HEI.DE vs. ABN.AS

Last updated Apr 3, 2026

Compare and contrast key facts about HeidelbergCement AG (HEI.DE) and ABN AMRO Bank N.V. (ABN.AS).

Performance

HEI.DE vs. ABN.AS - Performance Comparison

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

HEI.DE vs. ABN.AS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
HEI.DE HeidelbergCement AG	-20.38%	90.23%	51.95%	57.82%	-6.17%	0.05%	0.66%	25.47%	-39.48%	3.70%
ABN.AS ABN AMRO Bank N.V.	-6.21%	113.01%	20.79%	14.86%	8.40%	70.35%	-44.86%	-14.90%	-18.74%	33.75%

Returns By Period

In the year-to-date period, HEI.DE achieves a -20.38% return, which is significantly lower than ABN.AS's -6.21% return. Both investments have delivered pretty close results over the past 10 years, with HEI.DE having a 12.48% annualized return and ABN.AS not far ahead at 12.58%.

HEI.DE

• 1D: -2.74%
• 1M: -1.50%
• YTD: -20.38%
• 6M: -6.77%
• 1Y: 9.64%
• 3Y*: 42.46%
• 5Y*: 22.11%
• 10Y*: 12.48%

ABN.AS

• 1D: -0.60%
• 1M: 2.68%
• YTD: -6.21%
• 6M: 3.25%
• 1Y: 53.53%
• 3Y*: 34.91%
• 5Y*: 31.73%
• 10Y*: 12.58%

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

Return for Risk

HEI.DE vs. ABN.AS — Risk / Return Rank

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

HEI.DE

HEI.DE Risk / Return Rank: 47
HEI.DE Sharpe Ratio Rank: 49
HEI.DE Sortino Ratio Rank: 43
HEI.DE Omega Ratio Rank: 43
HEI.DE Calmar Ratio Rank: 48
HEI.DE Martin Ratio Rank: 52

ABN.AS

ABN.AS Risk / Return Rank: 88
ABN.AS Sharpe Ratio Rank: 89
ABN.AS Sortino Ratio Rank: 84
ABN.AS Omega Ratio Rank: 83
ABN.AS Calmar Ratio Rank: 90
ABN.AS Martin Ratio Rank: 91

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.

HEI.DE vs. ABN.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HeidelbergCement AG (HEI.DE) 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.

	HEI.DE	ABN.AS	Difference
Sharpe ratio Return per unit of total volatility	0.27	1.93	-1.65
Sortino ratio Return per unit of downside risk	0.61	2.47	-1.86
Omega ratio Gain probability vs. loss probability	1.08	1.33	-0.25
Calmar ratio Return relative to maximum drawdown	0.38	4.34	-3.96
Martin ratio Return relative to average drawdown	1.22	12.99	-11.77
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HEI.DE vs. ABN.AS - Sharpe Ratio Comparison

The current HEI.DE Sharpe Ratio is 0.27, which is lower than the ABN.AS Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of HEI.DE and ABN.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.

Sharpe Ratios by Period

	HEI.DE	ABN.AS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.27	1.93	-1.65
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.72	1.06	-0.33
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.41	0.37	+0.04
Sharpe Ratio (All Time) Calculated using the full available price history	0.18	0.35	-0.16

Correlation

The correlation between HEI.DE and ABN.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.

Dividends

HEI.DE vs. ABN.AS - Dividend Comparison

HEI.DE's dividend yield for the trailing twelve months is around 1.86%, less than ABN.AS's 4.62% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
HEI.DE HeidelbergCement AG	1.86%	1.48%	2.51%	3.21%	4.50%	3.70%	4.57%	3.23%	3.56%	1.77%	1.47%	0.99%
ABN.AS ABN AMRO Bank N.V.	4.62%	4.33%	10.01%	9.49%	7.20%	5.26%	8.48%	8.63%	7.06%	4.05%	3.99%	0.00%

Drawdowns

HEI.DE vs. ABN.AS - Drawdown Comparison

The maximum HEI.DE drawdown since its inception was -83.06%, 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 HEI.DE and ABN.AS.

Drawdown Indicators

	HEI.DE	ABN.AS	Difference
Max Drawdown Largest peak-to-trough decline	-83.06%	-73.99%	-9.07%
Max Drawdown (1Y) Largest decline over 1 year	-32.64%	-17.97%	-14.67%
Max Drawdown (5Y) Largest decline over 5 years	-46.89%	-37.44%	-9.45%
Max Drawdown (10Y) Largest decline over 10 years	-66.62%	-73.99%	+7.37%
Current Drawdown Current decline from peak	-25.71%	-13.28%	-12.43%
Average Drawdown Average peak-to-trough decline	-31.22%	-23.96%	-7.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.14%	6.00%	+4.14%

Volatility

HEI.DE vs. ABN.AS - Volatility Comparison

HeidelbergCement AG (HEI.DE) has a higher volatility of 11.52% compared to ABN AMRO Bank N.V. (ABN.AS) at 8.48%. This indicates that HEI.DE's price experiences larger fluctuations and is considered to be riskier than ABN.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HEI.DE	ABN.AS	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.52%	8.48%	+3.04%
Volatility (6M) Calculated over the trailing 6-month period	27.02%	19.15%	+7.87%
Volatility (1Y) Calculated over the trailing 1-year period	35.56%	27.41%	+8.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.12%	29.47%	+0.65%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.90%	33.12%	-3.22%

Financials