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AAVMY vs. NDA-FI.HE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AAVMY and NDA-FI.HE is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

AAVMY vs. NDA-FI.HE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ABN AMRO Bank N.V (AAVMY) and Nordea Bank Abp (NDA-FI.HE). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
-5.02%
-10.74%
AAVMY
NDA-FI.HE

Key characteristics

Sharpe Ratio

AAVMY:

0.77

NDA-FI.HE:

0.11

Sortino Ratio

AAVMY:

1.26

NDA-FI.HE:

0.29

Omega Ratio

AAVMY:

1.16

NDA-FI.HE:

1.04

Calmar Ratio

AAVMY:

1.10

NDA-FI.HE:

0.15

Martin Ratio

AAVMY:

2.78

NDA-FI.HE:

0.29

Ulcer Index

AAVMY:

7.12%

NDA-FI.HE:

7.33%

Daily Std Dev

AAVMY:

25.52%

NDA-FI.HE:

19.90%

Max Drawdown

AAVMY:

-66.14%

NDA-FI.HE:

-71.84%

Current Drawdown

AAVMY:

-17.32%

NDA-FI.HE:

-11.13%

Fundamentals

Market Cap

AAVMY:

$12.70B

NDA-FI.HE:

€36.99B

EPS

AAVMY:

$3.05

NDA-FI.HE:

€1.42

PE Ratio

AAVMY:

4.95

NDA-FI.HE:

7.45

PEG Ratio

AAVMY:

2.99

NDA-FI.HE:

3.65

Total Revenue (TTM)

AAVMY:

$8.75B

NDA-FI.HE:

€12.03B

Returns By Period

In the year-to-date period, AAVMY achieves a 18.26% return, which is significantly higher than NDA-FI.HE's 1.16% return.


AAVMY

YTD

18.26%

1M

-3.13%

6M

-5.02%

1Y

20.34%

5Y*

6.87%

10Y*

N/A

NDA-FI.HE

YTD

1.16%

1M

-2.42%

6M

-7.84%

1Y

2.12%

5Y*

15.45%

10Y*

8.54%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

AAVMY vs. NDA-FI.HE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ABN AMRO Bank N.V (AAVMY) and Nordea Bank Abp (NDA-FI.HE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for AAVMY, currently valued at 0.72, compared to the broader market-4.00-2.000.002.000.72-0.23
The chart of Sortino ratio for AAVMY, currently valued at 1.19, compared to the broader market-4.00-2.000.002.004.001.19-0.18
The chart of Omega ratio for AAVMY, currently valued at 1.15, compared to the broader market0.501.001.502.001.150.98
The chart of Calmar ratio for AAVMY, currently valued at 1.02, compared to the broader market0.002.004.006.001.02-0.34
The chart of Martin ratio for AAVMY, currently valued at 2.52, compared to the broader market0.0010.0020.002.52-0.68
AAVMY
NDA-FI.HE

The current AAVMY Sharpe Ratio is 0.77, which is higher than the NDA-FI.HE Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of AAVMY and NDA-FI.HE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.72
-0.23
AAVMY
NDA-FI.HE

Dividends

AAVMY vs. NDA-FI.HE - Dividend Comparison

AAVMY's dividend yield for the trailing twelve months is around 16.93%, more than NDA-FI.HE's 8.79% yield.


TTM20232022202120202019201820172016201520142013
AAVMY
ABN AMRO Bank N.V
16.93%9.35%7.41%5.39%7.73%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NDA-FI.HE
Nordea Bank Abp
8.79%7.10%6.88%4.26%6.00%9.53%9.35%6.44%6.04%6.13%4.46%3.50%

Drawdowns

AAVMY vs. NDA-FI.HE - Drawdown Comparison

The maximum AAVMY drawdown since its inception was -66.14%, smaller than the maximum NDA-FI.HE drawdown of -71.84%. Use the drawdown chart below to compare losses from any high point for AAVMY and NDA-FI.HE. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-17.32%
-14.78%
AAVMY
NDA-FI.HE

Volatility

AAVMY vs. NDA-FI.HE - Volatility Comparison

ABN AMRO Bank N.V (AAVMY) has a higher volatility of 7.10% compared to Nordea Bank Abp (NDA-FI.HE) at 5.29%. This indicates that AAVMY's price experiences larger fluctuations and is considered to be riskier than NDA-FI.HE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
7.10%
5.29%
AAVMY
NDA-FI.HE

Financials

AAVMY vs. NDA-FI.HE - Financials Comparison

This section allows you to compare key financial metrics between ABN AMRO Bank N.V and Nordea Bank Abp. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. AAVMY values in USD, NDA-FI.HE values in EUR
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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