ABN.AS vs. HEI.DE
Compare and contrast key facts about ABN AMRO Bank N.V. (ABN.AS) and HeidelbergCement AG (HEI.DE).
Performance
ABN.AS vs. HEI.DE - Performance Comparison
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ABN.AS vs. HEI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ABN.AS ABN AMRO Bank N.V. | -5.64% | 113.01% | 20.79% | 14.86% | 8.40% | 70.35% | -44.86% | -14.90% | -18.74% | 33.75% |
HEI.DE HeidelbergCement AG | -18.14% | 90.23% | 51.95% | 57.82% | -6.17% | 0.05% | 0.66% | 25.47% | -39.48% | 3.70% |
Returns By Period
In the year-to-date period, ABN.AS achieves a -5.64% return, which is significantly higher than HEI.DE's -18.14% return. Both investments have delivered pretty close results over the past 10 years, with ABN.AS having a 12.55% annualized return and HEI.DE not far ahead at 12.82%.
ABN.AS
- 1D
- 3.69%
- 1M
- 0.25%
- YTD
- -5.64%
- 6M
- 2.44%
- 1Y
- 54.15%
- 3Y*
- 35.09%
- 5Y*
- 31.89%
- 10Y*
- 12.55%
HEI.DE
- 1D
- 2.35%
- 1M
- -0.57%
- YTD
- -18.14%
- 6M
- -4.62%
- 1Y
- 15.32%
- 3Y*
- 43.55%
- 5Y*
- 22.79%
- 10Y*
- 12.82%
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Return for Risk
ABN.AS vs. HEI.DE — Risk / Return Rank
ABN.AS
HEI.DE
ABN.AS vs. HEI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ABN AMRO Bank N.V. (ABN.AS) and HeidelbergCement AG (HEI.DE). 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 | HEI.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.95 | 0.43 | +1.52 |
Sortino ratioReturn per unit of downside risk | 2.49 | 0.81 | +1.68 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.11 | +0.23 |
Calmar ratioReturn relative to maximum drawdown | 4.08 | 0.39 | +3.69 |
Martin ratioReturn relative to average drawdown | 12.35 | 1.27 | +11.08 |
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 | HEI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.95 | 0.43 | +1.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.06 | 0.75 | +0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.43 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.19 | +0.16 |
Correlation
The correlation between ABN.AS and HEI.DE is 0.44, 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.
Dividends
ABN.AS vs. HEI.DE - Dividend Comparison
ABN.AS's dividend yield for the trailing twelve months is around 4.59%, more than HEI.DE's 1.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABN.AS ABN AMRO Bank N.V. | 4.59% | 4.33% | 10.01% | 9.49% | 7.20% | 5.26% | 8.48% | 8.63% | 7.06% | 4.05% | 3.99% | 0.00% |
HEI.DE HeidelbergCement AG | 1.81% | 1.48% | 2.51% | 3.21% | 4.50% | 3.70% | 4.57% | 3.23% | 3.56% | 1.77% | 1.47% | 0.99% |
Drawdowns
ABN.AS vs. HEI.DE - Drawdown Comparison
The maximum ABN.AS drawdown since its inception was -73.99%, smaller than the maximum HEI.DE drawdown of -83.06%. Use the drawdown chart below to compare losses from any high point for ABN.AS and HEI.DE.
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Drawdown Indicators
| ABN.AS | HEI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.99% | -83.06% | +9.07% |
Max Drawdown (1Y)Largest decline over 1 year | -17.97% | -32.64% | +14.67% |
Max Drawdown (5Y)Largest decline over 5 years | -37.44% | -46.89% | +9.45% |
Max Drawdown (10Y)Largest decline over 10 years | -73.99% | -66.62% | -7.37% |
Current DrawdownCurrent decline from peak | -12.76% | -23.62% | +10.86% |
Average DrawdownAverage peak-to-trough decline | -23.96% | -31.22% | +7.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.94% | 10.05% | -4.11% |
Volatility
ABN.AS vs. HEI.DE - Volatility Comparison
The current volatility for ABN AMRO Bank N.V. (ABN.AS) is 8.87%, while HeidelbergCement AG (HEI.DE) has a volatility of 11.25%. This indicates that ABN.AS experiences smaller price fluctuations and is considered to be less risky than HEI.DE 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 | HEI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.87% | 11.25% | -2.38% |
Volatility (6M)Calculated over the trailing 6-month period | 19.32% | 26.88% | -7.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.40% | 35.51% | -8.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.48% | 30.11% | -0.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.13% | 29.89% | +3.24% |
Financials
ABN.AS vs. HEI.DE - Financials Comparison
This section allows you to compare key financial metrics between ABN AMRO Bank N.V. and HeidelbergCement AG. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities