ABN.AS vs. VLK.AS
Compare and contrast key facts about ABN AMRO Bank N.V. (ABN.AS) and Van Lanschot NV (VLK.AS).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ABN.AS or VLK.AS.
Key characteristics
| ABN.AS | VLK.AS | |
|---|---|---|
| YTD Return | 24.64% | 65.51% |
| 1Y Return | 34.28% | 100.86% |
| 3Y Return (Ann) | 15.95% | 35.16% |
| 5Y Return (Ann) | 6.50% | 31.67% |
| Sharpe Ratio | 1.38 | 4.18 |
| Sortino Ratio | 1.85 | 5.92 |
| Omega Ratio | 1.27 | 1.69 |
| Calmar Ratio | 1.03 | 3.82 |
| Martin Ratio | 7.43 | 37.43 |
| Ulcer Index | 4.50% | 2.77% |
| Daily Std Dev | 24.01% | 24.82% |
| Max Drawdown | -73.99% | -83.82% |
| Current Drawdown | -6.65% | -1.12% |
Fundamentals
| ABN.AS | VLK.AS | |
|---|---|---|
| Market Cap | €12.80B | €1.87B |
| EPS | €2.93 | €3.25 |
| PE Ratio | 5.24 | 13.63 |
| Total Revenue (TTM) | €9.58B | €347.40M |
| Gross Profit (TTM) | €5.17B | €347.40M |
| EBITDA (TTM) | €131.00M | -€11.29M |
Correlation
The correlation between ABN.AS and VLK.AS is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
ABN.AS vs. VLK.AS - Performance Comparison
In the year-to-date period, ABN.AS achieves a 24.64% return, which is significantly lower than VLK.AS's 65.51% return. 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. VLK.AS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ABN AMRO Bank N.V. (ABN.AS) and Van Lanschot NV (VLK.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.
Dividends
ABN.AS vs. VLK.AS - Dividend Comparison
ABN.AS's dividend yield for the trailing twelve months is around 9.70%, more than VLK.AS's 9.03% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VLK.AS Van Lanschot NV | 9.03% | 13.32% | 15.98% | 9.77% | 6.90% | 14.71% | 14.88% | 8.41% | 2.25% | 1.83% | 1.15% |
Drawdowns
ABN.AS vs. VLK.AS - Drawdown Comparison
The maximum ABN.AS drawdown since its inception was -73.99%, smaller than the maximum VLK.AS drawdown of -83.82%. Use the drawdown chart below to compare losses from any high point for ABN.AS and VLK.AS. For additional features, visit the drawdowns tool.
Volatility
ABN.AS vs. VLK.AS - Volatility Comparison
ABN AMRO Bank N.V. (ABN.AS) has a higher volatility of 6.88% compared to Van Lanschot NV (VLK.AS) at 5.10%. This indicates that ABN.AS's price experiences larger fluctuations and is considered to be riskier than VLK.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
ABN.AS vs. VLK.AS - Financials Comparison
This section allows you to compare key financial metrics between ABN AMRO Bank N.V. and Van Lanschot NV. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities