PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SWBI vs. IDCBY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SWBI and IDCBY is 0.06, 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.


-0.50.00.51.00.1

Performance

SWBI vs. IDCBY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Smith & Wesson Brands, Inc. (SWBI) and Industrial and Commercial Bank of China Limited (IDCBY). The values are adjusted to include any dividend payments, if applicable.

200.00%250.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
160.08%
276.26%
SWBI
IDCBY

Key characteristics

Sharpe Ratio

SWBI:

-0.47

IDCBY:

1.60

Sortino Ratio

SWBI:

-0.45

IDCBY:

2.34

Omega Ratio

SWBI:

0.93

IDCBY:

1.30

Calmar Ratio

SWBI:

-0.22

IDCBY:

1.50

Martin Ratio

SWBI:

-1.28

IDCBY:

9.89

Ulcer Index

SWBI:

17.42%

IDCBY:

4.58%

Daily Std Dev

SWBI:

47.78%

IDCBY:

28.36%

Max Drawdown

SWBI:

-100.00%

IDCBY:

-46.03%

Current Drawdown

SWBI:

-100.00%

IDCBY:

-1.34%

Fundamentals

Market Cap

SWBI:

$483.59M

IDCBY:

$292.50B

EPS

SWBI:

$0.78

IDCBY:

$2.69

PE Ratio

SWBI:

14.09

IDCBY:

4.61

Total Revenue (TTM)

SWBI:

$514.64M

IDCBY:

$1.41T

Gross Profit (TTM)

SWBI:

$158.31M

IDCBY:

$1.41T

EBITDA (TTM)

SWBI:

$73.45M

IDCBY:

$2.63B

Returns By Period

In the year-to-date period, SWBI achieves a -23.08% return, which is significantly lower than IDCBY's 38.84% return. Over the past 10 years, SWBI has underperformed IDCBY with an annualized return of 3.95%, while IDCBY has yielded a comparatively higher 5.19% annualized return.


SWBI

YTD

-23.08%

1M

-23.29%

6M

-27.50%

1Y

-23.37%

5Y*

10.05%

10Y*

3.95%

IDCBY

YTD

38.84%

1M

4.50%

6M

17.30%

1Y

44.14%

5Y*

3.31%

10Y*

5.19%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

SWBI vs. IDCBY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Smith & Wesson Brands, Inc. (SWBI) and Industrial and Commercial Bank of China Limited (IDCBY). 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.


Sharpe ratio
The chart of Sharpe ratio for SWBI, currently valued at -0.47, compared to the broader market-4.00-2.000.002.00-0.471.60
The chart of Sortino ratio for SWBI, currently valued at -0.45, compared to the broader market-4.00-2.000.002.004.00-0.452.34
The chart of Omega ratio for SWBI, currently valued at 0.93, compared to the broader market0.501.001.502.000.931.30
The chart of Calmar ratio for SWBI, currently valued at -0.33, compared to the broader market0.002.004.006.00-0.331.50
The chart of Martin ratio for SWBI, currently valued at -1.28, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.289.89
SWBI
IDCBY

The current SWBI Sharpe Ratio is -0.47, which is lower than the IDCBY Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of SWBI and IDCBY, 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 Ratio-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.47
1.60
SWBI
IDCBY

Dividends

SWBI vs. IDCBY - Dividend Comparison

SWBI's dividend yield for the trailing twelve months is around 5.08%, less than IDCBY's 6.73% yield.


TTM20232022202120202019201820172016201520142013
SWBI
Smith & Wesson Brands, Inc.
5.08%3.39%4.38%1.63%0.56%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IDCBY
Industrial and Commercial Bank of China Limited
6.73%8.64%8.51%7.37%5.73%4.70%5.33%4.23%6.00%6.81%5.77%5.70%

Drawdowns

SWBI vs. IDCBY - Drawdown Comparison

The maximum SWBI drawdown since its inception was -100.00%, which is greater than IDCBY's maximum drawdown of -46.03%. Use the drawdown chart below to compare losses from any high point for SWBI and IDCBY. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-68.11%
-1.34%
SWBI
IDCBY

Volatility

SWBI vs. IDCBY - Volatility Comparison

Smith & Wesson Brands, Inc. (SWBI) has a higher volatility of 24.71% compared to Industrial and Commercial Bank of China Limited (IDCBY) at 6.50%. This indicates that SWBI's price experiences larger fluctuations and is considered to be riskier than IDCBY 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%JulyAugustSeptemberOctoberNovemberDecember
24.71%
6.50%
SWBI
IDCBY

Financials

SWBI vs. IDCBY - Financials Comparison

This section allows you to compare key financial metrics between Smith & Wesson Brands, Inc. and Industrial and Commercial Bank of China 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab