PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
ABN.AS vs. TIT.MI
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

ABN.AS vs. TIT.MI

Last updated Jun 9, 2026

ABN.AS (ABN AMRO Bank N.V.) and TIT.MI (Telecom Italia S.p.A.) are both stocks. ABN.AS operates in Banks - Diversified (Financial Services), while TIT.MI operates in Telecom Services (Communication Services). Over the past 10 years, ABN.AS returned 13.71%/yr vs -0.22%/yr for TIT.MI. At a 0.34 correlation, their price movements are largely independent.

Performance

ABN.AS vs. TIT.MI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in ABN AMRO Bank N.V. (ABN.AS) and Telecom Italia S.p.A. (TIT.MI). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ABN.AS achieves a 17.73% return, which is significantly lower than TIT.MI's 48.93% return. Over the past 10 years, ABN.AS has outperformed TIT.MI with an annualized return of 13.71%, while TIT.MI has yielded a comparatively lower -0.22% 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%

TIT.MI

1D
2.08%
1M
9.91%
YTD
48.93%
6M
54.43%
1Y
98.19%
3Y*
45.06%
5Y*
11.58%
10Y*
-0.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ABN.AS vs. TIT.MI - 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%
TIT.MI
Telecom Italia S.p.A.		48.93%108.35%-16.18%36.01%-50.18%17.75%-30.34%15.13%-32.92%-13.92%

Correlation

The correlation between ABN.AS and TIT.MI is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.20

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

0.21

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

0.28

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

0.34

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

0.34

The correlation between ABN.AS and TIT.MI shifts across timeframes, from 0.20 (1 year) to 0.34 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

ABN AMRO Bank N.V.

Telecom Italia S.p.A.

Often compared with ABN.AS:
ABN.AS vs. INGABN.AS vs. NN.ASABN.AS vs. VLK.ASABN.AS vs. ^AEXABN.AS vs. HEI.DEABN.AS vs. DNBBYABN.AS vs. NDA-FI.HE
Often compared with TIT.MI:
TIT.MI vs. NEXI.MITIT.MI vs. DOGE-USDTIT.MI vs. BCH-USDTIT.MI vs. VOOTIT.MI vs. GNG.AXTIT.MI vs. DSVSFTIT.MI vs. EXE.TO

Return for Risk

ABN.AS vs. TIT.MI — 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
TIT.MI
TIT.MI Risk / Return Rank: 9595
Overall Rank
TIT.MI Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
TIT.MI Sortino Ratio Rank: 9494
Sortino Ratio Rank
TIT.MI Omega Ratio Rank: 9494
Omega Ratio Rank
TIT.MI Calmar Ratio Rank: 9696
Calmar Ratio Rank
TIT.MI Martin Ratio Rank: 9696
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. TIT.MI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ABN AMRO Bank N.V. (ABN.AS) and Telecom Italia S.p.A. (TIT.MI). 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.ASTIT.MIDifference
Sharpe ratioReturn per unit of total volatility
1.95
3.35

-1.39

Sortino ratioReturn per unit of downside risk
2.70
3.75

-1.06

Omega ratioGain probability vs. loss probability

1.34

1.52

-0.19

Calmar ratioReturn relative to maximum drawdown

2.92

7.63

-4.70

Martin ratioReturn relative to average drawdown

8.22

21.68

-13.47

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. TIT.MI - Sharpe Ratio Comparison

The current ABN.AS Sharpe Ratio is 1.95, which is lower than the TIT.MI Sharpe Ratio of 3.35. The chart below compares the historical Sharpe Ratios of ABN.AS and TIT.MI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Sharpe Ratios by Period

ABN.ASTIT.MIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.95

3.35

-1.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.23

0.28

+0.94

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

-0.01

+0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

-0.08

+0.46

Drawdowns

ABN.AS vs. TIT.MI - Drawdown Comparison

The maximum ABN.AS drawdown since its inception was -76.37%, smaller than the maximum TIT.MI drawdown of -89.18%. Use the drawdown chart below to compare losses from any high point for ABN.AS and TIT.MI.

Loading charts...

Drawdown Indicators

ABN.ASTIT.MIDifference

Max Drawdown

Largest peak-to-trough decline

-76.37%

-89.18%

+12.81%

Max Drawdown (1Y)

Largest decline over 1 year

-17.97%

-13.04%

-4.93%

Max Drawdown (3Y)

Largest decline over 3 years

-20.22%

-35.26%

+15.04%

Max Drawdown (5Y)

Largest decline over 5 years

-37.45%

-65.55%

+28.10%

Max Drawdown (10Y)

Largest decline over 10 years

-76.37%

-80.31%

+3.94%

Current Drawdown

Current decline from peak

-3.03%

-51.67%

+48.64%

Average Drawdown

Average peak-to-trough decline

-26.57%

-57.46%

+30.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.43%

4.59%

+1.84%

Volatility

ABN.AS vs. TIT.MI - Volatility Comparison

ABN AMRO Bank N.V. (ABN.AS) has a higher volatility of 11.37% compared to Telecom Italia S.p.A. (TIT.MI) at 4.47%. This indicates that ABN.AS's price experiences larger fluctuations and is considered to be riskier than TIT.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

ABN.ASTIT.MIDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.37%

4.47%

+6.90%

Volatility (6M)

Calculated over the trailing 6-month period

20.70%

19.61%

+1.09%

Volatility (1Y)

Calculated over the trailing 1-year period

26.92%

29.74%

-2.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.62%

40.53%

-10.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.20%

37.99%

-4.79%

Dividends

ABN.AS vs. TIT.MI - Dividend Comparison

ABN.AS's dividend yield for the trailing twelve months is around 4.56%, while TIT.MI has not paid dividends to shareholders.

PositionTTM2025202420232022202120202019201820172016
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%
TIT.MI
Telecom Italia S.p.A.		0.00%0.00%0.00%0.00%0.00%2.30%2.65%0.00%0.00%0.00%0.00%

Financials

ABN.AS vs. TIT.MI - Financials Comparison

This section allows you to compare key financial metrics between ABN AMRO Bank N.V. and Telecom Italia S.p.A.. 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

Values in EUR except per share items

Frequently Asked Questions

ABN.AS and TIT.MI have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for ABN.AS and TIT.MI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer