ABN.AS vs. ^AEX
ABN.AS (ABN AMRO Bank N.V.) is a stock, while ^AEX (AEX Index) is an index. Over the past 10 years, ABN.AS returned 14.51%/yr vs 8.89%/yr for ^AEX. At a 0.47 correlation, their price movements are largely independent.
Performance
ABN.AS vs. ^AEX - Performance Comparison
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Returns By Period
In the year-to-date period, ABN.AS achieves a 17.27% return, which is significantly higher than ^AEX's 9.74% return. Over the past 10 years, ABN.AS has outperformed ^AEX with an annualized return of 14.51%, while ^AEX has yielded a comparatively lower 8.89% annualized return.
ABN.AS
- 1D
- -2.17%
- 1M
- 16.50%
- YTD
- 17.27%
- 6M
- 18.95%
- 1Y
- 54.64%
- 3Y*
- 45.08%
- 5Y*
- 35.84%
- 10Y*
- 14.51%
^AEX
- 1D
- -0.49%
- 1M
- 3.88%
- YTD
- 9.74%
- 6M
- 9.93%
- 1Y
- 13.44%
- 3Y*
- 10.92%
- 5Y*
- 7.71%
- 10Y*
- 8.89%
ABN.AS vs. ^AEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ABN.AS ABN AMRO Bank N.V. | 17.27% | 113.01% | 20.79% | 14.86% | 8.40% | 70.35% | -44.86% | -14.90% | -18.74% | 33.75% |
^AEX AEX Index | 9.74% | 8.27% | 11.67% | 14.20% | -13.65% | 27.75% | 3.31% | 23.92% | -10.41% | 12.71% |
Correlation
The correlation between ABN.AS and ^AEX is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Nov 23, 2015 | 0.47 |
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Return for Risk
ABN.AS vs. ^AEX — Risk / Return Rank
ABN.AS
^AEX
ABN.AS vs. ^AEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ABN AMRO Bank N.V. (ABN.AS) and AEX Index (^AEX). 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.
| ABN.AS | ^AEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.01 | ||
| Sortino ratioReturn per unit of downside risk | +1.30 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.18 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 3.00 | 1.95 | +1.05 |
| Martin ratioReturn relative to average drawdown | 8.43 | 4.54 | +3.88 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ABN.AS | ^AEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.01 | 1.00 | +1.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.19 | 0.49 | +0.70 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.54 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.37 | +0.05 |
Drawdowns
ABN.AS vs. ^AEX - Drawdown Comparison
The maximum ABN.AS drawdown since its inception was -73.99%, roughly equal to the maximum ^AEX drawdown of -71.60%. Use the drawdown chart below to compare losses from any high point for ABN.AS and ^AEX.
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Drawdown Indicators
| ABN.AS | ^AEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.99% | -71.60% | -2.39% |
Max Drawdown (1Y)Largest decline over 1 year | -17.97% | -6.82% | -11.15% |
Max Drawdown (3Y)Largest decline over 3 years | -20.20% | -16.03% | -4.17% |
Max Drawdown (5Y)Largest decline over 5 years | -37.44% | -23.80% | -13.64% |
Max Drawdown (10Y)Largest decline over 10 years | -73.99% | -35.78% | -38.21% |
Current DrawdownCurrent decline from peak | -3.41% | -0.88% | -2.53% |
Average DrawdownAverage peak-to-trough decline | -23.67% | -22.61% | -1.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.43% | 2.94% | +3.49% |
Volatility
ABN.AS vs. ^AEX - Volatility Comparison
ABN AMRO Bank N.V. (ABN.AS) has a higher volatility of 11.44% compared to AEX Index (^AEX) at 4.22%. This indicates that ABN.AS's price experiences larger fluctuations and is considered to be riskier than ^AEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ABN.AS | ^AEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.44% | 4.22% | +7.22% |
Volatility (6M)Calculated over the trailing 6-month period | 20.73% | 10.64% | +10.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.86% | 13.28% | +13.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.65% | 15.41% | +14.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.25% | 16.22% | +17.03% |
Frequently Asked Questions
ABN.AS and ^AEX have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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