PortfoliosLab logo
NN.AS vs. ABN.AS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NN.AS and ABN.AS is 0.28, 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

NN.AS vs. ABN.AS - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

NN.AS:

1.66

ABN.AS:

1.13

Sortino Ratio

NN.AS:

2.22

ABN.AS:

1.43

Omega Ratio

NN.AS:

1.34

ABN.AS:

1.19

Calmar Ratio

NN.AS:

2.37

ABN.AS:

1.37

Martin Ratio

NN.AS:

7.05

ABN.AS:

3.94

Ulcer Index

NN.AS:

4.48%

ABN.AS:

6.35%

Daily Std Dev

NN.AS:

18.23%

ABN.AS:

26.24%

Max Drawdown

NN.AS:

-46.30%

ABN.AS:

-73.99%

Current Drawdown

NN.AS:

0.00%

ABN.AS:

-1.96%

Fundamentals

Market Cap

NN.AS:

€14.72B

ABN.AS:

€16.02B

EPS

NN.AS:

€5.58

ABN.AS:

€2.72

PE Ratio

NN.AS:

9.86

ABN.AS:

7.07

PEG Ratio

NN.AS:

0.86

ABN.AS:

3.00

PS Ratio

NN.AS:

1.17

ABN.AS:

1.80

PB Ratio

NN.AS:

0.68

ABN.AS:

0.61

Returns By Period

In the year-to-date period, NN.AS achieves a 30.83% return, which is significantly lower than ABN.AS's 34.65% return.


NN.AS

YTD

30.83%

1M

15.36%

6M

21.96%

1Y

29.90%

5Y*

24.89%

10Y*

14.45%

ABN.AS

YTD

34.65%

1M

17.18%

6M

31.73%

1Y

28.56%

5Y*

32.29%

10Y*

N/A

*Annualized

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

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

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

NN.AS
The Risk-Adjusted Performance Rank of NN.AS is 9292
Overall Rank
The Sharpe Ratio Rank of NN.AS is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of NN.AS is 8888
Sortino Ratio Rank
The Omega Ratio Rank of NN.AS is 9090
Omega Ratio Rank
The Calmar Ratio Rank of NN.AS is 9595
Calmar Ratio Rank
The Martin Ratio Rank of NN.AS is 9191
Martin Ratio Rank

ABN.AS
The Risk-Adjusted Performance Rank of ABN.AS is 8282
Overall Rank
The Sharpe Ratio Rank of ABN.AS is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of ABN.AS is 7676
Sortino Ratio Rank
The Omega Ratio Rank of ABN.AS is 7575
Omega Ratio Rank
The Calmar Ratio Rank of ABN.AS is 8989
Calmar Ratio Rank
The Martin Ratio Rank of ABN.AS is 8484
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.

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

This table presents a comparison of risk-adjusted performance metrics for NN Group N.V. (NN.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.


The current NN.AS Sharpe Ratio is 1.66, which is higher than the ABN.AS Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of NN.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.


Loading data...

Dividends

NN.AS vs. ABN.AS - Dividend Comparison

NN.AS's dividend yield for the trailing twelve months is around 6.10%, less than ABN.AS's 7.02% yield.


TTM2024202320222021202020192018201720162015
NN.AS
NN Group N.V.
6.10%7.99%8.14%6.71%5.04%7.88%5.91%4.89%4.35%5.13%3.16%
ABN.AS
ABN AMRO Bank N.V.
7.02%10.01%9.49%7.20%5.26%8.48%8.63%7.06%4.05%3.99%0.00%

Drawdowns

NN.AS vs. ABN.AS - Drawdown Comparison

The maximum NN.AS drawdown since its inception was -46.30%, smaller than the maximum ABN.AS drawdown of -73.99%. Use the drawdown chart below to compare losses from any high point for NN.AS and ABN.AS. For additional features, visit the drawdowns tool.


Loading data...

Volatility

NN.AS vs. ABN.AS - Volatility Comparison

The current volatility for NN Group N.V. (NN.AS) is 6.80%, while ABN AMRO Bank N.V. (ABN.AS) has a volatility of 7.90%. This indicates that NN.AS experiences smaller price fluctuations and is considered to be less risky than ABN.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...

Financials

NN.AS vs. ABN.AS - Financials Comparison

This section allows you to compare key financial metrics between NN Group 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


0.002.00B4.00B6.00B8.00B10.00BAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
10.55B
2.22B
(NN.AS) Total Revenue
(ABN.AS) Total Revenue
Values in EUR except per share items