ABN.AS vs. VUSA.AS
Compare and contrast key facts about ABN AMRO Bank N.V. (ABN.AS) and Vanguard S&P 500 UCITS ETF (VUSA.AS).
VUSA.AS is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on May 22, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ABN.AS or VUSA.AS.
Key characteristics
| ABN.AS | VUSA.AS | |
|---|---|---|
| YTD Return | 24.64% | 26.15% |
| 1Y Return | 34.28% | 36.14% |
| 3Y Return (Ann) | 15.95% | 12.54% |
| 5Y Return (Ann) | 6.50% | 16.04% |
| Sharpe Ratio | 1.38 | 3.27 |
| Sortino Ratio | 1.85 | 4.26 |
| Omega Ratio | 1.27 | 1.66 |
| Calmar Ratio | 1.03 | 4.42 |
| Martin Ratio | 7.43 | 20.01 |
| Ulcer Index | 4.50% | 1.83% |
| Daily Std Dev | 24.01% | 11.21% |
| Max Drawdown | -73.99% | -33.64% |
| Current Drawdown | -6.65% | -0.46% |
Correlation
The correlation between ABN.AS and VUSA.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. VUSA.AS - Performance Comparison
In the year-to-date period, ABN.AS achieves a 24.64% return, which is significantly lower than VUSA.AS's 26.15% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
ABN.AS vs. VUSA.AS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ABN AMRO Bank N.V. (ABN.AS) and Vanguard S&P 500 UCITS ETF (VUSA.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. VUSA.AS - Dividend Comparison
ABN.AS's dividend yield for the trailing twelve months is around 9.70%, more than VUSA.AS's 1.01% 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% |
VUSA.AS Vanguard S&P 500 UCITS ETF | 1.01% | 1.26% | 1.45% | 1.02% | 1.43% | 1.46% | 1.74% | 1.64% | 1.66% | 1.76% | 1.45% | 1.19% |
Drawdowns
ABN.AS vs. VUSA.AS - Drawdown Comparison
The maximum ABN.AS drawdown since its inception was -73.99%, which is greater than VUSA.AS's maximum drawdown of -33.64%. Use the drawdown chart below to compare losses from any high point for ABN.AS and VUSA.AS. For additional features, visit the drawdowns tool.
Volatility
ABN.AS vs. VUSA.AS - Volatility Comparison
ABN AMRO Bank N.V. (ABN.AS) has a higher volatility of 6.88% compared to Vanguard S&P 500 UCITS ETF (VUSA.AS) at 1.72%. This indicates that ABN.AS's price experiences larger fluctuations and is considered to be riskier than VUSA.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.