PortfoliosLab logoPortfoliosLab logo
AKZOY vs. KPN.AS
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

AKZOY vs. KPN.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Akzo Nobel NV ADR (AKZOY) and Koninklijke KPN N.V. (KPN.AS). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

AKZOY vs. KPN.AS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AKZOY
Akzo Nobel NV ADR
-18.62%19.95%-25.71%27.68%-37.65%3.58%8.38%36.28%-6.15%50.17%
KPN.AS
Koninklijke KPN N.V.
18.41%34.04%10.96%16.39%3.73%7.27%8.95%5.35%-11.66%23.01%
Different Trading Currencies

AKZOY is traded in USD, while KPN.AS is traded in EUR. To make them comparable, the KPN.AS values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, AKZOY achieves a -18.62% return, which is significantly lower than KPN.AS's 18.41% return. Over the past 10 years, AKZOY has underperformed KPN.AS with an annualized return of 1.58%, while KPN.AS has yielded a comparatively higher 8.64% annualized return.


AKZOY

1D
-1.52%
1M
-15.48%
YTD
-18.62%
6M
-20.16%
1Y
-5.78%
3Y*
-7.44%
5Y*
-10.77%
10Y*
1.58%

KPN.AS

1D
-0.35%
1M
-1.33%
YTD
18.41%
6M
15.36%
1Y
36.31%
3Y*
21.54%
5Y*
15.05%
10Y*
8.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


Return for Risk

AKZOY vs. KPN.AS — Risk / Return Rank

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

AKZOY
AKZOY Risk / Return Rank: 2929
Overall Rank
AKZOY Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
AKZOY Sortino Ratio Rank: 2626
Sortino Ratio Rank
AKZOY Omega Ratio Rank: 2525
Omega Ratio Rank
AKZOY Calmar Ratio Rank: 3434
Calmar Ratio Rank
AKZOY Martin Ratio Rank: 3131
Martin Ratio Rank

KPN.AS
KPN.AS Risk / Return Rank: 8080
Overall Rank
KPN.AS Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
KPN.AS Sortino Ratio Rank: 8282
Sortino Ratio Rank
KPN.AS Omega Ratio Rank: 7878
Omega Ratio Rank
KPN.AS Calmar Ratio Rank: 8080
Calmar Ratio Rank
KPN.AS Martin Ratio Rank: 7878
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.

AKZOY vs. KPN.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Akzo Nobel NV ADR (AKZOY) and Koninklijke KPN N.V. (KPN.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.


AKZOYKPN.ASDifference

Sharpe ratio

Return per unit of total volatility

-0.21

1.73

-1.94

Sortino ratio

Return per unit of downside risk

-0.12

2.45

-2.57

Omega ratio

Gain probability vs. loss probability

0.99

1.31

-0.32

Calmar ratio

Return relative to maximum drawdown

-0.20

2.83

-3.03

Martin ratio

Return relative to average drawdown

-0.60

6.63

-7.23

AKZOY vs. KPN.AS - Sharpe Ratio Comparison

The current AKZOY Sharpe Ratio is -0.21, which is lower than the KPN.AS Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of AKZOY and KPN.AS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


AKZOYKPN.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.21

1.73

-1.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.39

0.85

-1.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.06

0.39

-0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.09

-0.03

Correlation

The correlation between AKZOY and KPN.AS is 0.24, 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.


Dividends

AKZOY vs. KPN.AS - Dividend Comparison

AKZOY's dividend yield for the trailing twelve months is around 3.76%, more than KPN.AS's 3.67% yield.


TTM20252024202320222021202020192018201720162015
AKZOY
Akzo Nobel NV ADR
3.76%3.06%3.56%2.54%3.26%1.83%1.69%16.96%2.98%6.54%2.28%0.00%
KPN.AS
Koninklijke KPN N.V.
3.67%4.40%4.72%4.71%4.81%4.84%5.07%4.64%4.92%4.16%13.79%3.26%

Drawdowns

AKZOY vs. KPN.AS - Drawdown Comparison

The maximum AKZOY drawdown since its inception was -57.64%, smaller than the maximum KPN.AS drawdown of -80.08%. Use the drawdown chart below to compare losses from any high point for AKZOY and KPN.AS.


Loading graphics...

Drawdown Indicators


AKZOYKPN.ASDifference

Max Drawdown

Largest peak-to-trough decline

-57.64%

-96.99%

+39.35%

Max Drawdown (1Y)

Largest decline over 1 year

-24.79%

-10.88%

-13.91%

Max Drawdown (5Y)

Largest decline over 5 years

-57.64%

-20.90%

-36.74%

Max Drawdown (10Y)

Largest decline over 10 years

-57.64%

-40.30%

-17.34%

Current Drawdown

Current decline from peak

-51.21%

-67.51%

+16.30%

Average Drawdown

Average peak-to-trough decline

-21.41%

-70.03%

+48.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.10%

4.58%

+3.52%

Volatility

AKZOY vs. KPN.AS - Volatility Comparison

Akzo Nobel NV ADR (AKZOY) has a higher volatility of 9.33% compared to Koninklijke KPN N.V. (KPN.AS) at 4.75%. This indicates that AKZOY's price experiences larger fluctuations and is considered to be riskier than KPN.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


AKZOYKPN.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.33%

4.75%

+4.58%

Volatility (6M)

Calculated over the trailing 6-month period

17.95%

13.84%

+4.11%

Volatility (1Y)

Calculated over the trailing 1-year period

27.43%

20.75%

+6.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.99%

17.50%

+10.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.44%

21.70%

+5.74%

Financials

AKZOY vs. KPN.AS - Financials Comparison

This section allows you to compare key financial metrics between Akzo Nobel NV ADR and Koninklijke KPN N.V.. 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


Please note, different currencies. AKZOY values in USD, KPN.AS values in EUR