TRVC.DE vs. HSBA.L
TRVC.DE (Citigroup Inc) and HSBA.L (HSBC Holdings plc) are both stocks. Both operate in the Banks - Diversified industry within the Financial Services sector. Over the past 10 years, TRVC.DE returned 13.59%/yr vs 16.68%/yr for HSBA.L. At a 0.50 correlation, their price movements are largely independent.
Performance
TRVC.DE vs. HSBA.L - Performance Comparison
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Different Trading Currencies
TRVC.DE is traded in EUR, while HSBA.L is traded in GBp. To make them comparable, the HSBA.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, TRVC.DE achieves a 15.86% return, which is significantly lower than HSBA.L's 21.37% return. Over the past 10 years, TRVC.DE has underperformed HSBA.L with an annualized return of 13.59%, while HSBA.L has yielded a comparatively higher 16.68% annualized return.
TRVC.DE
- 1D
- 4.10%
- 1M
- 5.70%
- YTD
- 15.86%
- 6M
- 25.81%
- 1Y
- 75.54%
- 3Y*
- 42.83%
- 5Y*
- 15.70%
- 10Y*
- 13.59%
HSBA.L
- 1D
- -1.88%
- 1M
- 7.21%
- YTD
- 21.37%
- 6M
- 32.75%
- 1Y
- 59.94%
- 3Y*
- 39.91%
- 5Y*
- 32.73%
- 10Y*
- 16.68%
TRVC.DE vs. HSBA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TRVC.DE Citigroup Inc | 15.86% | 52.97% | 49.52% | 14.82% | -18.59% | 10.39% | -27.32% | 56.30% | -26.94% | 11.69% |
HSBA.L HSBC Holdings plc | 21.37% | 49.55% | 41.22% | 34.94% | 13.73% | 30.89% | -39.47% | 3.78% | -12.15% | 18.67% |
Correlation
The correlation between TRVC.DE and HSBA.L is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Aug 29, 2007 | 0.50 |
The correlation between TRVC.DE and HSBA.L shifts across timeframes, from 0.38 (3 years) to 0.50 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TRVC.DE vs. HSBA.L — Risk / Return Rank
TRVC.DE
HSBA.L
TRVC.DE vs. HSBA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Citigroup Inc (TRVC.DE) and HSBC Holdings plc (HSBA.L). 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.
| TRVC.DE | HSBA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.28 | ||
| Sortino ratioReturn per unit of downside risk | +0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.42 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 5.15 | 3.89 | +1.25 |
| Martin ratioReturn relative to average drawdown | 15.67 | 14.38 | +1.29 |
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
| TRVC.DE | HSBA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.62 | 2.34 | +0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 1.30 | -0.77 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.65 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.07 | 0.25 | -0.31 |
Drawdowns
TRVC.DE vs. HSBA.L - Drawdown Comparison
The maximum TRVC.DE drawdown since its inception was -98.67%, which is greater than HSBA.L's maximum drawdown of -70.41%. Use the drawdown chart below to compare losses from any high point for TRVC.DE and HSBA.L.
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Drawdown Indicators
| TRVC.DE | HSBA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.67% | -70.41% | -28.26% |
Max Drawdown (1Y)Largest decline over 1 year | -14.99% | -15.32% | +0.33% |
Max Drawdown (3Y)Largest decline over 3 years | -36.04% | -24.61% | -11.43% |
Max Drawdown (5Y)Largest decline over 5 years | -39.53% | -24.61% | -14.92% |
Max Drawdown (10Y)Largest decline over 10 years | -52.55% | -61.21% | +8.66% |
Current DrawdownCurrent decline from peak | -75.65% | -3.20% | -72.45% |
Average DrawdownAverage peak-to-trough decline | -75.20% | -19.10% | -56.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.88% | 4.16% | +0.72% |
Volatility
TRVC.DE vs. HSBA.L - Volatility Comparison
Citigroup Inc (TRVC.DE) and HSBC Holdings plc (HSBA.L) have volatilities of 8.13% and 7.95%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TRVC.DE | HSBA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.13% | 7.95% | +0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 22.85% | 21.09% | +1.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.47% | 25.49% | +3.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.80% | 25.20% | +4.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.02% | 25.54% | +6.48% |
Dividends
TRVC.DE vs. HSBA.L - Dividend Comparison
TRVC.DE's dividend yield for the trailing twelve months is around 1.53%, less than HSBA.L's 4.11% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HSBA.L HSBC Holdings plc | 4.11% | 4.29% | 7.16% | 6.80% | 4.11% | 3.54% | 0.00% | 6.79% | 5.83% | 5.18% | 5.79% | 6.12% |
TRVC.DE Citigroup Inc | 1.53% | 1.77% | 2.56% | 3.53% | 3.96% | 2.76% | 3.96% | 0.55% | 0.48% | 1.15% | 0.57% | 0.26% |
Financials
TRVC.DE vs. HSBA.L - Financials Comparison
This section allows you to compare key financial metrics between Citigroup Inc 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
Frequently Asked Questions
TRVC.DE and HSBA.L have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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