LT.NS vs. HDFCBANK.NS
Compare and contrast key facts about Larsen & Toubro Limited (LT.NS) and HDFC Bank Limited (HDFCBANK.NS).
Performance
LT.NS vs. HDFCBANK.NS - Performance Comparison
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LT.NS vs. HDFCBANK.NS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LT.NS Larsen & Toubro Limited | -11.66% | 14.25% | 3.12% | 70.97% | 11.43% | 48.91% | 3.41% | -8.53% | 15.71% | 43.34% |
HDFCBANK.NS HDFC Bank Limited | -25.24% | 13.58% | 5.12% | 6.03% | 11.34% | 3.40% | 12.78% | 21.24% | 14.11% | 56.61% |
Returns By Period
In the year-to-date period, LT.NS achieves a -11.66% return, which is significantly higher than HDFCBANK.NS's -25.24% return. Over the past 10 years, LT.NS has outperformed HDFCBANK.NS with an annualized return of 17.72%, while HDFCBANK.NS has yielded a comparatively lower 11.73% annualized return.
LT.NS
- 1D
- 2.95%
- 1M
- -11.29%
- YTD
- -11.66%
- 6M
- -1.71%
- 1Y
- 5.95%
- 3Y*
- 19.70%
- 5Y*
- 21.35%
- 10Y*
- 17.72%
HDFCBANK.NS
- 1D
- 0.99%
- 1M
- -15.85%
- YTD
- -25.24%
- 6M
- -23.15%
- 1Y
- -14.99%
- 3Y*
- -1.40%
- 5Y*
- 0.98%
- 10Y*
- 11.73%
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Return for Risk
LT.NS vs. HDFCBANK.NS — Risk / Return Rank
LT.NS
HDFCBANK.NS
LT.NS vs. HDFCBANK.NS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Larsen & Toubro Limited (LT.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.
| LT.NS | HDFCBANK.NS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.24 | -0.87 | +1.11 |
Sortino ratioReturn per unit of downside risk | 0.49 | -1.13 | +1.62 |
Omega ratioGain probability vs. loss probability | 1.07 | 0.86 | +0.21 |
Calmar ratioReturn relative to maximum drawdown | 0.16 | -0.60 | +0.77 |
Martin ratioReturn relative to average drawdown | 0.66 | -2.38 | +3.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LT.NS | HDFCBANK.NS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.24 | -0.87 | +1.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | 0.05 | +0.84 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.54 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.66 | -0.11 |
Correlation
The correlation between LT.NS and HDFCBANK.NS 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.
Dividends
LT.NS vs. HDFCBANK.NS - Dividend Comparison
LT.NS's dividend yield for the trailing twelve months is around 0.94%, less than HDFCBANK.NS's 1.82% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LT.NS Larsen & Toubro Limited | 0.94% | 0.83% | 0.78% | 0.85% | 1.05% | 0.95% | 2.80% | 1.39% | 1.11% | 2.78% | 1.35% | 1.27% |
HDFCBANK.NS HDFC Bank Limited | 1.82% | 1.36% | 1.10% | 1.11% | 0.95% | 0.44% | 0.00% | 0.78% | 0.61% | 0.59% | 0.79% | 0.74% |
Drawdowns
LT.NS vs. HDFCBANK.NS - Drawdown Comparison
The maximum LT.NS drawdown since its inception was -74.92%, which is greater than HDFCBANK.NS's maximum drawdown of -55.50%. Use the drawdown chart below to compare losses from any high point for LT.NS and HDFCBANK.NS.
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Drawdown Indicators
| LT.NS | HDFCBANK.NS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.92% | -55.50% | -19.42% |
Max Drawdown (1Y)Largest decline over 1 year | -24.35% | -27.44% | +3.09% |
Max Drawdown (5Y)Largest decline over 5 years | -28.88% | -27.44% | -1.44% |
Max Drawdown (10Y)Largest decline over 10 years | -54.44% | -40.47% | -13.97% |
Current DrawdownCurrent decline from peak | -18.35% | -26.72% | +8.37% |
Average DrawdownAverage peak-to-trough decline | -17.06% | -10.38% | -6.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.06% | 6.96% | -0.90% |
Volatility
LT.NS vs. HDFCBANK.NS - Volatility Comparison
Larsen & Toubro Limited (LT.NS) has a higher volatility of 15.57% compared to HDFC Bank Limited (HDFCBANK.NS) at 10.33%. This indicates that LT.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.
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Volatility by Period
| LT.NS | HDFCBANK.NS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.57% | 10.33% | +5.24% |
Volatility (6M)Calculated over the trailing 6-month period | 19.33% | 13.64% | +5.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.75% | 17.78% | +6.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.39% | 20.47% | +3.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.49% | 22.18% | +4.31% |
Financials
LT.NS vs. HDFCBANK.NS - Financials Comparison
This section allows you to compare key financial metrics between Larsen & Toubro 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