Based on the perspective of industry differences, this paper selects the 2006-2012 panel data of 16 listed banks and 9 major industries as research object. Through comparative analysis of the factors which affect their profit, we can investigate the true reasons of our bank industry's high profit. The empirical results show: (1) the positive effect of scale index on the entity industry is stronger than the bank industry; the risk index has an opposite effect on them. (2) The market concentration is significant and positive correlated with bank profits, however, the connection with entity industry is negative, but not significant. (3) Among the macro-economic environment, the effect of deposit and loan's spread on entity industry is significant and negative, yet not significant on bank industry; the securitization rate is negative correlated with bank industry, but with entity industry to the opposite. Therefore, broadening the folk financial access, pushing on the interest rate marketization, improving risk management and perfecting the development of capital market are the inevitable init