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IDCBY vs. ADYEN.AS
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

IDCBY vs. ADYEN.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Industrial and Commercial Bank of China Limited (IDCBY) and Adyen N.V. (ADYEN.AS). The values are adjusted to include any dividend payments, if applicable.

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IDCBY vs. ADYEN.AS - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IDCBY
Industrial and Commercial Bank of China Limited
8.84%32.13%47.21%3.91%-2.05%-6.39%-12.54%13.02%-9.04%
ADYEN.AS
Adyen N.V.
-37.99%8.54%15.56%-6.59%-47.61%13.07%183.67%50.89%1.34%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, IDCBY achieves a 8.84% return, which is significantly higher than ADYEN.AS's -37.99% return.


IDCBY

1D
-0.90%
1M
8.34%
YTD
8.84%
6M
22.14%
1Y
31.01%
3Y*
28.30%
5Y*
12.53%
10Y*
12.36%

ADYEN.AS

1D
1.91%
1M
-11.29%
YTD
-37.99%
6M
-37.59%
1Y
-34.43%
3Y*
-14.14%
5Y*
-15.57%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

IDCBY vs. ADYEN.AS — Risk / Return Rank

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

IDCBY
IDCBY Risk / Return Rank: 8181
Overall Rank
IDCBY Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
IDCBY Sortino Ratio Rank: 8181
Sortino Ratio Rank
IDCBY Omega Ratio Rank: 7777
Omega Ratio Rank
IDCBY Calmar Ratio Rank: 8181
Calmar Ratio Rank
IDCBY Martin Ratio Rank: 8484
Martin Ratio Rank

ADYEN.AS
ADYEN.AS Risk / Return Rank: 1111
Overall Rank
ADYEN.AS Sharpe Ratio Rank: 55
Sharpe Ratio Rank
ADYEN.AS Sortino Ratio Rank: 88
Sortino Ratio Rank
ADYEN.AS Omega Ratio Rank: 88
Omega Ratio Rank
ADYEN.AS Calmar Ratio Rank: 2020
Calmar Ratio Rank
ADYEN.AS Martin Ratio Rank: 1414
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.

IDCBY vs. ADYEN.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Industrial and Commercial Bank of China Limited (IDCBY) and Adyen N.V. (ADYEN.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.


IDCBYADYEN.ASDifference

Sharpe ratio

Return per unit of total volatility

1.56

-0.82

+2.38

Sortino ratio

Return per unit of downside risk

2.20

-0.98

+3.18

Omega ratio

Gain probability vs. loss probability

1.27

0.86

+0.41

Calmar ratio

Return relative to maximum drawdown

2.45

-0.54

+2.99

Martin ratio

Return relative to average drawdown

7.54

-1.22

+8.76

IDCBY vs. ADYEN.AS - Sharpe Ratio Comparison

The current IDCBY Sharpe Ratio is 1.56, which is higher than the ADYEN.AS Sharpe Ratio of -0.82. The chart below compares the historical Sharpe Ratios of IDCBY and ADYEN.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.


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Sharpe Ratios by Period


IDCBYADYEN.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.56

-0.82

+2.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

-0.30

+0.89

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.17

-0.02

Correlation

The correlation between IDCBY and ADYEN.AS is 0.19, 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

IDCBY vs. ADYEN.AS - Dividend Comparison

IDCBY's dividend yield for the trailing twelve months is around 4.88%, while ADYEN.AS has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
IDCBY
Industrial and Commercial Bank of China Limited
4.88%7.76%6.36%8.69%8.61%7.32%4.84%3.91%4.48%3.49%12.32%7.11%
ADYEN.AS
Adyen N.V.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IDCBY vs. ADYEN.AS - Drawdown Comparison

The maximum IDCBY drawdown since its inception was -78.73%, roughly equal to the maximum ADYEN.AS drawdown of -79.38%. Use the drawdown chart below to compare losses from any high point for IDCBY and ADYEN.AS.


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Drawdown Indicators


IDCBYADYEN.ASDifference

Max Drawdown

Largest peak-to-trough decline

-78.73%

-77.19%

-1.54%

Max Drawdown (1Y)

Largest decline over 1 year

-12.37%

-51.25%

+38.88%

Max Drawdown (5Y)

Largest decline over 5 years

-30.39%

-77.19%

+46.80%

Max Drawdown (10Y)

Largest decline over 10 years

-39.70%

Current Drawdown

Current decline from peak

-3.11%

-68.77%

+65.66%

Average Drawdown

Average peak-to-trough decline

-49.49%

-31.37%

-18.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.02%

23.68%

-19.66%

Volatility

IDCBY vs. ADYEN.AS - Volatility Comparison

The current volatility for Industrial and Commercial Bank of China Limited (IDCBY) is 6.05%, while Adyen N.V. (ADYEN.AS) has a volatility of 8.32%. This indicates that IDCBY experiences smaller price fluctuations and is considered to be less risky than ADYEN.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IDCBYADYEN.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.05%

8.32%

-2.27%

Volatility (6M)

Calculated over the trailing 6-month period

13.05%

35.05%

-22.00%

Volatility (1Y)

Calculated over the trailing 1-year period

19.96%

41.78%

-21.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.29%

51.97%

-30.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.97%

48.55%

-25.58%

Financials

IDCBY vs. ADYEN.AS - Financials Comparison

This section allows you to compare key financial metrics between Industrial and Commercial Bank of China Limited and Adyen 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. IDCBY values in USD, ADYEN.AS values in EUR