SWDBY vs. HSBC
SWDBY (Swedbank AB) and HSBC (HSBC Holdings plc) are both stocks. Both are in the Financial Services sector — SWDBY in Banks - Regional, HSBC in Banks - Diversified. Over the past 10 years, SWDBY returned 13.95%/yr vs 17.61%/yr for HSBC. A 0.52 correlation means they provide meaningful diversification when combined.
Performance
SWDBY vs. HSBC - Performance Comparison
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Returns By Period
In the year-to-date period, SWDBY achieves a 12.41% return, which is significantly lower than HSBC's 23.06% return. Over the past 10 years, SWDBY has underperformed HSBC with an annualized return of 13.95%, while HSBC has yielded a comparatively higher 17.61% annualized return.
SWDBY
- 1D
- -1.58%
- 1M
- 2.73%
- YTD
- 12.41%
- 6M
- 20.10%
- 1Y
- 43.89%
- 3Y*
- 40.93%
- 5Y*
- 23.24%
- 10Y*
- 13.95%
HSBC
- 1D
- -1.65%
- 1M
- 4.47%
- YTD
- 23.06%
- 6M
- 34.44%
- 1Y
- 65.49%
- 3Y*
- 45.12%
- 5Y*
- 32.27%
- 10Y*
- 17.61%
SWDBY vs. HSBC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWDBY Swedbank AB | 12.41% | 90.26% | 5.22% | 25.67% | -9.48% | 24.29% | 28.84% | -26.38% | -0.35% | 12.99% |
HSBC HSBC Holdings plc | 23.06% | 67.91% | 34.48% | 39.45% | 7.79% | 20.76% | -31.71% | 1.44% | -16.05% | 36.04% |
Correlation
The correlation between SWDBY and HSBC is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 2007 | 0.52 |
The correlation between SWDBY and HSBC shifts across timeframes, from 0.50 (5 years) to 0.66 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
SWDBY:
$40.03B
HSBC:
$323.86B
SWDBY:
$28.24
HSBC:
$6.38
SWDBY:
1.25
HSBC:
14.67
SWDBY:
0.09
HSBC:
0.72
SWDBY:
0.35
HSBC:
2.55
SWDBY:
0.20
HSBC:
1.85
SWDBY:
$114.78B
HSBC:
$128.37B
SWDBY:
$51.81B
HSBC:
$65.42B
SWDBY:
$40.52B
HSBC:
$34.27B
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Return for Risk
SWDBY vs. HSBC — Risk / Return Rank
SWDBY
HSBC
SWDBY vs. HSBC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Swedbank AB (SWDBY) 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.
| SWDBY | HSBC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.54 | ||
| Sortino ratioReturn per unit of downside risk | -0.55 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.44 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 3.30 | 4.04 | -0.75 |
| Martin ratioReturn relative to average drawdown | 10.88 | 14.50 | -3.63 |
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
| SWDBY | HSBC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.99 | 2.52 | -0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 1.26 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.69 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.25 | -0.08 |
Drawdowns
SWDBY vs. HSBC - Drawdown Comparison
The maximum SWDBY drawdown since its inception was -94.66%, which is greater than HSBC's maximum drawdown of -74.47%. Use the drawdown chart below to compare losses from any high point for SWDBY and HSBC.
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Drawdown Indicators
| SWDBY | HSBC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.66% | -74.47% | -20.19% |
Max Drawdown (1Y)Largest decline over 1 year | -13.37% | -16.28% | +2.91% |
Max Drawdown (3Y)Largest decline over 3 years | -20.11% | -21.83% | +1.72% |
Max Drawdown (5Y)Largest decline over 5 years | -41.38% | -31.80% | -9.58% |
Max Drawdown (10Y)Largest decline over 10 years | -53.67% | -62.26% | +8.59% |
Current DrawdownCurrent decline from peak | -4.48% | -1.65% | -2.83% |
Average DrawdownAverage peak-to-trough decline | -24.93% | -24.12% | -0.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.14% | 4.53% | -0.39% |
Volatility
SWDBY vs. HSBC - Volatility Comparison
The current volatility for Swedbank AB (SWDBY) is 6.16%, while HSBC Holdings plc (HSBC) has a volatility of 9.27%. This indicates that SWDBY experiences smaller price fluctuations and is considered to be less risky than HSBC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWDBY | HSBC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.16% | 9.27% | -3.11% |
Volatility (6M)Calculated over the trailing 6-month period | 18.33% | 21.43% | -3.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.26% | 26.11% | -3.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.55% | 25.76% | +1.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.11% | 25.55% | +3.56% |
Dividends
SWDBY vs. HSBC - Dividend Comparison
SWDBY's dividend yield for the trailing twelve months is around 9.29%, more than HSBC's 4.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HSBC HSBC Holdings plc | 4.00% | 4.19% | 8.29% | 6.54% | 4.33% | 3.65% | 4.05% | 6.52% | 6.20% | 4.94% | 6.35% | 6.33% |
SWDBY Swedbank AB | 9.29% | 5.70% | 7.49% | 4.63% | 7.15% | 8.58% | 5.23% | 10.26% | 7.05% | 12.07% | 11.31% | 5.97% |
Financials
SWDBY vs. HSBC - Financials Comparison
This section allows you to compare key financial metrics between Swedbank AB 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
SWDBY vs. HSBC - Profitability Comparison
SWDBY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Swedbank AB reported a gross profit of 16.96B and revenue of 26.91B. Therefore, the gross margin over that period was 63.0%.
HSBC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, HSBC Holdings plc reported a gross profit of 16.93B and revenue of 32.92B. Therefore, the gross margin over that period was 51.4%.
SWDBY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Swedbank AB reported an operating income of 9.36B and revenue of 26.91B, resulting in an operating margin of 34.8%.
HSBC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, HSBC Holdings plc reported an operating income of 9.36B and revenue of 32.92B, resulting in an operating margin of 28.4%.
SWDBY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Swedbank AB reported a net income of 7.35B and revenue of 26.91B, resulting in a net margin of 27.3%.
HSBC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, HSBC Holdings plc reported a net income of 7.33B and revenue of 32.92B, resulting in a net margin of 22.3%.
Frequently Asked Questions
SWDBY and HSBC have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HSBC has higher volatility (9.27%) compared to SWDBY (6.16%). In terms of maximum drawdown, SWDBY dropped -94.66% vs HSBC's -74.47%.
HSBC currently has the higher Sharpe Ratio (2.52 vs 1.99), 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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