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ING vs. ABN.AS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ING and ABN.AS is 0.66, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

ING vs. ABN.AS - Performance Comparison

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

60.00%80.00%100.00%120.00%140.00%NovemberDecember2025FebruaryMarchApril
107.58%
87.63%
ING
ABN.AS

Key characteristics

Sharpe Ratio

ING:

0.46

ABN.AS:

0.73

Sortino Ratio

ING:

0.80

ABN.AS:

1.13

Omega Ratio

ING:

1.11

ABN.AS:

1.15

Calmar Ratio

ING:

0.28

ABN.AS:

1.18

Martin Ratio

ING:

1.40

ABN.AS:

3.00

Ulcer Index

ING:

8.68%

ABN.AS:

6.12%

Daily Std Dev

ING:

26.19%

ABN.AS:

25.14%

Max Drawdown

ING:

-92.98%

ABN.AS:

-73.99%

Current Drawdown

ING:

-31.24%

ABN.AS:

-15.60%

Fundamentals

Market Cap

ING:

$57.24B

ABN.AS:

€14.38B

EPS

ING:

$2.16

ABN.AS:

€2.71

PE Ratio

ING:

8.04

ABN.AS:

6.37

PEG Ratio

ING:

0.41

ABN.AS:

3.00

Total Revenue (TTM)

ING:

$17.03B

ABN.AS:

€6.67B

Returns By Period

In the year-to-date period, ING achieves a 11.97% return, which is significantly lower than ABN.AS's 15.92% return.


ING

YTD

11.97%

1M

-10.79%

6M

-0.64%

1Y

12.51%

5Y*

36.52%

10Y*

6.95%

ABN.AS

YTD

15.92%

1M

-7.03%

6M

10.50%

1Y

15.78%

5Y*

29.38%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

ING vs. ABN.AS — Risk-Adjusted Performance Rank

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

ING
The Risk-Adjusted Performance Rank of ING is 6868
Overall Rank
The Sharpe Ratio Rank of ING is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of ING is 6464
Sortino Ratio Rank
The Omega Ratio Rank of ING is 6363
Omega Ratio Rank
The Calmar Ratio Rank of ING is 6868
Calmar Ratio Rank
The Martin Ratio Rank of ING is 7171
Martin Ratio Rank

ABN.AS
The Risk-Adjusted Performance Rank of ABN.AS is 7979
Overall Rank
The Sharpe Ratio Rank of ABN.AS is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of ABN.AS is 7272
Sortino Ratio Rank
The Omega Ratio Rank of ABN.AS is 7272
Omega Ratio Rank
The Calmar Ratio Rank of ABN.AS is 8888
Calmar Ratio Rank
The Martin Ratio Rank of ABN.AS is 8181
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ING vs. ABN.AS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ING Groep N.V. (ING) 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.


Sharpe ratio
The chart of Sharpe ratio for ING, currently valued at 0.75, compared to the broader market-2.00-1.000.001.002.00
ING: 0.75
ABN.AS: 0.91
The chart of Sortino ratio for ING, currently valued at 1.16, compared to the broader market-6.00-4.00-2.000.002.004.00
ING: 1.16
ABN.AS: 1.39
The chart of Omega ratio for ING, currently valued at 1.16, compared to the broader market0.501.001.502.00
ING: 1.16
ABN.AS: 1.19
The chart of Calmar ratio for ING, currently valued at 1.00, compared to the broader market0.001.002.003.004.00
ING: 1.00
ABN.AS: 1.01
The chart of Martin ratio for ING, currently valued at 2.19, compared to the broader market-10.000.0010.0020.00
ING: 2.19
ABN.AS: 2.85

The current ING Sharpe Ratio is 0.46, which is lower than the ABN.AS Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of ING 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.


Rolling 12-month Sharpe Ratio0.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.75
0.91
ING
ABN.AS

Dividends

ING vs. ABN.AS - Dividend Comparison

ING's dividend yield for the trailing twelve months is around 7.86%, less than ABN.AS's 8.63% yield.


TTM2024202320222021202020192018201720162015
ING
ING Groep N.V.
7.86%7.65%5.86%7.17%5.09%0.00%6.33%7.64%3.99%5.24%2.95%
ABN.AS
ABN AMRO Bank N.V.
8.63%10.01%9.49%7.20%5.26%8.48%8.63%7.06%4.05%3.99%0.00%

Drawdowns

ING vs. ABN.AS - Drawdown Comparison

The maximum ING drawdown since its inception was -92.98%, 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 ING and ABN.AS. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-16.30%
-14.06%
ING
ABN.AS

Volatility

ING vs. ABN.AS - Volatility Comparison

ING Groep N.V. (ING) has a higher volatility of 12.20% compared to ABN AMRO Bank N.V. (ABN.AS) at 10.88%. This indicates that ING'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.


4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
12.20%
10.88%
ING
ABN.AS

Financials

ING vs. ABN.AS - Financials Comparison

This section allows you to compare key financial metrics between ING Groep N.V. and ABN AMRO Bank 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. ING values in USD, ABN.AS values in EUR
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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