ABN AMRO Bank N.V

10-Year Study

AAVMY.US · Financial Services · US · Common Stock

Executive Summary: ABN AMRO Bank N.V has compounded at 19.9% annually over the last 10 years, with a maximum drawdown of 56.3% and an annualized volatility of 54.4%.

1Y CAGR
+38.0%
3Y CAGR
+46.3%
5Y CAGR
+32.4%
10Y CAGR
+19.9%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
56.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.65
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.92
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
36.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +141.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -39.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
71%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20265.1-9.5-4.16.8————————-2.5%
20259.312.311.42.425.35.85.81.411.2-6.713.33.3141.7%
2024-1.38.613.2-0.45.6-3.05.72.25.4-9.4-5.4-0.819.7%
202319.76.4-10.15.2-8.76.69.1-9.3-3.9-4.7-0.912.418.3%
20229.0-18.2-3.22.7-5.7-4.0-9.4-2.9-7.410.730.18.32.0%
20216.410.84.96.14.4-10.3-3.219.12.29.5-2.94.060.1%
2020-4.4-21.6-40.34.95.97.3-4.815.3-12.4-1.725.5-4.6-39.6%
2019————————-1.25.6-8.66.81.9%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 54.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 53.0% of variance. Idiosyncratic stock-specific factors contribute 11.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-08-0110000
2019-09-019882.038485437275
2019-10-0110439.594038801055
2019-11-019545.216936748562
2019-12-0110190.849105918789
2020-01-019741.687954314571
2020-02-017641.7560090345105
2020-03-014559.271715866613
2020-04-014780.794760772865
2020-05-015064.257463827437
2020-06-015435.8954127173565
2020-07-015177.681997060826
2020-08-015971.259209578949
2020-09-015231.829882926156
2020-10-015142.964226888519
2020-11-016456.3216917022555
2020-12-016160.2343449486625
2021-01-016557.121581236624
2021-02-017268.244089595519
2021-03-017627.849174959808
2021-04-018093.974691534586
2021-05-018446.774304904871
2021-06-017577.547860221524
2021-07-017331.8604582351145
2021-08-018730.138377930545
2021-09-018925.42583514977
2021-10-019771.178332955253
2021-11-019483.375908629141
2021-12-019864.87686040892
2022-01-0110755.012871218772
2022-02-018794.050636656837
2022-03-018512.955054295831
2022-04-018742.861651658464
2022-05-018241.919734882484
2022-06-017910.226947696495
2022-07-017169.318170610225
2022-08-016964.75949067453
2022-09-016448.036769274774
2022-10-017139.433271853949
2022-11-019286.313110889741
2022-12-0110057.79719693458
2023-01-0112037.301876929449
2023-02-0112808.687332945388
2023-03-0111520.579155529693
2023-04-0112119.164800915287
2023-05-0111062.935821440196
2023-06-0111792.403515174232
2023-07-0112871.317401295999
2023-08-0111679.86665220093
2023-09-0111218.96852715778
2023-10-0110686.662261192043
2023-11-0110591.287023247098
2023-12-0111902.27736736727
2024-01-0111743.384390811627
2024-02-0112752.46821647319
2024-03-0114433.912949136493
2024-04-0114371.874660959276
2024-05-0115175.314876367262
2024-06-0114720.038662971328
2024-07-0115559.084318811707
2024-08-0115898.07572813619
2024-09-0116760.693960883335
2024-10-0115183.895688881437
2024-11-0114358.36234700017
2024-12-0114247.00904437365
2025-01-0115573.4843030309
2025-02-0117493.41644557102
2025-03-0119482.981388513548
2025-04-0119942.40006312322
2025-05-0124986.04385091085
2025-06-0126444.979238378917
2025-07-0127971.574825671425
2025-08-0128375.859314126777
2025-09-0131541.883241771793
2025-10-0129441.063626231644
2025-11-0133346.81277061615
2025-12-0134431.74308850072
2026-01-0136197.220605785646
2026-02-0132769.82710155934
2026-03-0131433.390209983336
2026-04-0133583.52483997278
Annual Return Matrix
YearAnnual Return
2020-0.39551314312260466
20210.6013801274456434
20220.019556284305981997
20230.18338808531502826
20240.19699857469587978
20251.4167699326405856
2026-0.024634775136064158
Total Factor Risk
0.5441876563381136
VTI.US Exposure
0.007892876746504804
VEA.US Exposure
0.1550588795564136
VWO.US Exposure
0.02858169602459928
QQQ.US Exposure
0.003789458979376066
VTV.US Exposure
0.06909410267191801
IJR.US Exposure
-0.008968393807453096
QUAL.US Exposure
-0.02847418897067876
SHV.US Exposure
0.5298009729878257
TLT.US Exposure
-0.0005929703907875027
LQD.US Exposure
0.008698888528157617
HYG.US Exposure
-0.0038448085838323313
GLD.US Exposure
0.020886707911830858
USO.US Exposure
0.0009782892886127776
VNQ.US Exposure
-0.0015310228898408227
BTC-USD.CC Exposure
-0.0042385162851126795
CPER.US Exposure
0.012625293255493449
VIX.INDX Exposure
0.01794204371724935
UUP.US Exposure
0.08136956596901725
TIP.US Exposure
0.000832831900729525
Idiosyncratic Exposure
0.110098293389977
Value Score
45.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
46.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
54.4%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →11.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.89%
Market Cap$26.7B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+2.0%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+7.4%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
10.3% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.72
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is ABN AMRO Bank N.V a high-risk investment?

ABN AMRO Bank N.V (AAVMY.US) has an annualized volatility of 54.4% and experienced a maximum drawdown of 56.3% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of AAVMY.US?

Over the past 10 years, AAVMY.US has generated a Compound Annual Growth Rate (CAGR) of 19.9%. It has had a positive return in 71% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

Run a Full Backtest on ABN AMRO Bank N.V

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest