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ABN AMRO Bank N.V (AAVMY)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

SectorFinancial Services
IndustryBanks - Diversified

Highlights

Market Cap$13.78B
EPS (TTM)$3.09
PE Ratio5.24
PEG Ratio2.99
Total Revenue (TTM)$9.47B
Gross Profit (TTM)$9.47B
EBITDA (TTM)$1.71B
Year Range$11.02 - $18.40

Share Price Chart


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Compare to other instruments

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


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ABN AMRO Bank N.V, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
-0.40%
14.55%
AAVMY (ABN AMRO Bank N.V)
Benchmark (^GSPC)

Returns By Period

ABN AMRO Bank N.V had a return of 28.93% year-to-date (YTD) and 51.60% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date28.93%25.23%
1 month-3.61%3.86%
6 months-0.40%14.56%
1 year51.60%36.29%
5 years (annualized)7.58%14.10%
10 years (annualized)N/A11.37%

Monthly Returns

The table below presents the monthly returns of AAVMY, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.33%8.59%13.19%-0.43%5.59%-3.00%5.70%2.14%5.43%-9.41%28.93%
202319.68%6.41%-10.06%5.20%-8.72%6.59%9.15%-9.26%-3.95%-4.74%-0.89%12.38%18.34%
20229.02%-18.23%-3.20%2.70%-5.73%-4.02%-9.37%-2.85%-7.42%10.72%30.07%8.31%1.96%
20216.44%10.85%4.95%6.11%4.36%-10.29%-3.24%19.07%2.24%9.48%-2.95%4.02%60.14%
2020-4.41%-21.56%-40.34%4.86%5.93%7.34%-4.75%15.33%-12.38%-1.70%25.54%-4.59%-39.55%
2019-2.14%-1.18%5.64%-8.57%6.76%-0.27%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of AAVMY is 78, placing it in the top 22% of stocks on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of AAVMY is 7878
Combined Rank
The Sharpe Ratio Rank of AAVMY is 7979Sharpe Ratio Rank
The Sortino Ratio Rank of AAVMY is 7373Sortino Ratio Rank
The Omega Ratio Rank of AAVMY is 7474Omega Ratio Rank
The Calmar Ratio Rank of AAVMY is 8484Calmar Ratio Rank
The Martin Ratio Rank of AAVMY is 8383Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for ABN AMRO Bank N.V (AAVMY) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


AAVMY
Sharpe ratio
The chart of Sharpe ratio for AAVMY, currently valued at 1.41, compared to the broader market-4.00-2.000.002.004.001.41
Sortino ratio
The chart of Sortino ratio for AAVMY, currently valued at 1.97, compared to the broader market-4.00-2.000.002.004.006.001.97
Omega ratio
The chart of Omega ratio for AAVMY, currently valued at 1.28, compared to the broader market0.501.001.502.001.28
Calmar ratio
The chart of Calmar ratio for AAVMY, currently valued at 1.64, compared to the broader market0.002.004.006.001.64
Martin ratio
The chart of Martin ratio for AAVMY, currently valued at 7.85, compared to the broader market-10.000.0010.0020.0030.007.85
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.94, compared to the broader market-4.00-2.000.002.004.002.94
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.93, compared to the broader market-4.00-2.000.002.004.006.003.93
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.55, compared to the broader market0.501.001.502.001.55
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.89, compared to the broader market0.002.004.006.003.89
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 19.19, compared to the broader market-10.000.0010.0020.0030.0019.19

Sharpe Ratio

The current ABN AMRO Bank N.V Sharpe ratio is 1.41. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of ABN AMRO Bank N.V with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.41
2.94
AAVMY (ABN AMRO Bank N.V)
Benchmark (^GSPC)

Dividends

Dividend History

ABN AMRO Bank N.V provided a 15.53% dividend yield over the last twelve months, with an annual payout of $2.57 per share. The company has been increasing its dividends for 3 consecutive years.


5.00%6.00%7.00%8.00%9.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.20$1.402020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020
Dividend$2.57$1.40$1.02$0.79$0.76

Dividend yield

15.53%9.35%7.41%5.39%7.73%

Monthly Dividends

The table displays the monthly dividend distributions for ABN AMRO Bank N.V. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.96$0.96$0.00$0.00$0.00$0.65$0.00$0.00$0.00$2.57
2023$0.00$0.00$0.00$0.72$0.00$0.00$0.00$0.68$0.00$0.00$0.00$0.00$1.40
2022$0.00$0.00$0.00$0.69$0.00$0.00$0.00$0.33$0.00$0.00$0.00$0.00$1.02
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.79$0.00$0.00$0.79
2020$0.76$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.76

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%15.5%
ABN AMRO Bank N.V has a dividend yield of 15.53%, which means its dividend payment is significantly above the market average.
Payout Ratio
200.0%400.0%600.0%109.2%
ABN AMRO Bank N.V has a payout ratio of 109.18%, which is above the market average. This might signify the company's strong earnings or financial health. However, it could also hint at a more mature business phase with potentially slower growth.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-9.86%
0
AAVMY (ABN AMRO Bank N.V)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the ABN AMRO Bank N.V. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the ABN AMRO Bank N.V was 66.14%, occurring on Apr 22, 2020. Recovery took 453 trading sessions.

The current ABN AMRO Bank N.V drawdown is 9.86%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-66.14%Sep 16, 2019152Apr 22, 2020453Feb 7, 2022605
-47.37%Feb 9, 2022169Oct 11, 202272Jan 25, 2023241
-23.21%Jul 25, 202376Nov 8, 202388Mar 18, 2024164
-16.19%Mar 7, 20239Mar 17, 202385Jul 20, 202394
-12.4%May 15, 202457Aug 6, 202415Aug 27, 202472

Volatility

Volatility Chart

The current ABN AMRO Bank N.V volatility is 6.70%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
6.70%
3.93%
AAVMY (ABN AMRO Bank N.V)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of ABN AMRO Bank N.V over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Valuation

The Valuation section provides an assessment of the market value of ABN AMRO Bank N.V compared to its peers in the Banks - Diversified industry.


PE Ratio
10.020.030.040.050.05.2
The chart displays the price to earnings (P/E) ratio for AAVMY in comparison to other companies of the Banks - Diversified industry. Currently, AAVMY has a PE value of 5.2. This PE value is considered to be low compared to the rest of the industry.
PEG Ratio
2.04.06.08.010.012.03.0
The chart displays the price to earnings to growth (PEG) ratio for AAVMY in comparison to other companies of the Banks - Diversified industry. Currently, AAVMY has a PEG value of 3.0. This PEG ratio is much higher than those of other companies of the industry. This might be an indicator of the company being overvalued.

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for ABN AMRO Bank N.V.


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Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items