The current LGGNY Sharpe Ratio is 0.71, which is lower than the HSBC Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of LGGNY and HSBC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


LGGNYHSBCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.71

2.52

-1.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

1.26

-1.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

0.69

-0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.25

-0.09

Drawdowns

LGGNY vs. HSBC - Drawdown Comparison

The maximum LGGNY drawdown since its inception was -89.75%, which is greater than HSBC's maximum drawdown of -74.47%. Use the drawdown chart below to compare losses from any high point for LGGNY and HSBC.


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Drawdown Indicators


LGGNYHSBCDifference

Max Drawdown

Largest peak-to-trough decline

-89.75%

-74.47%

-15.28%

Max Drawdown (1Y)

Largest decline over 1 year

-16.70%

-16.28%

-0.42%

Max Drawdown (3Y)

Largest decline over 3 years

-18.03%

-21.83%

+3.80%

Max Drawdown (5Y)

Largest decline over 5 years

-43.39%

-31.80%

-11.59%

Max Drawdown (10Y)

Largest decline over 10 years

-62.54%

-62.26%

-0.28%

Current Drawdown

Current decline from peak

-0.71%

-1.65%

+0.94%

Average Drawdown

Average peak-to-trough decline

-20.44%

-24.12%

+3.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.15%

4.53%

+1.62%

Volatility

LGGNY vs. HSBC - Volatility Comparison

The current volatility for Legal & General Group Plc (LGGNY) is 6.81%, while HSBC Holdings plc (HSBC) has a volatility of 9.27%. This indicates that LGGNY 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.


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Volatility by Period


LGGNYHSBCDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.81%

9.27%

-2.46%

Volatility (6M)

Calculated over the trailing 6-month period

17.13%

21.43%

-4.30%

Volatility (1Y)

Calculated over the trailing 1-year period

21.78%

26.11%

-4.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.94%

25.76%

+1.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.66%

25.55%

+9.11%

Dividends

LGGNY vs. HSBC - Dividend Comparison

LGGNY's dividend yield for the trailing twelve months is around 7.92%, more than HSBC's 4.00% yield.


PositionTTM20252024202320222021202020192018201720162015
HSBC
HSBC Holdings plc
4.00%4.19%8.29%6.54%4.33%3.65%4.05%6.52%6.20%4.94%6.35%6.33%
LGGNY
Legal & General Group Plc
7.92%7.92%9.06%7.34%7.62%5.68%5.86%4.97%6.77%8.42%12.35%4.47%

Financials

LGGNY vs. HSBC - Financials Comparison

This section allows you to compare key financial metrics between Legal & General Group Plc 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


10.00B20.00B30.00B40.00B50.00B60.00B70.00B80.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
32.92B
(LGGNY) Total Revenue
(HSBC) Total Revenue
Values in USD except per share items

Frequently Asked Questions


LGGNY and HSBC have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HSBC has higher volatility (9.27%) compared to LGGNY (6.81%). In terms of maximum drawdown, LGGNY dropped -89.75% vs HSBC's -74.47%.

HSBC currently has the higher Sharpe Ratio (2.52 vs 0.71), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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