NWG vs. HSBC
Compare and contrast key facts about NatWest Group plc (NWG) and HSBC Holdings plc (HSBC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NWG or HSBC.
Key characteristics
| NWG | HSBC | |
|---|---|---|
| YTD Return | 88.39% | 19.50% |
| 1Y Return | 115.21% | 27.89% |
| 3Y Return (Ann) | 27.19% | 23.21% |
| 5Y Return (Ann) | 18.11% | 8.74% |
| 10Y Return (Ann) | 2.43% | 4.29% |
| Sharpe Ratio | 4.25 | 1.35 |
| Sortino Ratio | 4.85 | 1.67 |
| Omega Ratio | 1.63 | 1.25 |
| Calmar Ratio | 1.32 | 1.63 |
| Martin Ratio | 34.01 | 7.99 |
| Ulcer Index | 3.73% | 3.69% |
| Daily Std Dev | 29.83% | 21.88% |
| Max Drawdown | -98.38% | -74.47% |
| Current Drawdown | -91.47% | -3.97% |
Fundamentals
| NWG | HSBC | |
|---|---|---|
| Market Cap | $42.31B | $163.99B |
| EPS | $1.20 | $6.10 |
| PE Ratio | 8.32 | 7.43 |
| PEG Ratio | 0.55 | 3.00 |
| Total Revenue (TTM) | $17.78B | $128.76B |
| Gross Profit (TTM) | $21.39B | $153.84B |
| EBITDA (TTM) | -$23.00M | $6.61B |
Correlation
The correlation between NWG and HSBC is 0.64, 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
NWG vs. HSBC - Performance Comparison
In the year-to-date period, NWG achieves a 88.39% return, which is significantly higher than HSBC's 19.50% return. Over the past 10 years, NWG has underperformed HSBC with an annualized return of 2.43%, while HSBC has yielded a comparatively higher 4.29% 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
NWG vs. HSBC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for NatWest Group plc (NWG) 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.
Dividends
NWG vs. HSBC - Dividend Comparison
NWG's dividend yield for the trailing twelve months is around 5.85%, less than HSBC's 6.78% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NWG NatWest Group plc | 5.85% | 9.24% | 11.32% | 2.73% | 4.58% | 9.75% | 0.91% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HSBC HSBC Holdings plc | 6.78% | 6.54% | 4.33% | 3.65% | 0.00% | 6.52% | 6.20% | 4.94% | 6.35% | 6.33% | 5.19% | 4.35% |
Drawdowns
NWG vs. HSBC - Drawdown Comparison
The maximum NWG drawdown since its inception was -98.38%, which is greater than HSBC's maximum drawdown of -74.47%. Use the drawdown chart below to compare losses from any high point for NWG and HSBC. For additional features, visit the drawdowns tool.
Volatility
NWG vs. HSBC - Volatility Comparison
NatWest Group plc (NWG) has a higher volatility of 7.82% compared to HSBC Holdings plc (HSBC) at 6.51%. This indicates that NWG's price experiences larger fluctuations and is considered to be riskier than HSBC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
NWG vs. HSBC - Financials Comparison
This section allows you to compare key financial metrics between NatWest 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.
Total Revenue: Total amount of money received from sales and other business activities