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IES.DE vs. ABNY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IES.DE vs. ABNY - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Intesa Sanpaolo S.p.A (IES.DE) and YieldMax ABNB Option Income Strategy ETF (ABNY). The values are adjusted to include any dividend payments, if applicable.

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

IES.DE vs. ABNY - Yearly Performance Comparison


2026 (YTD)20252024
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

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

IES.DE
IES.DE Risk / Return Rank: 6969
Overall Rank
IES.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
IES.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
IES.DE Omega Ratio Rank: 6464
Omega Ratio Rank
IES.DE Calmar Ratio Rank: 6767
Calmar Ratio Rank
IES.DE Martin Ratio Rank: 7373
Martin Ratio Rank

ABNY
ABNY Risk / Return Rank: 99
Overall Rank
ABNY Sharpe Ratio Rank: 99
Sharpe Ratio Rank
ABNY Sortino Ratio Rank: 99
Sortino Ratio Rank
ABNY Omega Ratio Rank: 1010
Omega Ratio Rank
ABNY Calmar Ratio Rank: 99
Calmar Ratio Rank
ABNY Martin Ratio Rank: 99
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.

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.DEABNYDifference
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

IES.DE vs. ABNY - Sharpe Ratio Comparison

The current IES.DE Sharpe Ratio is 1.07, which is higher than the ABNY Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of IES.DE and ABNY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IES.DEABNYDifference

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.DEABNYDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-4.08%

-22.28%

+18.20%

Average Drawdown

Average peak-to-trough decline

-30.86%

-21.01%

-9.85%

Ulcer Index

Depth 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.DEABNYDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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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