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INGA.AS vs. NTDOY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


INGA.ASNTDOY
YTD Return17.90%1.82%
1Y Return26.54%14.81%
3Y Return (Ann)11.65%8.66%
5Y Return (Ann)12.67%9.75%
10Y Return (Ann)7.99%19.68%
Sharpe Ratio1.300.45
Sortino Ratio1.800.80
Omega Ratio1.251.10
Calmar Ratio1.000.53
Martin Ratio5.111.40
Ulcer Index4.98%8.89%
Daily Std Dev19.47%27.73%
Max Drawdown-92.24%-83.03%
Current Drawdown-11.21%-11.47%

Fundamentals


INGA.ASNTDOY
Market Cap€47.40B$63.25B
EPS€2.06$0.46
PE Ratio7.1929.30
PEG Ratio0.4124.86
Total Revenue (TTM)€16.69B$1.12T
Gross Profit (TTM)€5.41B$634.76B
EBITDA (TTM)-€68.00M$313.83B

Correlation

-0.50.00.51.00.2

The correlation between INGA.AS and NTDOY is 0.18, 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.

Performance

INGA.AS vs. NTDOY - Performance Comparison

In the year-to-date period, INGA.AS achieves a 17.90% return, which is significantly higher than NTDOY's 1.82% return. Over the past 10 years, INGA.AS has underperformed NTDOY with an annualized return of 7.99%, while NTDOY has yielded a comparatively higher 19.68% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-9.36%
-4.75%
INGA.AS
NTDOY

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Risk-Adjusted Performance

INGA.AS vs. NTDOY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ING Groep NV (INGA.AS) and Nintendo Co ADR (NTDOY). 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.AS
Sharpe ratio
The chart of Sharpe ratio for INGA.AS, currently valued at 1.05, compared to the broader market-4.00-2.000.002.004.001.05
Sortino ratio
The chart of Sortino ratio for INGA.AS, currently valued at 1.49, compared to the broader market-4.00-2.000.002.004.006.001.49
Omega ratio
The chart of Omega ratio for INGA.AS, currently valued at 1.20, compared to the broader market0.501.001.502.001.20
Calmar ratio
The chart of Calmar ratio for INGA.AS, currently valued at 0.56, compared to the broader market0.002.004.006.000.56
Martin ratio
The chart of Martin ratio for INGA.AS, currently valued at 3.74, compared to the broader market0.0010.0020.0030.003.74
NTDOY
Sharpe ratio
The chart of Sharpe ratio for NTDOY, currently valued at 0.51, compared to the broader market-4.00-2.000.002.004.000.51
Sortino ratio
The chart of Sortino ratio for NTDOY, currently valued at 0.87, compared to the broader market-4.00-2.000.002.004.006.000.87
Omega ratio
The chart of Omega ratio for NTDOY, currently valued at 1.11, compared to the broader market0.501.001.502.001.11
Calmar ratio
The chart of Calmar ratio for NTDOY, currently valued at 0.60, compared to the broader market0.002.004.006.000.60
Martin ratio
The chart of Martin ratio for NTDOY, currently valued at 1.56, compared to the broader market0.0010.0020.0030.001.56

INGA.AS vs. NTDOY - Sharpe Ratio Comparison

The current INGA.AS Sharpe Ratio is 1.30, which is higher than the NTDOY Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of INGA.AS and NTDOY, 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 Ratio0.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.05
0.51
INGA.AS
NTDOY

Dividends

INGA.AS vs. NTDOY - Dividend Comparison

INGA.AS's dividend yield for the trailing twelve months is around 7.45%, more than NTDOY's 1.56% yield.


TTM20232022202120202019201820172016201520142013
INGA.AS
ING Groep NV
7.45%6.07%7.13%3.19%0.00%6.36%7.12%4.31%4.86%2.89%0.00%0.00%
NTDOY
Nintendo Co ADR
1.56%2.70%3.32%3.90%2.38%2.10%1.65%1.31%0.43%2.02%0.74%0.65%

Drawdowns

INGA.AS vs. NTDOY - Drawdown Comparison

The maximum INGA.AS drawdown since its inception was -92.24%, which is greater than NTDOY's maximum drawdown of -83.03%. Use the drawdown chart below to compare losses from any high point for INGA.AS and NTDOY. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%JuneJulyAugustSeptemberOctoberNovember
-21.45%
-11.47%
INGA.AS
NTDOY

Volatility

INGA.AS vs. NTDOY - Volatility Comparison

ING Groep NV (INGA.AS) and Nintendo Co ADR (NTDOY) have volatilities of 6.31% and 6.47%, 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.


4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
6.31%
6.47%
INGA.AS
NTDOY

Financials

INGA.AS vs. NTDOY - Financials Comparison

This section allows you to compare key financial metrics between ING Groep NV and Nintendo Co ADR. 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. INGA.AS values in EUR, NTDOY values in USD