AJAX.AS vs. ABN.AS

Last updated Jun 4, 2026

AJAX.AS (AFC Ajax NV) and ABN.AS (ABN AMRO Bank N.V.) are both stocks. AJAX.AS operates in Entertainment (Communication Services), while ABN.AS operates in Banks - Diversified (Financial Services). Over the past 10 years, AJAX.AS returned 0.50%/yr vs 14.51%/yr for ABN.AS. At a 0.07 correlation, their price movements are largely independent.

Performance

AJAX.AS vs. ABN.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in AFC Ajax NV (AJAX.AS) and ABN AMRO Bank N.V. (ABN.AS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AJAX.AS achieves a 0.94% return, which is significantly lower than ABN.AS's 17.27% return. Over the past 10 years, AJAX.AS has underperformed ABN.AS with an annualized return of 0.50%, while ABN.AS has yielded a comparatively higher 14.51% annualized return.

AJAX.AS

• 1D: -0.92%
• 1M: 0.23%
• YTD: 0.94%
• 6M: -5.30%
• 1Y: -12.27%
• 3Y*: -8.92%
• 5Y*: -10.66%
• 10Y*: 0.50%

ABN.AS

• 1D: -2.17%
• 1M: 16.50%
• YTD: 17.27%
• 6M: 18.95%
• 1Y: 54.64%
• 3Y*: 45.08%
• 5Y*: 35.84%
• 10Y*: 14.51%

*Multi-year figures are annualized to reflect compound growth (CAGR)

AJAX.AS vs. ABN.AS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
AJAX.AS AFC Ajax NV	0.94%	-11.09%	-4.21%	-7.67%	-25.60%	-9.01%	-24.77%	48.87%	45.35%	17.12%
ABN.AS ABN AMRO Bank N.V.	17.27%	113.01%	20.79%	14.86%	8.40%	70.35%	-44.86%	-14.90%	-18.74%	33.75%

Correlation

The correlation between AJAX.AS and ABN.AS is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.10
Correlation (3Y) Calculated over the trailing 3-year period	0.07
Correlation (5Y) Calculated over the trailing 5-year period	0.08
Correlation (10Y) Calculated over the trailing 10-year period	0.07
Correlation (All Time) Calculated using the full available price history since Nov 23, 2015	0.07

Return for Risk

AJAX.AS vs. ABN.AS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AJAX.AS

AJAX.AS Risk / Return Rank: 12
AJAX.AS Sharpe Ratio Rank: 12
AJAX.AS Sortino Ratio Rank: 12
AJAX.AS Omega Ratio Rank: 13
AJAX.AS Calmar Ratio Rank: 12
AJAX.AS Martin Ratio Rank: 10

ABN.AS

ABN.AS Risk / Return Rank: 84
ABN.AS Sharpe Ratio Rank: 87
ABN.AS Sortino Ratio Rank: 85
ABN.AS Omega Ratio Rank: 83
ABN.AS Calmar Ratio Rank: 82
ABN.AS Martin Ratio Rank: 84

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.

AJAX.AS vs. ABN.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AFC Ajax NV (AJAX.AS) and ABN AMRO Bank N.V. (ABN.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.

	AJAX.AS	ABN.AS	Difference
Sharpe ratio: Return per unit of total volatility	-0.70	2.01	-2.70
Sortino ratio: Return per unit of downside risk	-0.95	2.76	-3.71
Omega ratio: Gain probability vs. loss probability	0.89	1.34	-0.46
Calmar ratio: Return relative to maximum drawdown	-0.77	3.00	-3.77
Martin ratio: Return relative to average drawdown	-1.35	8.43	-9.78
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AJAX.AS vs. ABN.AS - Sharpe Ratio Comparison

The current AJAX.AS Sharpe Ratio is -0.70, which is lower than the ABN.AS Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of AJAX.AS and ABN.AS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	AJAX.AS	ABN.AS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.70	2.01	-2.70
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.53	1.19	-1.72
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.02	0.43	-0.41
Sharpe Ratio (All Time) Calculated using the full available price history	-0.12	0.41	-0.53

Drawdowns

AJAX.AS vs. ABN.AS - Drawdown Comparison

The maximum AJAX.AS drawdown since its inception was -89.14%, which is greater than ABN.AS's maximum drawdown of -73.99%. Use the drawdown chart below to compare losses from any high point for AJAX.AS and ABN.AS.

Drawdown Indicators

	AJAX.AS	ABN.AS	Difference
Max Drawdown Largest peak-to-trough decline	-89.14%	-73.99%	-15.15%
Max Drawdown (1Y) Largest decline over 1 year	-15.76%	-17.97%	+2.21%
Max Drawdown (3Y) Largest decline over 3 years	-28.73%	-20.20%	-8.53%
Max Drawdown (5Y) Largest decline over 5 years	-45.92%	-37.44%	-8.48%
Max Drawdown (10Y) Largest decline over 10 years	-65.54%	-73.99%	+8.45%
Current Drawdown Current decline from peak	-69.26%	-3.41%	-65.85%
Average Drawdown Average peak-to-trough decline	-66.92%	-23.67%	-43.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.03%	6.43%	+2.60%

Volatility

AJAX.AS vs. ABN.AS - Volatility Comparison

The current volatility for AFC Ajax NV (AJAX.AS) is 4.08%, while ABN AMRO Bank N.V. (ABN.AS) has a volatility of 11.44%. This indicates that AJAX.AS experiences smaller price fluctuations and is considered to be less risky than ABN.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AJAX.AS	ABN.AS	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.08%	11.44%	-7.36%
Volatility (6M) Calculated over the trailing 6-month period	13.88%	20.73%	-6.85%
Volatility (1Y) Calculated over the trailing 1-year period	17.46%	26.86%	-9.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.86%	29.65%	-9.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.90%	33.25%	-9.35%

Dividends

AJAX.AS vs. ABN.AS - Dividend Comparison

AJAX.AS has not paid dividends to shareholders, while ABN.AS's dividend yield for the trailing twelve months is around 4.58%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ABN.AS ABN AMRO Bank N.V.	4.58%	4.33%	10.01%	9.49%	7.20%	5.26%	8.48%	8.63%	7.06%	4.05%	3.99%	0.00%
AJAX.AS AFC Ajax NV	0.00%	0.00%	0.00%	0.90%	0.00%	0.00%	0.00%	1.17%	0.00%	2.40%	0.00%	0.94%

Financials

Frequently Asked Questions

Can I hold both AJAX.AS and ABN.AS in my portfolio?

AJAX.AS and ABN.AS have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.