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

NDA-FI.HE vs. AAVMY

Last updated Jul 21, 2026
Documentation

NDA-FI.HE (Nordea Bank Abp) and AAVMY (ABN AMRO Bank N.V) are both stocks. Both are in the Financial Services sector — NDA-FI.HE in Banks - Regional, AAVMY in Banks - Diversified. Over the past 5 years, NDA-FI.HE returned 22.59%/yr vs 42.52%/yr for AAVMY. At a 0.47 correlation, their price movements are largely independent.

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.

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Different Trading Currencies

NDA-FI.HE is traded in EUR, while AAVMY is traded in USD. To make them comparable, the AAVMY values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, NDA-FI.HE achieves a 13.57% return, which is significantly lower than AAVMY's 29.68% return.

NDA-FI.HE

1D
0.41%
1M
3.63%
6M
11.02%
YTD
13.57%
1Y
49.54%
3Y*
27.53%
5Y*
22.59%
10Y*
15.69%
ALL TIME*
10.12%

AAVMY

1D
-0.12%
1M
-0.80%
6M
24.07%
YTD
29.68%
1Y
63.48%
3Y*
44.95%
5Y*
42.52%
10Y*
—
ALL TIME*
21.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NDA-FI.HE vs. AAVMY - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
NDA-FI.HE
Nordea Bank Abp		13.57%65.31%1.81%21.33%-0.15%74.60%-7.87%27.92%
AAVMY
ABN AMRO Bank N.V		29.68%112.27%20.15%14.72%8.38%72.19%-45.91%1.15%

Correlation

The correlation between NDA-FI.HE and AAVMY is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.45

Correlation (3Y)
Calculated over the trailing 3-year period

0.43

Correlation (5Y)
Calculated over the trailing 5-year period

0.45

Correlation (All Time)
Calculated using the full available price history since Aug 9, 2019

0.47

Compare stocks, funds, or ETFs

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

Nordea Bank Abp

ABN AMRO Bank N.V

Often compared with NDA-FI.HE:
NDA-FI.HE vs. MANTA.HENDA-FI.HE vs. ABN.ASNDA-FI.HE vs. DNBBYNDA-FI.HE vs. BNC.LNDA-FI.HE vs. HSBCNDA-FI.HE vs. INGNDA-FI.HE vs. SPY
Often compared with AAVMY:
AAVMY vs. BBVA

Return for Risk

NDA-FI.HE vs. AAVMY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
NDA-FI.HE
NDA-FI.HE Risk / Return Rank: 9494
Overall Rank
NDA-FI.HE Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
NDA-FI.HE Sortino Ratio Rank: 9595
Sortino Ratio Rank
NDA-FI.HE Omega Ratio Rank: 9393
Omega Ratio Rank
NDA-FI.HE Calmar Ratio Rank: 9393
Calmar Ratio Rank
NDA-FI.HE Martin Ratio Rank: 9696
Martin Ratio Rank
AAVMY
AAVMY Risk / Return Rank: 8989
Overall Rank
AAVMY Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
AAVMY Sortino Ratio Rank: 9090
Sortino Ratio Rank
AAVMY Omega Ratio Rank: 8888
Omega Ratio Rank
AAVMY Calmar Ratio Rank: 8686
Calmar Ratio Rank
AAVMY Martin Ratio Rank: 8989
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.

NDA-FI.HE vs. AAVMY - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

NDA-FI.HEAAVMYDifference
Sharpe ratioReturn per unit of total volatility
2.50
2.23

+0.28

Sortino ratioReturn per unit of downside risk
3.41
2.93

+0.48

Omega ratioGain probability vs. loss probability

1.42

1.37

+0.04

Calmar ratioReturn relative to maximum drawdown

4.37

3.33

+1.04

Martin ratioReturn relative to average drawdown

15.62

9.99

+5.63

NDA-FI.HE vs. AAVMY - Sharpe Ratio Comparison

The current NDA-FI.HE Sharpe Ratio is 2.50, which is comparable to the AAVMY Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of NDA-FI.HE and AAVMY, 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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Drawdowns

NDA-FI.HE vs. AAVMY - Drawdown Comparison

The maximum NDA-FI.HE drawdown since its inception was -71.54%, which is greater than AAVMY's maximum drawdown of -66.03%. Use the drawdown chart below to compare losses from any high point for NDA-FI.HE and AAVMY.

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Drawdown Indicators

NDA-FI.HEAAVMYDifference

Max Drawdown

Largest peak-to-trough decline

-71.54%

-66.03%

-5.51%

Max Drawdown (1Y)

Largest decline over 1 year

-11.46%

-19.19%

+7.73%

Max Drawdown (3Y)

Largest decline over 3 years

-17.42%

-20.65%

+3.23%

Max Drawdown (5Y)

Largest decline over 5 years

-26.11%

-38.22%

+12.11%

Max Drawdown (10Y)

Largest decline over 10 years

-55.04%

—

—

Current Drawdown

Current decline from peak

0.00%

-3.78%

+3.78%

Average Drawdown

Average peak-to-trough decline

-15.63%

-19.80%

+4.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

6.37%

-3.18%

Volatility

NDA-FI.HE vs. AAVMY - Volatility Comparison

The current volatility for Nordea Bank Abp (NDA-FI.HE) is 5.47%, while ABN AMRO Bank N.V (AAVMY) has a volatility of 6.94%. 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.

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Volatility by Period

NDA-FI.HEAAVMYDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.47%

6.94%

-1.47%

Volatility (6M)

Calculated over the trailing 6-month period

16.03%

22.35%

-6.32%

Volatility (1Y)

Calculated over the trailing 1-year period

20.01%

28.69%

-8.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.19%

31.60%

-8.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.81%

38.68%

-13.87%

Dividends

NDA-FI.HE vs. AAVMY - Dividend Comparison

NDA-FI.HE's dividend yield for the trailing twelve months is around 5.61%, more than AAVMY's 4.27% yield.

PositionTTM20252024202320222021202020192018201720162015
AAVMY
ABN AMRO Bank N.V		4.27%4.03%10.50%9.34%7.41%5.39%6.11%0.00%0.00%0.00%0.00%0.00%
NDA-FI.HE
Nordea Bank Abp		5.61%5.84%8.76%7.12%6.88%7.32%0.00%9.53%9.35%6.44%6.04%6.11%

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

Values in EUR except per share items

Frequently Asked Questions

NDA-FI.HE and AAVMY have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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