IES.DE vs. ABNY
IES.DE (Intesa Sanpaolo S.p.A) is a stock, while ABNY (YieldMax ABNB Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax. Over the past year, IES.DE returned 22.96% vs -0.67% for ABNY. At a 0.15 correlation, their price movements are largely independent.
Performance
IES.DE vs. ABNY - Performance Comparison
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Different Trading Currencies
IES.DE is traded in EUR, while ABNY is traded in USD. To make them comparable, the ABNY values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, IES.DE achieves a -0.93% return, which is significantly lower than ABNY's 3.48% return.
IES.DE
- 1D
- 0.64%
- 1M
- -1.25%
- YTD
- -0.93%
- 6M
- 4.79%
- 1Y
- 22.96%
- 3Y*
- 47.22%
- 5Y*
- 28.50%
- 10Y*
- 18.81%
ABNY
- 1D
- 0.96%
- 1M
- -1.03%
- YTD
- 3.48%
- 6M
- 10.48%
- 1Y
- -0.67%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IES.DE vs. ABNY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
IES.DE Intesa Sanpaolo S.p.A | -0.93% | 64.22% | 15.29% |
ABNY YieldMax ABNB Option Income Strategy ETF | 3.48% | -13.67% | -6.25% |
Correlation
The correlation between IES.DE and ABNY is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Jun 26, 2024 | 0.15 |
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Return for Risk
IES.DE vs. ABNY — Risk / Return Rank
IES.DE
ABNY
IES.DE vs. ABNY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Intesa Sanpaolo S.p.A (IES.DE) and YieldMax ABNB Option Income Strategy ETF (ABNY). 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.
| IES.DE | ABNY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.10 | ||
| Sortino ratioReturn per unit of downside risk | +1.44 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.02 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.39 | -0.04 | +1.42 |
| Martin ratioReturn relative to average drawdown | 4.40 | -0.07 | +4.47 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IES.DE | ABNY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | -0.03 | +1.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | -0.28 | +0.43 |
Drawdowns
IES.DE vs. ABNY - Drawdown Comparison
The maximum IES.DE drawdown since its inception was -80.65%, which is greater than ABNY's maximum drawdown of -35.36%. Use the drawdown chart below to compare losses from any high point for IES.DE and ABNY.
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Drawdown Indicators
| IES.DE | ABNY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.65% | -35.36% | -45.29% |
Max Drawdown (1Y)Largest decline over 1 year | -18.94% | -19.18% | +0.24% |
Max Drawdown (3Y)Largest decline over 3 years | -21.19% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -42.63% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -54.05% | — | — |
Current DrawdownCurrent decline from peak | -4.08% | -22.28% | +18.20% |
Average DrawdownAverage peak-to-trough decline | -30.86% | -21.01% | -9.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.99% | 9.74% | -3.75% |
Volatility
IES.DE vs. ABNY - Volatility Comparison
Intesa Sanpaolo S.p.A (IES.DE) and YieldMax ABNB Option Income Strategy ETF (ABNY) have volatilities of 6.50% and 6.27%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IES.DE | ABNY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.50% | 6.27% | +0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 18.28% | 18.86% | -0.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.70% | 24.77% | -0.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.56% | 31.02% | +2.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.77% | 31.02% | +4.75% |
Dividends
IES.DE vs. ABNY - Dividend Comparison
IES.DE's dividend yield for the trailing twelve months is around 6.61%, less than ABNY's 50.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABNY YieldMax ABNB Option Income Strategy ETF | 50.42% | 53.45% | 22.09% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IES.DE Intesa Sanpaolo S.p.A | 6.61% | 6.01% | 8.32% | 8.84% | 7.31% | 10.33% | 10.02% | 8.35% | 14.49% | 6.42% | 5.83% | 2.26% |
Frequently Asked Questions
IES.DE and ABNY have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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