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LLOY.L vs. HSBA.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

LLOY.L vs. HSBA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lloyds Banking Group plc (LLOY.L) and HSBC Holdings plc (HSBA.L). The values are adjusted to include any dividend payments, if applicable.

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LLOY.L vs. HSBA.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LLOY.L
Lloyds Banking Group plc
-6.01%88.33%21.09%10.91%-0.38%34.81%-36.92%27.49%-20.02%14.37%
HSBA.L
HSBC Holdings plc
6.90%57.78%34.72%32.14%19.91%22.90%-35.99%-2.42%-11.05%23.54%

Fundamentals

EPS

LLOY.L:

£0.12

HSBA.L:

£1.27

PE Ratio

LLOY.L:

8.01

HSBA.L:

9.60

PEG Ratio

LLOY.L:

2.24

HSBA.L:

0.46

PS Ratio

LLOY.L:

1.98

HSBA.L:

1.68

Total Revenue (TTM)

LLOY.L:

£19.00B

HSBA.L:

£127.96B

Gross Profit (TTM)

LLOY.L:

£14.25B

HSBA.L:

£63.79B

EBITDA (TTM)

LLOY.L:

£6.66B

HSBA.L:

£33.66B

Returns By Period

In the year-to-date period, LLOY.L achieves a -6.01% return, which is significantly lower than HSBA.L's 6.90% return. Over the past 10 years, LLOY.L has underperformed HSBA.L with an annualized return of 8.50%, while HSBA.L has yielded a comparatively higher 17.05% annualized return.


LLOY.L

1D
1.16%
1M
-9.87%
YTD
-6.01%
6M
10.16%
1Y
34.53%
3Y*
31.32%
5Y*
22.16%
10Y*
8.50%

HSBA.L

1D
0.79%
1M
-9.96%
YTD
6.90%
6M
20.93%
1Y
47.02%
3Y*
39.80%
5Y*
31.05%
10Y*
17.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

LLOY.L vs. HSBA.L — Risk / Return Rank

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

LLOY.L
LLOY.L Risk / Return Rank: 7777
Overall Rank
LLOY.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
LLOY.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
LLOY.L Omega Ratio Rank: 7575
Omega Ratio Rank
LLOY.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
LLOY.L Martin Ratio Rank: 8080
Martin Ratio Rank

HSBA.L
HSBA.L Risk / Return Rank: 8585
Overall Rank
HSBA.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
HSBA.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
HSBA.L Omega Ratio Rank: 8787
Omega Ratio Rank
HSBA.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
HSBA.L Martin Ratio Rank: 8787
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.

LLOY.L vs. HSBA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lloyds Banking Group plc (LLOY.L) and HSBC Holdings plc (HSBA.L). 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.


LLOY.LHSBA.LDifference

Sharpe ratio

Return per unit of total volatility

1.27

1.77

-0.50

Sortino ratio

Return per unit of downside risk

1.84

2.22

-0.37

Omega ratio

Gain probability vs. loss probability

1.24

1.34

-0.10

Calmar ratio

Return relative to maximum drawdown

1.71

2.42

-0.71

Martin ratio

Return relative to average drawdown

5.80

8.83

-3.04

LLOY.L vs. HSBA.L - Sharpe Ratio Comparison

The current LLOY.L Sharpe Ratio is 1.27, which is comparable to the HSBA.L Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of LLOY.L and HSBA.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LLOY.LHSBA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.27

1.77

-0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

1.28

-0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.69

-0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.48

-0.30

Correlation

The correlation between LLOY.L and HSBA.L is 0.46, 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.


Dividends

LLOY.L vs. HSBA.L - Dividend Comparison

LLOY.L's dividend yield for the trailing twelve months is around 3.61%, less than HSBA.L's 4.59% yield.


TTM20252024202320222021202020192018201720162015
LLOY.L
Lloyds Banking Group plc
3.61%3.39%5.29%5.28%4.69%2.59%6.17%5.22%6.02%4.70%4.56%2.05%
HSBA.L
HSBC Holdings plc
4.59%4.29%7.16%6.80%4.11%3.54%0.00%6.79%5.83%5.18%5.79%6.12%

Drawdowns

LLOY.L vs. HSBA.L - Drawdown Comparison

The maximum LLOY.L drawdown since its inception was -90.48%, which is greater than HSBA.L's maximum drawdown of -61.74%. Use the drawdown chart below to compare losses from any high point for LLOY.L and HSBA.L.


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Drawdown Indicators


LLOY.LHSBA.LDifference

Max Drawdown

Largest peak-to-trough decline

-90.48%

-61.74%

-28.74%

Max Drawdown (1Y)

Largest decline over 1 year

-19.68%

-19.23%

-0.45%

Max Drawdown (5Y)

Largest decline over 5 years

-25.65%

-21.98%

-3.67%

Max Drawdown (10Y)

Largest decline over 10 years

-61.42%

-59.97%

-1.45%

Current Drawdown

Current decline from peak

-25.45%

-10.24%

-15.21%

Average Drawdown

Average peak-to-trough decline

-41.52%

-14.86%

-26.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.79%

5.26%

+0.53%

Volatility

LLOY.L vs. HSBA.L - Volatility Comparison

Lloyds Banking Group plc (LLOY.L) and HSBC Holdings plc (HSBA.L) have volatilities of 9.69% and 10.01%, 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.


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Volatility by Period


LLOY.LHSBA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.69%

10.01%

-0.32%

Volatility (6M)

Calculated over the trailing 6-month period

18.35%

19.58%

-1.23%

Volatility (1Y)

Calculated over the trailing 1-year period

27.12%

26.52%

+0.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.71%

24.25%

+2.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.57%

24.65%

+5.92%

Financials

LLOY.L vs. HSBA.L - Financials Comparison

This section allows you to compare key financial metrics between Lloyds Banking 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


-10.00B0.0010.00B20.00B30.00B40.00B50.00B60.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
4.74B
26.90B
(LLOY.L) Total Revenue
(HSBA.L) Total Revenue
Values in GBp except per share items

LLOY.L vs. HSBA.L - Profitability Comparison

The chart below illustrates the profitability comparison between Lloyds Banking Group plc and HSBC Holdings plc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober0
39.0%
Portfolio components
LLOY.L - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Lloyds Banking Group plc reported a gross profit of 0.00 and revenue of 4.74B. Therefore, the gross margin over that period was 0.0%.

HSBA.L - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, HSBC Holdings plc reported a gross profit of 10.50B and revenue of 26.90B. Therefore, the gross margin over that period was 39.0%.

LLOY.L - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Lloyds Banking Group plc reported an operating income of 1.93B and revenue of 4.74B, resulting in an operating margin of 40.6%.

HSBA.L - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, HSBC Holdings plc reported an operating income of 6.21B and revenue of 26.90B, resulting in an operating margin of 23.1%.

LLOY.L - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Lloyds Banking Group plc reported a net income of 1.44B and revenue of 4.74B, resulting in a net margin of 30.3%.

HSBA.L - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, HSBC Holdings plc reported a net income of 5.00B and revenue of 26.90B, resulting in a net margin of 18.6%.