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SWDBY vs. ABN.AS
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

SWDBY vs. ABN.AS - Performance Comparison

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

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SWDBY vs. ABN.AS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SWDBY
Swedbank AB
7.97%90.26%5.22%25.67%-9.48%24.29%28.84%-26.38%-0.35%12.99%
ABN.AS
ABN AMRO Bank N.V.
-10.33%141.62%13.32%18.49%1.88%58.74%-39.97%-16.55%-22.53%52.66%
Different Trading Currencies

SWDBY is traded in USD, while ABN.AS is traded in EUR. To make them comparable, the ABN.AS values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SWDBY achieves a 7.97% return, which is significantly higher than ABN.AS's -10.33% return. Over the past 10 years, SWDBY has outperformed ABN.AS with an annualized return of 15.47%, while ABN.AS has yielded a comparatively lower 12.33% annualized return.


SWDBY

1D
2.75%
1M
-3.02%
YTD
7.97%
6M
23.79%
1Y
65.67%
3Y*
38.62%
5Y*
23.77%
10Y*
15.47%

ABN.AS

1D
3.26%
1M
-6.38%
YTD
-10.33%
6M
-1.87%
1Y
59.55%
3Y*
36.41%
5Y*
30.48%
10Y*
12.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SWDBY vs. ABN.AS — Risk / Return Rank

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

SWDBY
SWDBY Risk / Return Rank: 9393
Overall Rank
SWDBY Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
SWDBY Sortino Ratio Rank: 9292
Sortino Ratio Rank
SWDBY Omega Ratio Rank: 9393
Omega Ratio Rank
SWDBY Calmar Ratio Rank: 9191
Calmar Ratio Rank
SWDBY Martin Ratio Rank: 9393
Martin Ratio Rank

ABN.AS
ABN.AS Risk / Return Rank: 8686
Overall Rank
ABN.AS Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
ABN.AS Sortino Ratio Rank: 8484
Sortino Ratio Rank
ABN.AS Omega Ratio Rank: 8383
Omega Ratio Rank
ABN.AS Calmar Ratio Rank: 8787
Calmar Ratio Rank
ABN.AS Martin Ratio Rank: 8888
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.

SWDBY vs. ABN.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Swedbank AB (SWDBY) 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.


SWDBYABN.ASDifference

Sharpe ratio

Return per unit of total volatility

2.52

2.08

+0.44

Sortino ratio

Return per unit of downside risk

3.06

2.65

+0.41

Omega ratio

Gain probability vs. loss probability

1.44

1.35

+0.09

Calmar ratio

Return relative to maximum drawdown

4.06

3.13

+0.93

Martin ratio

Return relative to average drawdown

14.01

9.81

+4.20

SWDBY vs. ABN.AS - Sharpe Ratio Comparison

The current SWDBY Sharpe Ratio is 2.52, which is comparable to the ABN.AS Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of SWDBY 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.


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Sharpe Ratios by Period


SWDBYABN.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.52

2.08

+0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

0.95

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.35

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.35

-0.18

Correlation

The correlation between SWDBY and ABN.AS is 0.49, 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.


Dividends

SWDBY vs. ABN.AS - Dividend Comparison

SWDBY's dividend yield for the trailing twelve months is around 9.67%, more than ABN.AS's 4.76% yield.


TTM20252024202320222021202020192018201720162015
SWDBY
Swedbank AB
9.67%5.70%7.49%4.63%7.15%8.58%5.23%10.26%7.05%12.07%11.31%5.97%
ABN.AS
ABN AMRO Bank N.V.
4.76%4.33%10.01%9.49%7.20%5.26%8.48%8.63%7.06%4.05%3.99%0.00%

Drawdowns

SWDBY vs. ABN.AS - Drawdown Comparison

The maximum SWDBY drawdown since its inception was -94.66%, which is greater than ABN.AS's maximum drawdown of -76.97%. Use the drawdown chart below to compare losses from any high point for SWDBY and ABN.AS.


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Drawdown Indicators


SWDBYABN.ASDifference

Max Drawdown

Largest peak-to-trough decline

-94.66%

-73.99%

-20.67%

Max Drawdown (1Y)

Largest decline over 1 year

-14.79%

-17.97%

+3.18%

Max Drawdown (5Y)

Largest decline over 5 years

-41.38%

-37.44%

-3.94%

Max Drawdown (10Y)

Largest decline over 10 years

-53.67%

-73.99%

+20.32%

Current Drawdown

Current decline from peak

-7.14%

-15.86%

+8.72%

Average Drawdown

Average peak-to-trough decline

-25.13%

-23.97%

-1.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.29%

5.89%

-1.60%

Volatility

SWDBY vs. ABN.AS - Volatility Comparison

Swedbank AB (SWDBY) has a higher volatility of 11.07% compared to ABN AMRO Bank N.V. (ABN.AS) at 9.32%. This indicates that SWDBY's price experiences larger fluctuations and is considered to be riskier than ABN.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SWDBYABN.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.07%

9.32%

+1.75%

Volatility (6M)

Calculated over the trailing 6-month period

16.79%

20.18%

-3.39%

Volatility (1Y)

Calculated over the trailing 1-year period

26.41%

28.26%

-1.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.57%

31.58%

-4.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.28%

34.48%

-5.20%

Financials

SWDBY vs. ABN.AS - Financials Comparison

This section allows you to compare key financial metrics between Swedbank AB 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. SWDBY values in USD, ABN.AS values in EUR