ABN.AS vs. ^AEX
Compare and contrast key facts about ABN AMRO Bank N.V. (ABN.AS) and AEX Index (^AEX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ABN.AS or ^AEX.
Correlation
The correlation between ABN.AS and ^AEX is 0.31, 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. ^AEX - Performance Comparison
Key characteristics
ABN.AS:
1.13
^AEX:
0.01
ABN.AS:
1.43
^AEX:
0.05
ABN.AS:
1.19
^AEX:
1.01
ABN.AS:
1.37
^AEX:
-0.03
ABN.AS:
3.94
^AEX:
-0.10
ABN.AS:
6.35%
^AEX:
5.29%
ABN.AS:
26.24%
^AEX:
14.97%
ABN.AS:
-73.99%
^AEX:
-71.60%
ABN.AS:
-1.96%
^AEX:
-4.51%
Returns By Period
In the year-to-date period, ABN.AS achieves a 34.65% return, which is significantly higher than ^AEX's 3.09% return.
ABN.AS
34.65%
18.32%
31.73%
30.08%
31.67%
N/A
^AEX
3.09%
13.72%
3.61%
0.17%
11.52%
6.26%
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Risk-Adjusted Performance
ABN.AS vs. ^AEX — Risk-Adjusted Performance Rank
ABN.AS
^AEX
ABN.AS vs. ^AEX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ABN AMRO Bank N.V. (ABN.AS) and AEX Index (^AEX). 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.
Drawdowns
ABN.AS vs. ^AEX - Drawdown Comparison
The maximum ABN.AS drawdown since its inception was -73.99%, roughly equal to the maximum ^AEX drawdown of -71.60%. Use the drawdown chart below to compare losses from any high point for ABN.AS and ^AEX. For additional features, visit the drawdowns tool.
Volatility
ABN.AS vs. ^AEX - Volatility Comparison
ABN AMRO Bank N.V. (ABN.AS) has a higher volatility of 8.50% compared to AEX Index (^AEX) at 7.51%. This indicates that ABN.AS's price experiences larger fluctuations and is considered to be riskier than ^AEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.