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PFC.NS vs. INDIANB.NS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


PFC.NSINDIANB.NS
YTD Return25.38%37.14%
1Y Return58.23%29.11%
3Y Return (Ann)75.56%55.54%
5Y Return (Ann)51.51%41.43%
10Y Return (Ann)22.90%14.42%
Sharpe Ratio1.710.87
Sortino Ratio2.121.46
Omega Ratio1.331.19
Calmar Ratio3.751.88
Martin Ratio8.024.06
Ulcer Index10.80%8.40%
Daily Std Dev50.61%39.43%
Max Drawdown-71.96%-89.64%
Current Drawdown-17.25%-7.36%

Fundamentals


PFC.NSINDIANB.NS
Market Cap₹1.59T₹762.58B
EPS₹62.27₹74.11
PE Ratio7.507.61
Total Revenue (TTM)₹581.41B₹423.24B
Gross Profit (TTM)₹125.40B₹514.77B
EBITDA (TTM)₹247.63B₹91.46B

Correlation

-0.50.00.51.00.5

The correlation between PFC.NS and INDIANB.NS is 0.45, 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

PFC.NS vs. INDIANB.NS - Performance Comparison

In the year-to-date period, PFC.NS achieves a 25.38% return, which is significantly lower than INDIANB.NS's 37.14% return. Over the past 10 years, PFC.NS has outperformed INDIANB.NS with an annualized return of 22.90%, while INDIANB.NS has yielded a comparatively lower 14.42% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
11.06%
11.52%
PFC.NS
INDIANB.NS

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Risk-Adjusted Performance

PFC.NS vs. INDIANB.NS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Power Finance Corporation Limited (PFC.NS) and Indian Bank (INDIANB.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.


PFC.NS
Sharpe ratio
The chart of Sharpe ratio for PFC.NS, currently valued at 1.67, compared to the broader market-4.00-2.000.002.004.001.67
Sortino ratio
The chart of Sortino ratio for PFC.NS, currently valued at 2.09, compared to the broader market-4.00-2.000.002.004.006.002.09
Omega ratio
The chart of Omega ratio for PFC.NS, currently valued at 1.32, compared to the broader market0.501.001.502.001.32
Calmar ratio
The chart of Calmar ratio for PFC.NS, currently valued at 3.68, compared to the broader market0.002.004.006.003.68
Martin ratio
The chart of Martin ratio for PFC.NS, currently valued at 7.64, compared to the broader market0.0010.0020.0030.007.64
INDIANB.NS
Sharpe ratio
The chart of Sharpe ratio for INDIANB.NS, currently valued at 0.91, compared to the broader market-4.00-2.000.002.004.000.91
Sortino ratio
The chart of Sortino ratio for INDIANB.NS, currently valued at 1.51, compared to the broader market-4.00-2.000.002.004.006.001.51
Omega ratio
The chart of Omega ratio for INDIANB.NS, currently valued at 1.19, compared to the broader market0.501.001.502.001.19
Calmar ratio
The chart of Calmar ratio for INDIANB.NS, currently valued at 1.90, compared to the broader market0.002.004.006.001.90
Martin ratio
The chart of Martin ratio for INDIANB.NS, currently valued at 4.16, compared to the broader market0.0010.0020.0030.004.16

PFC.NS vs. INDIANB.NS - Sharpe Ratio Comparison

The current PFC.NS Sharpe Ratio is 1.71, which is higher than the INDIANB.NS Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of PFC.NS and INDIANB.NS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.002.004.006.008.00JuneJulyAugustSeptemberOctoberNovember
1.67
0.91
PFC.NS
INDIANB.NS

Dividends

PFC.NS vs. INDIANB.NS - Dividend Comparison

PFC.NS's dividend yield for the trailing twelve months is around 3.59%, more than INDIANB.NS's 2.13% yield.


TTM20232022202120202019201820172016201520142013
PFC.NS
Power Finance Corporation Limited
3.59%2.85%8.86%12.32%8.31%0.00%1.68%9.03%2.09%8.89%2.99%4.19%
INDIANB.NS
Indian Bank
2.13%2.04%2.28%1.43%0.00%0.00%2.46%1.59%0.68%3.64%2.16%5.68%

Drawdowns

PFC.NS vs. INDIANB.NS - Drawdown Comparison

The maximum PFC.NS drawdown since its inception was -71.96%, smaller than the maximum INDIANB.NS drawdown of -89.64%. Use the drawdown chart below to compare losses from any high point for PFC.NS and INDIANB.NS. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-17.94%
-8.13%
PFC.NS
INDIANB.NS

Volatility

PFC.NS vs. INDIANB.NS - Volatility Comparison

Power Finance Corporation Limited (PFC.NS) has a higher volatility of 13.33% compared to Indian Bank (INDIANB.NS) at 12.65%. This indicates that PFC.NS's price experiences larger fluctuations and is considered to be riskier than INDIANB.NS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
13.33%
12.65%
PFC.NS
INDIANB.NS

Financials

PFC.NS vs. INDIANB.NS - Financials Comparison

This section allows you to compare key financial metrics between Power Finance Corporation Limited and Indian Bank. 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



Values in INR except per share items