ABN.AS vs. SPY
Compare and contrast key facts about ABN AMRO Bank N.V. (ABN.AS) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ABN.AS or SPY.
Key characteristics
| ABN.AS | SPY | |
|---|---|---|
| YTD Return | 24.64% | 23.95% |
| 1Y Return | 34.28% | 40.44% |
| 3Y Return (Ann) | 15.95% | 10.47% |
| 5Y Return (Ann) | 6.50% | 16.08% |
| Sharpe Ratio | 1.38 | 3.15 |
| Sortino Ratio | 1.85 | 4.18 |
| Omega Ratio | 1.27 | 1.58 |
| Calmar Ratio | 1.03 | 3.32 |
| Martin Ratio | 7.43 | 20.89 |
| Ulcer Index | 4.50% | 1.85% |
| Daily Std Dev | 24.01% | 12.23% |
| Max Drawdown | -73.99% | -55.19% |
| Current Drawdown | -6.65% | -0.16% |
Correlation
The correlation between ABN.AS and SPY is 0.32, 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. SPY - Performance Comparison
The year-to-date returns for both stocks are quite close, with ABN.AS having a 24.64% return and SPY slightly lower at 23.95%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ABN.AS vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ABN AMRO Bank N.V. (ABN.AS) and SPDR S&P 500 ETF (SPY). 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.
Dividends
ABN.AS vs. SPY - Dividend Comparison
ABN.AS's dividend yield for the trailing twelve months is around 9.70%, more than SPY's 1.20% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABN.AS ABN AMRO Bank N.V. | 9.70% | 9.49% | 7.20% | 5.26% | 8.48% | 8.63% | 7.06% | 4.05% | 3.99% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.20% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
ABN.AS vs. SPY - Drawdown Comparison
The maximum ABN.AS drawdown since its inception was -73.99%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ABN.AS and SPY. For additional features, visit the drawdowns tool.
Volatility
ABN.AS vs. SPY - Volatility Comparison
ABN AMRO Bank N.V. (ABN.AS) has a higher volatility of 6.88% compared to SPDR S&P 500 ETF (SPY) at 2.52%. This indicates that ABN.AS's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.