ABN.AS vs. IBKR

Last updated Jun 9, 2026

ABN.AS (ABN AMRO Bank N.V.) and IBKR (Interactive Brokers Group, Inc.) are both stocks. Both are in the Financial Services sector — ABN.AS in Banks - Diversified, IBKR in Capital Markets. Over the past 10 years, ABN.AS returned 13.71%/yr vs 25.04%/yr for IBKR. At a 0.28 correlation, their price movements are largely independent.

Performance

ABN.AS vs. IBKR - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in ABN AMRO Bank N.V. (ABN.AS) and Interactive Brokers Group, Inc. (IBKR). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

ABN.AS is traded in EUR, while IBKR is traded in USD. To make them comparable, the IBKR values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, ABN.AS achieves a 17.73% return, which is significantly lower than IBKR's 38.62% return. Over the past 10 years, ABN.AS has underperformed IBKR with an annualized return of 13.71%, while IBKR has yielded a comparatively higher 25.04% annualized return.

ABN.AS

• 1D: 2.20%
• 1M: 13.58%
• YTD: 17.73%
• 6M: 18.16%
• 1Y: 54.76%
• 3Y*: 46.64%
• 5Y*: 36.99%
• 10Y*: 13.71%

IBKR

• 1D: 0.00%
• 1M: 5.83%
• YTD: 38.62%
• 6M: 34.57%
• 1Y: 69.85%
• 3Y*: 60.66%
• 5Y*: 42.04%
• 10Y*: 25.04%

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

ABN.AS vs. IBKR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ABN.AS ABN AMRO Bank N.V.	17.73%	113.01%	20.79%	14.82%	8.41%	70.40%	-50.55%	-14.90%	-18.74%	33.75%
IBKR Interactive Brokers Group, Inc.	38.62%	29.00%	128.58%	11.69%	-2.67%	40.92%	20.86%	-12.07%	-2.77%	43.62%

Correlation

The correlation between ABN.AS and IBKR is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.35
Correlation (3Y) Calculated over the trailing 3-year period	0.19
Correlation (5Y) Calculated over the trailing 5-year period	0.27
Correlation (10Y) Calculated over the trailing 10-year period	0.28
Correlation (All Time) Calculated using the full available price history since Nov 20, 2015	0.28

The correlation between ABN.AS and IBKR shifts across timeframes, from 0.19 (3 years) to 0.35 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

ABN.AS vs. IBKR — Risk / Return Rank

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

ABN.AS

ABN.AS Risk / Return Rank: 86
ABN.AS Sharpe Ratio Rank: 89
ABN.AS Sortino Ratio Rank: 86
ABN.AS Omega Ratio Rank: 85
ABN.AS Calmar Ratio Rank: 83
ABN.AS Martin Ratio Rank: 85

IBKR

IBKR Risk / Return Rank: 86
IBKR Sharpe Ratio Rank: 88
IBKR Sortino Ratio Rank: 84
IBKR Omega Ratio Rank: 82
IBKR Calmar Ratio Rank: 88
IBKR Martin Ratio Rank: 88

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.

ABN.AS vs. IBKR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ABN AMRO Bank N.V. (ABN.AS) and Interactive Brokers Group, Inc. (IBKR). 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	IBKR	Difference
Sharpe ratio: Return per unit of total volatility	1.95	1.87	+0.08
Sortino ratio: Return per unit of downside risk	2.70	2.42	+0.28
Omega ratio: Gain probability vs. loss probability	1.34	1.30	+0.03
Calmar ratio: Return relative to maximum drawdown	2.92	4.28	-1.35
Martin ratio: Return relative to average drawdown	8.22	9.74	-1.52
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ABN.AS vs. IBKR - Sharpe Ratio Comparison

The current ABN.AS Sharpe Ratio is 1.95, which is comparable to the IBKR Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of ABN.AS and IBKR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ABN.AS	IBKR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.95	1.87	+0.08
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.23	1.21	+0.02
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.41	0.74	-0.33
Sharpe Ratio (All Time) Calculated using the full available price history	0.38	0.50	-0.12

Drawdowns

ABN.AS vs. IBKR - Drawdown Comparison

The maximum ABN.AS drawdown since its inception was -76.37%, which is greater than IBKR's maximum drawdown of -57.84%. Use the drawdown chart below to compare losses from any high point for ABN.AS and IBKR.

Drawdown Indicators

	ABN.AS	IBKR	Difference
Max Drawdown Largest peak-to-trough decline	-76.37%	-57.84%	-18.53%
Max Drawdown (1Y) Largest decline over 1 year	-17.97%	-16.41%	-1.56%
Max Drawdown (3Y) Largest decline over 3 years	-20.22%	-41.29%	+21.07%
Max Drawdown (5Y) Largest decline over 5 years	-37.45%	-41.29%	+3.84%
Max Drawdown (10Y) Largest decline over 10 years	-76.37%	-50.26%	-26.11%
Current Drawdown Current decline from peak	-3.03%	-0.72%	-2.31%
Average Drawdown Average peak-to-trough decline	-26.57%	-23.00%	-3.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.43%	7.19%	-0.76%

Volatility

ABN.AS vs. IBKR - Volatility Comparison

ABN AMRO Bank N.V. (ABN.AS) has a higher volatility of 11.37% compared to Interactive Brokers Group, Inc. (IBKR) at 9.83%. This indicates that ABN.AS's price experiences larger fluctuations and is considered to be riskier than IBKR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ABN.AS	IBKR	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.37%	9.83%	+1.54%
Volatility (6M) Calculated over the trailing 6-month period	20.70%	26.79%	-6.09%
Volatility (1Y) Calculated over the trailing 1-year period	26.92%	37.72%	-10.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.62%	35.06%	-5.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.20%	34.13%	-0.93%

Dividends

ABN.AS vs. IBKR - Dividend Comparison

ABN.AS's dividend yield for the trailing twelve months is around 4.56%, more than IBKR's 0.38% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ABN.AS ABN AMRO Bank N.V.	4.56%	4.33%	10.01%	9.49%	7.19%	5.26%	0.00%	8.63%	7.06%	4.05%	3.99%	0.00%
IBKR Interactive Brokers Group, Inc.	0.38%	0.47%	0.48%	0.48%	0.55%	0.50%	0.66%	0.86%	0.73%	0.68%	1.10%	0.92%

Financials

Frequently Asked Questions

Can I hold both ABN.AS and IBKR in my portfolio?

ABN.AS and IBKR have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.