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NDA-FI.HE vs. AAVMY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NDA-FI.HE and AAVMY is 0.53, 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.


-0.50.00.51.00.5

Performance

NDA-FI.HE vs. AAVMY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nordea Bank Abp (NDA-FI.HE) and ABN AMRO Bank N.V (AAVMY). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
141.92%
38.37%
NDA-FI.HE
AAVMY

Key characteristics

Sharpe Ratio

NDA-FI.HE:

0.04

AAVMY:

0.82

Sortino Ratio

NDA-FI.HE:

0.19

AAVMY:

1.32

Omega Ratio

NDA-FI.HE:

1.02

AAVMY:

1.17

Calmar Ratio

NDA-FI.HE:

0.05

AAVMY:

1.16

Martin Ratio

NDA-FI.HE:

0.10

AAVMY:

2.90

Ulcer Index

NDA-FI.HE:

7.37%

AAVMY:

7.20%

Daily Std Dev

NDA-FI.HE:

20.01%

AAVMY:

25.52%

Max Drawdown

NDA-FI.HE:

-71.84%

AAVMY:

-66.14%

Current Drawdown

NDA-FI.HE:

-12.99%

AAVMY:

-16.94%

Fundamentals

Market Cap

NDA-FI.HE:

€36.99B

AAVMY:

$12.70B

EPS

NDA-FI.HE:

€1.42

AAVMY:

$3.05

PE Ratio

NDA-FI.HE:

7.45

AAVMY:

4.95

PEG Ratio

NDA-FI.HE:

3.65

AAVMY:

2.99

Total Revenue (TTM)

NDA-FI.HE:

€12.03B

AAVMY:

$8.75B

Returns By Period

In the year-to-date period, NDA-FI.HE achieves a -0.96% return, which is significantly lower than AAVMY's 18.80% return.


NDA-FI.HE

YTD

-0.96%

1M

-3.58%

6M

-9.78%

1Y

0.72%

5Y*

14.95%

10Y*

8.14%

AAVMY

YTD

18.80%

1M

-1.74%

6M

-3.41%

1Y

20.57%

5Y*

6.96%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

NDA-FI.HE vs. AAVMY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nordea Bank Abp (NDA-FI.HE) and ABN AMRO Bank N.V (AAVMY). 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 NDA-FI.HE, currently valued at -0.31, compared to the broader market-4.00-2.000.002.00-0.310.69
The chart of Sortino ratio for NDA-FI.HE, currently valued at -0.29, compared to the broader market-4.00-2.000.002.004.00-0.291.15
The chart of Omega ratio for NDA-FI.HE, currently valued at 0.97, compared to the broader market0.501.001.502.000.971.15
The chart of Calmar ratio for NDA-FI.HE, currently valued at -0.42, compared to the broader market0.002.004.006.00-0.420.98
The chart of Martin ratio for NDA-FI.HE, currently valued at -0.90, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.902.42
NDA-FI.HE
AAVMY

The current NDA-FI.HE Sharpe Ratio is 0.04, which is lower than the AAVMY Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of NDA-FI.HE and AAVMY, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.31
0.69
NDA-FI.HE
AAVMY

Dividends

NDA-FI.HE vs. AAVMY - Dividend Comparison

NDA-FI.HE's dividend yield for the trailing twelve months is around 8.98%, less than AAVMY's 16.85% yield.


TTM20232022202120202019201820172016201520142013
NDA-FI.HE
Nordea Bank Abp
8.98%7.10%6.88%4.26%6.00%9.53%9.35%6.44%6.04%6.13%4.46%3.50%
AAVMY
ABN AMRO Bank N.V
16.85%9.35%7.41%5.39%7.73%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

NDA-FI.HE vs. AAVMY - Drawdown Comparison

The maximum NDA-FI.HE drawdown since its inception was -71.84%, which is greater than AAVMY's maximum drawdown of -66.14%. Use the drawdown chart below to compare losses from any high point for NDA-FI.HE and AAVMY. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-16.04%
-16.94%
NDA-FI.HE
AAVMY

Volatility

NDA-FI.HE vs. AAVMY - Volatility Comparison

The current volatility for Nordea Bank Abp (NDA-FI.HE) is 5.45%, while ABN AMRO Bank N.V (AAVMY) has a volatility of 7.12%. This indicates that NDA-FI.HE experiences smaller price fluctuations and is considered to be less risky than AAVMY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.45%
7.12%
NDA-FI.HE
AAVMY

Financials

NDA-FI.HE vs. AAVMY - Financials Comparison

This section allows you to compare key financial metrics between Nordea Bank Abp 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. NDA-FI.HE values in EUR, AAVMY values in USD
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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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