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ABN.AS vs. PME.AX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ABN.AS vs. PME.AX - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in ABN AMRO Bank N.V. (ABN.AS) and Pro Medicus Limited (PME.AX). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ABN.AS is traded in EUR, while PME.AX is traded in AUD. To make them comparable, the PME.AX 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 higher than PME.AX's -19.11% return. Over the past 10 years, ABN.AS has underperformed PME.AX with an annualized return of 13.71%, while PME.AX has yielded a comparatively higher 42.50% 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%

PME.AX

1D
0.00%
1M
27.16%
YTD
-19.11%
6M
-27.71%
1Y
-35.38%
3Y*
37.24%
5Y*
26.56%
10Y*
42.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ABN.AS vs. PME.AX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
PME.AX
Pro Medicus Limited
-19.11%-15.93%153.68%68.86%-11.52%86.04%54.74%109.94%18.66%74.09%

Correlation

The correlation between ABN.AS and PME.AX is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.13

Correlation (3Y)
Calculated over the trailing 3-year period

0.12

Correlation (5Y)
Calculated over the trailing 5-year period

0.11

Correlation (10Y)
Calculated over the trailing 10-year period

0.08

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2015

0.09

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Return for Risk

ABN.AS vs. PME.AX — 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: 8686
Overall Rank
ABN.AS Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
ABN.AS Sortino Ratio Rank: 8686
Sortino Ratio Rank
ABN.AS Omega Ratio Rank: 8585
Omega Ratio Rank
ABN.AS Calmar Ratio Rank: 8383
Calmar Ratio Rank
ABN.AS Martin Ratio Rank: 8585
Martin Ratio Rank

PME.AX
PME.AX Risk / Return Rank: 1616
Overall Rank
PME.AX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
PME.AX Sortino Ratio Rank: 1313
Sortino Ratio Rank
PME.AX Omega Ratio Rank: 1111
Omega Ratio Rank
PME.AX Calmar Ratio Rank: 2222
Calmar Ratio Rank
PME.AX Martin Ratio Rank: 2222
Martin Ratio Rank
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. PME.AX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ABN AMRO Bank N.V. (ABN.AS) and Pro Medicus Limited (PME.AX). 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.ASPME.AXDifference
Sharpe ratioReturn per unit of total volatility

+2.63

Sortino ratioReturn per unit of downside risk

+3.46

Omega ratioGain probability vs. loss probability

1.34

0.89

+0.44

Calmar ratioReturn relative to maximum drawdown

2.92

-0.53

+3.45

Martin ratioReturn relative to average drawdown

8.22

-0.94

+9.16

ABN.AS vs. PME.AX - Sharpe Ratio Comparison

The current ABN.AS Sharpe Ratio is 1.95, which is higher than the PME.AX Sharpe Ratio of -0.67. The chart below compares the historical Sharpe Ratios of ABN.AS and PME.AX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ABN.ASPME.AXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.95

-0.67

+2.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.23

0.62

+0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.95

-0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.60

-0.22

Drawdowns

ABN.AS vs. PME.AX - Drawdown Comparison

The maximum ABN.AS drawdown since its inception was -76.37%, smaller than the maximum PME.AX drawdown of -85.34%. Use the drawdown chart below to compare losses from any high point for ABN.AS and PME.AX.


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Drawdown Indicators


ABN.ASPME.AXDifference

Max Drawdown

Largest peak-to-trough decline

-76.37%

-85.34%

+8.97%

Max Drawdown (1Y)

Largest decline over 1 year

-17.97%

-64.96%

+46.99%

Max Drawdown (3Y)

Largest decline over 3 years

-20.22%

-64.96%

+44.74%

Max Drawdown (5Y)

Largest decline over 5 years

-37.45%

-64.96%

+27.51%

Max Drawdown (10Y)

Largest decline over 10 years

-76.37%

-65.70%

-10.67%

Current Drawdown

Current decline from peak

-3.03%

-45.13%

+42.10%

Average Drawdown

Average peak-to-trough decline

-26.57%

-27.62%

+1.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.43%

37.35%

-30.92%

Volatility

ABN.AS vs. PME.AX - Volatility Comparison

The current volatility for ABN AMRO Bank N.V. (ABN.AS) is 11.37%, while Pro Medicus Limited (PME.AX) has a volatility of 15.14%. This indicates that ABN.AS experiences smaller price fluctuations and is considered to be less risky than PME.AX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ABN.ASPME.AXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.37%

15.14%

-3.77%

Volatility (6M)

Calculated over the trailing 6-month period

20.70%

49.13%

-28.43%

Volatility (1Y)

Calculated over the trailing 1-year period

26.92%

51.27%

-24.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.62%

42.54%

-12.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.20%

44.39%

-11.19%

Dividends

ABN.AS vs. PME.AX - Dividend Comparison

ABN.AS's dividend yield for the trailing twelve months is around 4.56%, more than PME.AX's 0.37% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
PME.AX
Pro Medicus Limited
0.37%0.25%0.16%0.31%0.40%0.24%0.35%0.31%0.55%0.46%0.62%0.60%

Financials

ABN.AS vs. PME.AX - Financials Comparison

This section allows you to compare key financial metrics between ABN AMRO Bank N.V. and Pro Medicus Limited. 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


Please note, different currencies. ABN.AS values in EUR, PME.AX values in AUD

Frequently Asked Questions


ABN.AS and PME.AX have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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