ABMRF vs. 3199.HK

Last updated Jun 24, 2026

ABMRF (ABN AMRO Bank NV) is a stock, while 3199.HK (ICBC CSOP FTSE Chinese Government and Policy Bank Bond Index ETF) is Emerging Markets Bonds fund tracking the FTSE Chinese Government and Policy Bank Bond. Over the past 5 years, ABMRF returned 35.90%/yr vs 3.02%/yr for 3199.HK. At a correlation of -0.03, they often move in opposite directions.

Performance

ABMRF vs. 3199.HK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ABN AMRO Bank NV (ABMRF) and ICBC CSOP FTSE Chinese Government and Policy Bank Bond Index ETF (3199.HK). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

ABMRF is traded in USD, while 3199.HK is traded in HKD. To make them comparable, the 3199.HK values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ABMRF achieves a 24.50% return, which is significantly higher than 3199.HK's 5.29% return.

ABMRF

• 1D: 0.00%
• 1M: 22.02%
• YTD: 24.50%
• 6M: 23.80%
• 1Y: 60.45%
• 3Y*: 48.34%
• 5Y*: 35.90%
• 10Y*: —

3199.HK

• 1D: 0.00%
• 1M: 0.90%
• YTD: 5.29%
• 6M: 5.64%
• 1Y: 7.90%
• 3Y*: 5.92%
• 5Y*: 3.02%
• 10Y*: 2.86%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ABMRF vs. 3199.HK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ABMRF ABN AMRO Bank NV	24.50%	119.78%	27.87%	1.17%	-0.34%	52.34%	-35.02%	-18.53%	-22.62%	20.75%
3199.HK ICBC CSOP FTSE Chinese Government and Policy Bank Bond Index ETF	5.29%	5.32%	3.75%	2.31%	-6.32%	6.64%	11.23%	1.05%	0.35%	6.29%

Correlation

The correlation between ABMRF and 3199.HK is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.06
Correlation (3Y) Calculated over the trailing 3-year period	0.03
Correlation (5Y) Calculated over the trailing 5-year period	-0.00
Correlation (All Time) Calculated using the full available price history since Apr 25, 2017	-0.03

Return for Risk

ABMRF vs. 3199.HK — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ABMRF

ABMRF Risk / Return Rank: 89
ABMRF Sharpe Ratio Rank: 84
ABMRF Sortino Ratio Rank: 86
ABMRF Omega Ratio Rank: 98
ABMRF Calmar Ratio Rank: 88
ABMRF Martin Ratio Rank: 87

3199.HK

3199.HK Risk / Return Rank: 65
3199.HK Sharpe Ratio Rank: 53
3199.HK Sortino Ratio Rank: 58
3199.HK Omega Ratio Rank: 55
3199.HK Calmar Ratio Rank: 90
3199.HK Martin Ratio Rank: 72

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ABMRF vs. 3199.HK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ABN AMRO Bank NV (ABMRF) and ICBC CSOP FTSE Chinese Government and Policy Bank Bond Index ETF (3199.HK). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	ABMRF	3199.HK	Difference
Sharpe ratio: Return per unit of total volatility	1.62	1.71	-0.09
Sortino ratio: Return per unit of downside risk	2.68	2.60	+0.08
Omega ratio: Gain probability vs. loss probability	1.81	1.33	+0.48
Calmar ratio: Return relative to maximum drawdown	3.70	5.28	-1.57
Martin ratio: Return relative to average drawdown	9.20	17.39	-8.19

ABMRF vs. 3199.HK - Sharpe Ratio Comparison

The current ABMRF Sharpe Ratio is 1.62, which is comparable to the 3199.HK Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of ABMRF and 3199.HK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ABMRF vs. 3199.HK - Drawdown Comparison

The maximum ABMRF drawdown since its inception was -77.11%, which is greater than 3199.HK's maximum drawdown of -12.60%. Use the drawdown chart below to compare losses from any high point for ABMRF and 3199.HK.

Drawdown Indicators

	ABMRF	3199.HK	Difference
Max Drawdown Largest peak-to-trough decline	-77.11%	-12.60%	-64.51%
Max Drawdown (1Y) Largest decline over 1 year	-16.57%	-1.56%	-15.01%
Max Drawdown (3Y) Largest decline over 3 years	-18.36%	-3.79%	-14.57%
Max Drawdown (5Y) Largest decline over 5 years	-45.40%	-11.56%	-33.84%
Max Drawdown (10Y) Largest decline over 10 years	—	-12.60%	—
Current Drawdown Current decline from peak	0.00%	-0.37%	+0.37%
Average Drawdown Average peak-to-trough decline	-32.44%	-3.37%	-29.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.63%	0.47%	+6.16%

Volatility

ABMRF vs. 3199.HK - Volatility Comparison

ABN AMRO Bank NV (ABMRF) has a higher volatility of 16.20% compared to ICBC CSOP FTSE Chinese Government and Policy Bank Bond Index ETF (3199.HK) at 1.41%. This indicates that ABMRF's price experiences larger fluctuations and is considered to be riskier than 3199.HK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ABMRF	3199.HK	Difference
Volatility (1M) Calculated over the trailing 1-month period	16.20%	1.41%	+14.79%
Volatility (6M) Calculated over the trailing 6-month period	26.96%	3.76%	+23.20%
Volatility (1Y) Calculated over the trailing 1-year period	37.93%	4.84%	+33.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	38.94%	5.46%	+33.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	44.30%	6.62%	+37.68%

Dividends

ABMRF vs. 3199.HK - Dividend Comparison

ABMRF has not paid dividends to shareholders, while 3199.HK's dividend yield for the trailing twelve months is around 3.31%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
3199.HK ICBC CSOP FTSE Chinese Government and Policy Bank Bond Index ETF	3.31%	3.34%	3.42%	3.51%	3.65%	3.40%	3.29%	3.57%	3.61%	3.39%	3.55%	3.68%
ABMRF ABN AMRO Bank NV	0.00%	2.53%	10.07%	0.00%	7.24%	5.35%	7.12%	5.05%	7.38%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both ABMRF and 3199.HK in my portfolio?

ABMRF and 3199.HK have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.