HDB vs SAN: returns, Sharpe ratio and drawdown

Over the past year, SAN returned +34.75% against -34.92% for HDB. Over five years, SAN averaged +28.75% a year, compared with -7.94% for HDB. SAN had the higher Sharpe ratio over the past year (0.92 vs -1.47), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -20.29% for SAN and -41.26% for HDB.