NRDBY vs. TM2.F
Compare and contrast key facts about Nordea Bank Abp ADR (NRDBY) and Sydbank A/S (TM2.F).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NRDBY or TM2.F.
Key characteristics
| NRDBY | TM2.F | |
|---|---|---|
| YTD Return | -7.10% | 188.02% |
| 1Y Return | 6.38% | 183.05% |
| 3Y Return (Ann) | 2.18% | 108.65% |
| 5Y Return (Ann) | 18.02% | 88.45% |
| 10Y Return (Ann) | 7.01% | 59.99% |
| Sharpe Ratio | 0.27 | 1.50 |
| Sortino Ratio | 0.51 | 8.88 |
| Omega Ratio | 1.07 | 2.07 |
| Calmar Ratio | 0.43 | 9.93 |
| Martin Ratio | 0.83 | 26.78 |
| Ulcer Index | 7.54% | 6.71% |
| Daily Std Dev | 23.68% | 119.03% |
| Max Drawdown | -57.97% | -76.16% |
| Current Drawdown | -10.29% | -8.08% |
Fundamentals
| NRDBY | TM2.F | |
|---|---|---|
| Market Cap | $40.26B | €2.41B |
| EPS | $1.49 | €8.11 |
| PE Ratio | 7.72 | 5.72 |
| PEG Ratio | 3.25 | 0.00 |
| Total Revenue (TTM) | $12.04B | €5.74B |
Correlation
The correlation between NRDBY and TM2.F is 0.20, 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
NRDBY vs. TM2.F - Performance Comparison
In the year-to-date period, NRDBY achieves a -7.10% return, which is significantly lower than TM2.F's 188.02% return. Over the past 10 years, NRDBY has underperformed TM2.F with an annualized return of 7.01%, while TM2.F has yielded a comparatively higher 59.99% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
NRDBY vs. TM2.F - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Nordea Bank Abp ADR (NRDBY) and Sydbank A/S (TM2.F). 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.
Dividends
NRDBY vs. TM2.F - Dividend Comparison
NRDBY's dividend yield for the trailing twelve months is around 8.58%, less than TM2.F's 8.83% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NRDBY Nordea Bank Abp ADR | 8.58% | 7.05% | 7.30% | 7.47% | 10.90% | 9.62% | 10.05% | 5.72% | 6.39% | 6.23% | 5.09% | 3.30% |
TM2.F Sydbank A/S | 8.83% | 5.81% | 4.09% | 4.74% | 7.14% | 6.84% | 7.52% | 4.25% | 3.70% | 3.21% | 0.00% | 0.00% |
Drawdowns
NRDBY vs. TM2.F - Drawdown Comparison
The maximum NRDBY drawdown since its inception was -57.97%, smaller than the maximum TM2.F drawdown of -76.16%. Use the drawdown chart below to compare losses from any high point for NRDBY and TM2.F. For additional features, visit the drawdowns tool.
Volatility
NRDBY vs. TM2.F - Volatility Comparison
The current volatility for Nordea Bank Abp ADR (NRDBY) is 7.40%, while Sydbank A/S (TM2.F) has a volatility of 8.95%. This indicates that NRDBY experiences smaller price fluctuations and is considered to be less risky than TM2.F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
NRDBY vs. TM2.F - Financials Comparison
This section allows you to compare key financial metrics between Nordea Bank Abp ADR and Sydbank A/S. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities