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INGA.AS vs. ABN.AS
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

INGA.AS vs. ABN.AS - Performance Comparison

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

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INGA.AS vs. ABN.AS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
INGA.AS
ING Groep NV
-2.55%70.24%20.24%27.06%1.81%68.89%-28.51%21.15%-35.51%19.63%
ABN.AS
ABN AMRO Bank N.V.
-5.64%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, INGA.AS achieves a -2.55% return, which is significantly higher than ABN.AS's -5.64% return. Over the past 10 years, INGA.AS has outperformed ABN.AS with an annualized return of 14.79%, while ABN.AS has yielded a comparatively lower 12.55% annualized return.


INGA.AS

1D
5.11%
1M
-2.76%
YTD
-2.55%
6M
5.25%
1Y
36.81%
3Y*
37.91%
5Y*
25.80%
10Y*
14.79%

ABN.AS

1D
3.69%
1M
0.25%
YTD
-5.64%
6M
2.44%
1Y
54.15%
3Y*
35.09%
5Y*
31.89%
10Y*
12.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

INGA.AS vs. ABN.AS — Risk / Return Rank

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

INGA.AS
INGA.AS Risk / Return Rank: 8282
Overall Rank
INGA.AS Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
INGA.AS Sortino Ratio Rank: 7575
Sortino Ratio Rank
INGA.AS Omega Ratio Rank: 7676
Omega Ratio Rank
INGA.AS Calmar Ratio Rank: 8787
Calmar Ratio Rank
INGA.AS Martin Ratio Rank: 9090
Martin Ratio Rank

ABN.AS
ABN.AS Risk / Return Rank: 8888
Overall Rank
ABN.AS Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
ABN.AS Sortino Ratio Rank: 8585
Sortino Ratio Rank
ABN.AS Omega Ratio Rank: 8585
Omega Ratio Rank
ABN.AS Calmar Ratio Rank: 9090
Calmar Ratio Rank
ABN.AS Martin Ratio Rank: 9292
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.

INGA.AS vs. ABN.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ING Groep NV (INGA.AS) 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.


INGA.ASABN.ASDifference

Sharpe ratio

Return per unit of total volatility

1.39

1.95

-0.56

Sortino ratio

Return per unit of downside risk

1.91

2.49

-0.58

Omega ratio

Gain probability vs. loss probability

1.26

1.33

-0.07

Calmar ratio

Return relative to maximum drawdown

3.31

4.08

-0.78

Martin ratio

Return relative to average drawdown

10.92

12.35

-1.43

INGA.AS vs. ABN.AS - Sharpe Ratio Comparison

The current INGA.AS Sharpe Ratio is 1.39, which is comparable to the ABN.AS Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of INGA.AS 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.


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Sharpe Ratios by Period


INGA.ASABN.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

1.95

-0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

1.06

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.37

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.35

-0.14

Correlation

The correlation between INGA.AS and ABN.AS is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

INGA.AS vs. ABN.AS - Dividend Comparison

INGA.AS's dividend yield for the trailing twelve months is around 5.30%, more than ABN.AS's 4.59% yield.


TTM20252024202320222021202020192018201720162015
INGA.AS
ING Groep NV
5.30%5.09%7.31%6.07%7.13%4.90%0.00%6.36%7.12%4.31%4.86%2.89%
ABN.AS
ABN AMRO Bank N.V.
4.59%4.33%10.01%9.49%7.20%5.26%8.48%8.63%7.06%4.05%3.99%0.00%

Drawdowns

INGA.AS vs. ABN.AS - Drawdown Comparison

The maximum INGA.AS drawdown since its inception was -92.24%, 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 INGA.AS and ABN.AS.


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Drawdown Indicators


INGA.ASABN.ASDifference

Max Drawdown

Largest peak-to-trough decline

-92.24%

-73.99%

-18.25%

Max Drawdown (1Y)

Largest decline over 1 year

-16.97%

-17.97%

+1.00%

Max Drawdown (5Y)

Largest decline over 5 years

-39.09%

-37.44%

-1.65%

Max Drawdown (10Y)

Largest decline over 10 years

-71.09%

-73.99%

+2.90%

Current Drawdown

Current decline from peak

-11.08%

-12.76%

+1.68%

Average Drawdown

Average peak-to-trough decline

-34.74%

-23.96%

-10.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.11%

5.94%

-0.83%

Volatility

INGA.AS vs. ABN.AS - Volatility Comparison

ING Groep NV (INGA.AS) and ABN AMRO Bank N.V. (ABN.AS) have volatilities of 9.12% and 8.87%, 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


INGA.ASABN.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.12%

8.87%

+0.25%

Volatility (6M)

Calculated over the trailing 6-month period

18.04%

19.32%

-1.28%

Volatility (1Y)

Calculated over the trailing 1-year period

26.16%

27.40%

-1.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.71%

29.48%

-1.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.06%

33.13%

-1.07%

Financials

INGA.AS vs. ABN.AS - Financials Comparison

This section allows you to compare key financial metrics between ING Groep NV 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


Values in EUR except per share items