VLK.AS vs. ABN.AS
Compare and contrast key facts about Van Lanschot NV (VLK.AS) and ABN AMRO Bank N.V. (ABN.AS).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VLK.AS or ABN.AS.
Key characteristics
| VLK.AS | ABN.AS | |
|---|---|---|
| YTD Return | 67.38% | 26.55% |
| 1Y Return | 98.34% | 31.84% |
| 3Y Return (Ann) | 35.01% | 16.95% |
| 5Y Return (Ann) | 31.95% | 7.57% |
| Sharpe Ratio | 4.04 | 1.49 |
| Sortino Ratio | 5.71 | 1.96 |
| Omega Ratio | 1.67 | 1.29 |
| Calmar Ratio | 3.71 | 1.10 |
| Martin Ratio | 36.32 | 8.00 |
| Ulcer Index | 2.77% | 4.48% |
| Daily Std Dev | 24.88% | 24.16% |
| Max Drawdown | -83.82% | -73.99% |
| Current Drawdown | 0.00% | -5.22% |
Fundamentals
| VLK.AS | ABN.AS | |
|---|---|---|
| Market Cap | €1.89B | €12.82B |
| EPS | €3.25 | €2.93 |
| PE Ratio | 13.75 | 5.25 |
| Total Revenue (TTM) | €347.40M | €9.58B |
| Gross Profit (TTM) | €347.40M | €5.17B |
| EBITDA (TTM) | -€11.29M | €131.00M |
Correlation
The correlation between VLK.AS and ABN.AS is 0.44, 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.
Performance
VLK.AS vs. ABN.AS - Performance Comparison
In the year-to-date period, VLK.AS achieves a 67.38% return, which is significantly higher than ABN.AS's 26.55% 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
VLK.AS vs. ABN.AS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Van Lanschot NV (VLK.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.
Dividends
VLK.AS vs. ABN.AS - Dividend Comparison
VLK.AS's dividend yield for the trailing twelve months is around 8.93%, less than ABN.AS's 9.55% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
VLK.AS Van Lanschot NV | 8.93% | 13.32% | 15.98% | 9.77% | 6.90% | 14.71% | 14.88% | 8.41% | 2.25% | 1.83% | 1.15% |
ABN.AS ABN AMRO Bank N.V. | 9.55% | 9.49% | 7.20% | 5.26% | 8.48% | 8.63% | 7.06% | 4.05% | 3.99% | 0.00% | 0.00% |
Drawdowns
VLK.AS vs. ABN.AS - Drawdown Comparison
The maximum VLK.AS drawdown since its inception was -83.82%, which is greater than ABN.AS's maximum drawdown of -73.99%. Use the drawdown chart below to compare losses from any high point for VLK.AS and ABN.AS. For additional features, visit the drawdowns tool.
Volatility
VLK.AS vs. ABN.AS - Volatility Comparison
The current volatility for Van Lanschot NV (VLK.AS) is 4.83%, while ABN AMRO Bank N.V. (ABN.AS) has a volatility of 6.80%. This indicates that VLK.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.
Financials
VLK.AS vs. ABN.AS - Financials Comparison
This section allows you to compare key financial metrics between Van Lanschot NV 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.
Total Revenue: Total amount of money received from sales and other business activities