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ABN.AS vs. NN.AS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ABN.AS and NN.AS is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

ABN.AS vs. NN.AS - Performance Comparison

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

50.00%100.00%150.00%200.00%December2025FebruaryMarchAprilMay
123.78%
222.50%
ABN.AS
NN.AS

Key characteristics

Sharpe Ratio

ABN.AS:

1.13

NN.AS:

1.66

Sortino Ratio

ABN.AS:

1.43

NN.AS:

2.22

Omega Ratio

ABN.AS:

1.19

NN.AS:

1.34

Calmar Ratio

ABN.AS:

1.37

NN.AS:

2.37

Martin Ratio

ABN.AS:

3.94

NN.AS:

7.05

Ulcer Index

ABN.AS:

6.35%

NN.AS:

4.48%

Daily Std Dev

ABN.AS:

26.24%

NN.AS:

18.23%

Max Drawdown

ABN.AS:

-73.99%

NN.AS:

-46.30%

Current Drawdown

ABN.AS:

-1.96%

NN.AS:

0.00%

Fundamentals

Market Cap

ABN.AS:

€16.02B

NN.AS:

€14.72B

EPS

ABN.AS:

€2.72

NN.AS:

€5.58

PE Ratio

ABN.AS:

7.07

NN.AS:

9.86

PEG Ratio

ABN.AS:

3.00

NN.AS:

0.86

PS Ratio

ABN.AS:

1.80

NN.AS:

1.17

PB Ratio

ABN.AS:

0.61

NN.AS:

0.68

Returns By Period

In the year-to-date period, ABN.AS achieves a 34.65% return, which is significantly higher than NN.AS's 30.83% return.


ABN.AS

YTD

34.65%

1M

18.32%

6M

31.73%

1Y

30.08%

5Y*

31.67%

10Y*

N/A

NN.AS

YTD

30.83%

1M

21.34%

6M

21.96%

1Y

30.65%

5Y*

24.74%

10Y*

14.55%

*Annualized

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Risk-Adjusted Performance

ABN.AS vs. NN.AS — Risk-Adjusted Performance Rank

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

ABN.AS
The Risk-Adjusted Performance Rank of ABN.AS is 8282
Overall Rank
The Sharpe Ratio Rank of ABN.AS is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of ABN.AS is 7676
Sortino Ratio Rank
The Omega Ratio Rank of ABN.AS is 7575
Omega Ratio Rank
The Calmar Ratio Rank of ABN.AS is 8888
Calmar Ratio Rank
The Martin Ratio Rank of ABN.AS is 8383
Martin Ratio Rank

NN.AS
The Risk-Adjusted Performance Rank of NN.AS is 9292
Overall Rank
The Sharpe Ratio Rank of NN.AS is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of NN.AS is 8989
Sortino Ratio Rank
The Omega Ratio Rank of NN.AS is 9090
Omega Ratio Rank
The Calmar Ratio Rank of NN.AS is 9595
Calmar Ratio Rank
The Martin Ratio Rank of NN.AS is 9191
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ABN.AS vs. NN.AS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ABN AMRO Bank N.V. (ABN.AS) and NN Group N.V. (NN.AS). 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.


The current ABN.AS Sharpe Ratio is 1.13, which is lower than the NN.AS Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of ABN.AS and NN.AS, 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 Ratio0.501.001.502.002.503.00December2025FebruaryMarchAprilMay
1.26
1.73
ABN.AS
NN.AS

Dividends

ABN.AS vs. NN.AS - Dividend Comparison

ABN.AS's dividend yield for the trailing twelve months is around 7.02%, more than NN.AS's 6.10% yield.


TTM2024202320222021202020192018201720162015
ABN.AS
ABN AMRO Bank N.V.
7.02%10.01%9.49%7.20%5.26%8.48%8.63%7.06%4.05%3.99%0.00%
NN.AS
NN Group N.V.
6.10%7.99%8.14%6.71%5.04%7.88%5.91%4.89%4.35%5.13%3.16%

Drawdowns

ABN.AS vs. NN.AS - Drawdown Comparison

The maximum ABN.AS drawdown since its inception was -73.99%, which is greater than NN.AS's maximum drawdown of -46.30%. Use the drawdown chart below to compare losses from any high point for ABN.AS and NN.AS. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay0
-0.52%
ABN.AS
NN.AS

Volatility

ABN.AS vs. NN.AS - Volatility Comparison

ABN AMRO Bank N.V. (ABN.AS) and NN Group N.V. (NN.AS) have volatilities of 8.50% and 8.73%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
8.50%
8.73%
ABN.AS
NN.AS

Financials

ABN.AS vs. NN.AS - Financials Comparison

This section allows you to compare key financial metrics between ABN AMRO Bank N.V. and NN Group N.V.. 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


0.002.00B4.00B6.00B8.00B10.00BAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
2.22B
10.55B
(ABN.AS) Total Revenue
(NN.AS) Total Revenue
Values in EUR except per share items