NABZY vs. IBN
NABZY (National Australia Bank Ltd ADR) and IBN (ICICI Bank Limited) are both stocks. Both are in the Financial Services sector — NABZY in Banks - Diversified, IBN in Banks - Regional. Over the past 10 years, NABZY returned 9.76%/yr vs 15.33%/yr for IBN. At a 0.38 correlation, their price movements are largely independent.
Performance
NABZY vs. IBN - Performance Comparison
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Returns By Period
In the year-to-date period, NABZY achieves a -4.09% return, which is significantly higher than IBN's -14.43% return. Over the past 10 years, NABZY has underperformed IBN with an annualized return of 9.76%, while IBN has yielded a comparatively higher 15.33% annualized return.
NABZY
- 1D
- -1.42%
- 1M
- -3.19%
- YTD
- -4.09%
- 6M
- 1.16%
- 1Y
- 10.68%
- 3Y*
- 21.09%
- 5Y*
- 9.43%
- 10Y*
- 9.76%
IBN
- 1D
- 0.87%
- 1M
- -2.45%
- YTD
- -14.43%
- 6M
- -16.97%
- 1Y
- -23.64%
- 3Y*
- 4.21%
- 5Y*
- 8.01%
- 10Y*
- 15.33%
NABZY vs. IBN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NABZY National Australia Bank Ltd ADR | -4.09% | 28.38% | 14.94% | 8.79% | 1.20% | 29.44% | 4.63% | 7.33% | -20.32% | 10.66% |
IBN ICICI Bank Limited | -14.43% | 0.57% | 26.32% | 9.80% | 11.27% | 33.57% | -1.52% | 47.01% | 6.25% | 44.03% |
Correlation
The correlation between NABZY and IBN is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 2007 | 0.38 |
The correlation between NABZY and IBN shifts across timeframes, from 0.22 (1 year) to 0.38 (all time), reflecting how their relationship changes across market environments.
Fundamentals
NABZY:
$81.14B
IBN:
$92.40B
NABZY:
$2.04
IBN:
$149.87
NABZY:
6.47
IBN:
0.17
NABZY:
2.41
IBN:
0.01
NABZY:
1.07
IBN:
0.03
NABZY:
1.35
IBN:
0.03
NABZY:
$76.82B
IBN:
$3.13T
NABZY:
$40.43B
IBN:
$2.18T
NABZY:
$9.35B
IBN:
$774.07B
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Return for Risk
NABZY vs. IBN — Risk / Return Rank
NABZY
IBN
NABZY vs. IBN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for National Australia Bank Ltd ADR (NABZY) and ICICI Bank Limited (IBN). 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.
| NABZY | IBN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.59 | ||
| Sortino ratioReturn per unit of downside risk | +2.41 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 0.80 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 0.43 | -0.91 | +1.34 |
| Martin ratioReturn relative to average drawdown | 1.17 | -1.79 | +2.96 |
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
| NABZY | IBN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.41 | -1.17 | +1.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.34 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | 0.49 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.19 | 0.23 | -0.42 |
Drawdowns
NABZY vs. IBN - Drawdown Comparison
The maximum NABZY drawdown since its inception was -95.64%, which is greater than IBN's maximum drawdown of -86.09%. Use the drawdown chart below to compare losses from any high point for NABZY and IBN.
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Drawdown Indicators
| NABZY | IBN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.64% | -86.09% | -9.55% |
Max Drawdown (1Y)Largest decline over 1 year | -24.72% | -26.20% | +1.48% |
Max Drawdown (3Y)Largest decline over 3 years | -30.10% | -26.20% | -3.90% |
Max Drawdown (5Y)Largest decline over 5 years | -30.10% | -26.24% | -3.86% |
Max Drawdown (10Y)Largest decline over 10 years | -62.94% | -55.05% | -7.89% |
Current DrawdownCurrent decline from peak | -80.35% | -25.32% | -55.03% |
Average DrawdownAverage peak-to-trough decline | -82.99% | -28.01% | -54.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.16% | 13.22% | -4.06% |
Volatility
NABZY vs. IBN - Volatility Comparison
National Australia Bank Ltd ADR (NABZY) has a higher volatility of 6.45% compared to ICICI Bank Limited (IBN) at 6.04%. This indicates that NABZY's price experiences larger fluctuations and is considered to be riskier than IBN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NABZY | IBN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.45% | 6.04% | +0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 19.90% | 16.32% | +3.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.99% | 20.29% | +5.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.32% | 23.59% | +2.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.24% | 31.68% | -3.44% |
Dividends
NABZY vs. IBN - Dividend Comparison
NABZY's dividend yield for the trailing twelve months is around 4.41%, more than IBN's 0.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBN ICICI Bank Limited | 0.98% | 0.84% | 0.80% | 0.81% | 0.57% | 0.27% | 0.00% | 0.19% | 0.43% | 0.79% | 1.98% | 4.01% |
NABZY National Australia Bank Ltd ADR | 4.41% | 3.92% | 4.82% | 5.15% | 5.05% | 6.59% | 2.28% | 6.62% | 8.31% | 6.41% | 13.52% | 10.20% |
Financials
NABZY vs. IBN - Financials Comparison
This section allows you to compare key financial metrics between National Australia Bank Ltd ADR and ICICI 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
NABZY vs. IBN - Profitability Comparison
NABZY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, National Australia Bank Ltd ADR reported a gross profit of 10.38B and revenue of 28.03B. Therefore, the gross margin over that period was 37.1%.
IBN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, ICICI Bank Limited reported a gross profit of 623.06B and revenue of 846.14B. Therefore, the gross margin over that period was 73.6%.
NABZY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, National Australia Bank Ltd ADR reported an operating income of 3.78B and revenue of 28.03B, resulting in an operating margin of 13.5%.
IBN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, ICICI Bank Limited reported an operating income of 208.13B and revenue of 846.14B, resulting in an operating margin of 24.6%.
NABZY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, National Australia Bank Ltd ADR reported a net income of 2.70B and revenue of 28.03B, resulting in a net margin of 9.6%.
IBN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, ICICI Bank Limited reported a net income of 147.55B and revenue of 846.14B, resulting in a net margin of 17.4%.
Frequently Asked Questions
NABZY and IBN have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NABZY has higher volatility (6.45%) compared to IBN (6.04%). In terms of maximum drawdown, NABZY dropped -95.64% vs IBN's -86.09%.
NABZY currently has the higher Sharpe Ratio (0.41 vs -1.17), 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.
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