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

Company Info

ISINNL0011540547
SectorFinancial Services
IndustryBanks—Diversified

Highlights

Market Cap€13.11B
EPS€2.99
PE Ratio5.23
PEG Ratio3.00
Revenue (TTM)€8.78B
Gross Profit (TTM)€7.80B
Year Range€11.83 - €16.58
Target Price€17.10

Share Price Chart


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ABN AMRO Bank N.V.

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%0.00%10.00%20.00%30.00%NovemberDecember2024FebruaryMarchApril
22.03%
18.98%
ABN.AS (ABN AMRO Bank N.V.)
Benchmark (^GSPC)

S&P 500

Returns By Period

ABN AMRO Bank N.V. had a return of 14.13% year-to-date (YTD) and 11.31% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date14.13%5.05%
1 month1.11%-4.27%
6 months22.03%18.82%
1 year11.31%21.22%
5 years (annualized)1.79%11.38%
10 years (annualized)N/A10.42%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.52%8.71%6.73%
2023-1.14%-5.62%-2.92%10.35%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ABN.AS is 64, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of ABN.AS is 6464
ABN AMRO Bank N.V.(ABN.AS)
The Sharpe Ratio Rank of ABN.AS is 6868Sharpe Ratio Rank
The Sortino Ratio Rank of ABN.AS is 6060Sortino Ratio Rank
The Omega Ratio Rank of ABN.AS is 6161Omega Ratio Rank
The Calmar Ratio Rank of ABN.AS is 6868Calmar Ratio Rank
The Martin Ratio Rank of ABN.AS is 6565Martin 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. (ABN.AS) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


ABN.AS
Sharpe ratio
The chart of Sharpe ratio for ABN.AS, currently valued at 0.49, compared to the broader market-2.00-1.000.001.002.003.000.49
Sortino ratio
The chart of Sortino ratio for ABN.AS, currently valued at 0.81, compared to the broader market-4.00-2.000.002.004.000.81
Omega ratio
The chart of Omega ratio for ABN.AS, currently valued at 1.11, compared to the broader market0.501.001.501.11
Calmar ratio
The chart of Calmar ratio for ABN.AS, currently valued at 0.36, compared to the broader market0.001.002.003.004.005.000.37
Martin ratio
The chart of Martin ratio for ABN.AS, currently valued at 1.31, compared to the broader market0.0010.0020.0030.001.31
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.81, compared to the broader market-2.00-1.000.001.002.003.001.81
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.64, compared to the broader market-4.00-2.000.002.004.002.64
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market0.501.001.501.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.001.002.003.004.005.001.38
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.21, compared to the broader market0.0010.0020.0030.007.21

Sharpe Ratio

The current ABN AMRO Bank N.V. Sharpe ratio is 0.49. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.49
2.18
ABN.AS (ABN AMRO Bank N.V.)
Benchmark (^GSPC)

Dividends

Dividend History

ABN AMRO Bank N.V. granted a 4.00% dividend yield in the last twelve months. The annual payout for that period amounted to €0.62 per share.


PeriodTTM20232022202120202019201820172016
Dividend€0.62€1.29€0.93€0.68€0.68€1.40€1.45€1.09€0.84

Dividend yield

4.00%9.49%7.20%5.26%8.48%8.63%7.06%4.05%3.99%

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.


JanFebMarAprMayJunJulAugSepOctNovDec
2024€0.00€0.00€0.00
2023€0.00€0.00€0.00€0.67€0.00€0.00€0.00€0.62€0.00€0.00€0.00€0.00
2022€0.00€0.00€0.00€0.61€0.00€0.00€0.00€0.32€0.00€0.00€0.00€0.00
2021€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.68€0.00€0.00
2020€0.00€0.00€0.00€0.68€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2019€0.00€0.00€0.00€0.80€0.00€0.00€0.00€0.60€0.00€0.00€0.00€0.00
2018€0.00€0.00€0.00€0.00€0.80€0.00€0.00€0.65€0.00€0.00€0.00€0.00
2017€0.00€0.00€0.00€0.00€0.00€0.44€0.00€0.65€0.00€0.00€0.00€0.00
2016€0.44€0.00€0.00€0.40€0.00€0.00€0.00€0.00

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%4.0%
ABN AMRO Bank N.V. has a dividend yield of 4.00%, which is quite average when compared to the overall market.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%72.9%
ABN AMRO Bank N.V. has a payout ratio of 72.91%, 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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-12.41%
-3.66%
ABN.AS (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 73.99%, occurring on Apr 21, 2020. The portfolio has not yet recovered.

The current ABN AMRO Bank N.V. drawdown is 12.41%.


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

Volatility

Volatility Chart

The current ABN AMRO Bank N.V. volatility is 5.24%, 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%12.00%NovemberDecember2024FebruaryMarchApril
5.24%
3.33%
ABN.AS (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

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

0.00

Cost Of Revenue

0.00

Gross Profit

0.00
Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items