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ABN AMRO Bank N.V. (ABN.AS)

Equity · Currency in EUR · Last updated Sep 24, 2022

Company Info

ISINNL0011540547
SectorFinancial Services
IndustryBanks—Diversified

ABN.ASShare Price Chart


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ABN.ASPerformance

The chart shows the growth of €10,000 invested in ABN AMRO Bank N.V. in Nov 2015 and compares it to the S&P 500 index or another benchmark. It would be worth nearly €8,210 for a total return of roughly -17.90%. All prices are adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%5.00%AprilMayJuneJulyAugustSeptember
-15.62%
-20.24%
ABN.AS (ABN AMRO Bank N.V.)
Benchmark (^GSPC)

ABN.ASReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-0.27%-10.55%
6M-11.21%-18.28%
YTD-21.50%-22.50%
1Y-6.30%-15.96%
5Y-10.69%7.93%
10Y-2.79%8.34%

ABN.ASMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
202210.16%-16.63%-1.85%8.26%-9.09%-1.74%-6.86%-4.07%0.79%
20217.36%10.57%8.82%3.75%1.60%-6.67%-3.62%20.35%5.35%8.09%-0.99%2.51%
2020-3.08%-20.86%-39.84%4.31%3.00%6.32%-8.38%13.67%-10.42%-1.48%22.77%-7.28%
20195.74%-1.84%-5.72%8.39%-9.68%-0.66%-4.54%-6.52%-0.06%3.18%-7.19%4.71%
20181.45%-6.19%-4.41%5.15%-10.54%-0.00%6.66%1.14%0.51%-7.46%3.78%-8.79%
20173.33%-0.69%5.32%5.93%-4.75%3.09%3.02%1.07%7.65%4.64%-6.00%7.92%
2016-6.92%-5.20%-1.29%3.69%0.57%-18.63%11.58%13.41%-0.03%14.14%-2.97%3.19%
20158.34%3.97%

ABN.ASSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current ABN AMRO Bank N.V. Sharpe ratio is -0.36. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-0.500.000.501.00AprilMayJuneJulyAugustSeptember
-0.36
-0.66
ABN.AS (ABN AMRO Bank N.V.)
Benchmark (^GSPC)

ABN.ASDividend History

ABN AMRO Bank N.V. granted a 16.68% dividend yield in the last twelve months. The annual payout for that period amounted to €1.61 per share.


PeriodTTM2021202020192018201720162015
Dividend€1.61€0.68€0.68€1.40€1.45€1.09€0.84€0.00

Dividend yield

16.68%5.53%9.42%10.70%9.43%5.76%5.94%0.00%

ABN.ASDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugustSeptember
-51.61%
-22.99%
ABN.AS (ABN AMRO Bank N.V.)
Benchmark (^GSPC)

ABN.ASWorst Drawdowns

The table below shows the maximum drawdowns of the ABN AMRO Bank N.V.. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the ABN AMRO Bank N.V. is 73.99%, recorded on Apr 21, 2020. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-73.99%Jan 16, 2018577Apr 21, 2020
-30.45%Dec 31, 2015132Jul 6, 201674Oct 18, 2016206
-11.14%May 8, 201722Jun 6, 201751Aug 16, 201773
-10.7%Nov 15, 201610Nov 28, 20168Dec 8, 201618
-8.68%Mar 17, 201721Apr 18, 20174Apr 24, 201725
-8.19%Nov 2, 201713Nov 20, 201715Dec 11, 201728
-7.8%Aug 17, 201715Sep 6, 201715Sep 27, 201730
-5.06%Jan 16, 201731Feb 27, 20174Mar 3, 201735
-4.99%Oct 28, 20166Nov 4, 20163Nov 9, 20169
-4.65%Dec 9, 20164Dec 14, 201613Jan 3, 201717

ABN.ASVolatility Chart

Current ABN AMRO Bank N.V. volatility is 37.04%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


10.00%20.00%30.00%40.00%50.00%60.00%70.00%80.00%AprilMayJuneJulyAugustSeptember
37.04%
23.28%
ABN.AS (ABN AMRO Bank N.V.)
Benchmark (^GSPC)