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TM2.F vs. NRDBY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

TM2.F vs. NRDBY - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Sydbank A/S (TM2.F) and Nordea Bank Abp ADR (NRDBY). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

TM2.F is traded in EUR, while NRDBY is traded in USD. To make them comparable, the NRDBY values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, TM2.F achieves a 13.79% return, which is significantly lower than NRDBY's 15.59% return.


TM2.F

1D
0.00%
1M
3.44%
6M
15.33%
YTD
13.79%
1Y
32.24%
3Y*
31.40%
5Y*
34.21%
10Y*
19.14%
ALL TIME*
8.49%

NRDBY

1D
1.97%
1M
3.40%
6M
14.19%
YTD
15.59%
1Y
47.00%
3Y*
28.56%
5Y*
22.30%
10Y*
ALL TIME*
18.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
€2.59M€4.33M€13.45M
€816.75€371.25€221.54

TM2.F vs. NRDBY - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
TM2.F
Sydbank A/S
13.79%56.83%42.30%3.63%50.90%64.79%-4.21%-3.28%-18.96%
NRDBY
Nordea Bank Abp ADR
15.59%64.73%1.94%20.74%1.20%73.56%9.03%8.81%-22.48%

Correlation

The correlation between TM2.F and NRDBY is 0.14, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.15

Correlation (3Y)
Balances recent behavior with more history.

0.11

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.11

Correlation (All Time)
Calculated using the full available price history since Oct 2, 2018

0.10

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Return for Risk

TM2.F vs. NRDBY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TM2.F
TM2.F Risk / Return Rank: 7878
Overall Rank
TM2.F Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
TM2.F Sortino Ratio Rank: 7474
Sortino Ratio Rank
TM2.F Omega Ratio Rank: 7373
Omega Ratio Rank
TM2.F Calmar Ratio Rank: 8282
Calmar Ratio Rank
TM2.F Martin Ratio Rank: 8282
Martin Ratio Rank

NRDBY
NRDBY Risk / Return Rank: 9090
Overall Rank
NRDBY Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
NRDBY Sortino Ratio Rank: 9090
Sortino Ratio Rank
NRDBY Omega Ratio Rank: 8888
Omega Ratio Rank
NRDBY Calmar Ratio Rank: 8787
Calmar Ratio Rank
NRDBY Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TM2.F vs. NRDBY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sydbank A/S (TM2.F) and Nordea Bank Abp ADR (NRDBY). 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.


TM2.FNRDBYDifference
Sharpe ratioReturn per unit of total volatility

-1.08

Sortino ratioReturn per unit of downside risk

-1.25

Omega ratioGain probability vs. loss probability

1.21

1.37

-0.16

Calmar ratioReturn relative to maximum drawdown

2.37

3.96

-1.59

Martin ratioReturn relative to average drawdown

6.07

13.97

-7.90

TM2.F vs. NRDBY - Sharpe Ratio Comparison

The current TM2.F Sharpe Ratio is 1.10, which is lower than the NRDBY Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of TM2.F and NRDBY, 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

TM2.F vs. NRDBY - Drawdown Comparison

The maximum TM2.F drawdown since its inception was -76.16%, which is greater than NRDBY's maximum drawdown of -48.42%. Use the drawdown chart below to compare losses from any high point for TM2.F and NRDBY.


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Drawdown Indicators


TM2.FNRDBYDifference

Max Drawdown

Largest peak-to-trough decline

-76.16%

-48.42%

-27.74%

Max Drawdown (1Y)

Largest decline over 1 year

-13.50%

-11.30%

-2.20%

Max Drawdown (3Y)

Largest decline over 3 years

-18.10%

-19.16%

+1.06%

Max Drawdown (5Y)

Largest decline over 5 years

-24.72%

-26.83%

+2.11%

Max Drawdown (10Y)

Largest decline over 10 years

-63.99%

Current Drawdown

Current decline from peak

-1.40%

-0.01%

-1.39%

Average Drawdown

Average peak-to-trough decline

-28.05%

-9.44%

-18.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.28%

3.20%

+2.08%

Volatility

TM2.F vs. NRDBY - Volatility Comparison

Sydbank A/S (TM2.F) and Nordea Bank Abp ADR (NRDBY) have volatilities of 5.63% and 5.59%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TM2.FNRDBYDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.63%

5.59%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

21.74%

16.69%

+5.05%

Volatility (1Y)

Calculated over the trailing 1-year period

29.19%

20.59%

+8.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.60%

23.47%

+8.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.15%

27.60%

+4.55%

Dividends

TM2.F vs. NRDBY - Dividend Comparison

TM2.F's dividend yield for the trailing twelve months is around 4.12%, less than NRDBY's 5.71% yield.


PositionTTM20252024202320222021202020192018201720162015
NRDBY
Nordea Bank Abp ADR
5.71%5.17%9.06%7.05%7.23%7.50%10.93%9.61%0.00%0.00%0.00%0.00%
TM2.F
Sydbank A/S
4.12%4.80%8.04%5.79%4.07%4.71%0.00%6.83%7.49%4.22%5.16%3.20%

Financials

TM2.F vs. NRDBY - Financials Comparison

This section allows you to compare key financial metrics between Sydbank A/S and Nordea Bank Abp ADR. 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. TM2.F values in EUR, NRDBY values in USD

Frequently Asked Questions


TM2.F and NRDBY have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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