ING Groep NV

10-Year Study

INN1.XETRA · Financial Services · DE · Common Stock

Executive Summary: ING Groep NV has compounded at 15.0% annually over the last 10 years, with a maximum drawdown of 66.0% and an annualized volatility of 80.4%.

1Y CAGR
+36.2%
3Y CAGR
+36.9%
5Y CAGR
+25.3%
10Y CAGR
+15.0%

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 →
66.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.48
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.79
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
54.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +257.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -51.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-50.2-0.9-10.29.5————————-51.5%
20257.56.95.0-1.29.6-0.410.01.28.5125.60.40.4257.5%
2024-2.6-4.220.22.710.1-2.44.9-0.0-0.6-3.5-6.62.719.7%
202316.30.1-17.76.32.97.37.11.8-4.3-4.26.95.226.5%
20226.2-19.5-9.50.118.5-10.40.6-5.30.212.616.5-1.02.0%
2021-4.723.915.02.56.2-1.9-1.87.27.68.7-6.60.367.2%
2020-9.0-12.4-44.012.514.96.9-4.515.7-11.5-3.341.0-5.8-22.5%
20199.812.9-7.19.7-14.84.9-1.0-11.09.65.33.23.622.8%
20182.4-8.3-5.65.9-11.3-1.06.2-9.1-4.1-6.42.8-13.0-36.2%
20170.2-2.08.46.71.72.63.1-4.44.91.9-4.61.921.3%
2016———4.94.2-17.98.615.5-2.18.96.93.633.1%

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 80.4%. The dominant macroeconomic risk driver is VTI.US, accounting for 60.0% of variance. Idiosyncratic stock-specific factors contribute 27.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110488.3657763694
2016-05-0110933.635129017655
2016-06-018981.620642824806
2016-07-019755.54549569941
2016-08-0111264.825712992304
2016-09-0111029.425079221366
2016-10-0112014.124038026257
2016-11-0112847.623358985968
2016-12-0113308.284291534632
2017-01-0113338.343141693074
2017-02-0113067.994567677682
2017-03-0114159.891353553645
2017-04-0115106.564056133995
2017-05-0115357.356269805343
2017-06-0115753.73472159348
2017-07-0116248.07605251245
2017-08-0115539.520144861926
2017-09-0116302.942507922136
2017-10-0116611.49841557266
2017-11-0115842.824807605251
2017-12-0116140.878225441378
2018-01-0116524.581258488004
2018-02-0115154.730647351742
2018-03-0114307.650520597555
2018-04-0115145.4956994115
2018-05-0113433.952014486193
2018-06-0113298.143956541422
2018-07-0114119.511090991398
2018-08-0112830.42100497963
2018-09-0112305.296514259848
2018-10-0111514.53146220009
2018-11-0111835.219556360344
2018-12-0110293.345405160706
2019-01-0111301.584427342688
2019-02-0112762.335898596652
2019-03-0111850.611136260752
2019-04-0112995.201448619284
2019-05-0111078.315980081486
2019-06-0111623.721140787686
2019-07-0111511.996378451788
2019-08-0110241.919420552287
2019-09-0111221.00497962879
2019-10-0111819.46582163875
2019-11-0112191.94205522861
2019-12-0112636.849253055681
2020-01-0111505.477591670438
2020-02-0110076.776822091444
2020-03-015645.088275237664
2020-04-016353.100950656406
2020-05-017298.868266183793
2020-06-017804.0742417383435
2020-07-017450.430058850158
2020-08-018618.560434585785
2020-09-017624.626527840652
2020-10-017373.472159348121
2020-11-0110395.291987324583
2020-12-019795.382526029878
2021-01-019332.005432322318
2021-02-0111566.138524219105
2021-03-0113295.78995020371
2021-04-0113631.326392032595
2021-05-0114476.957899502038
2021-06-0114197.736532367586
2021-07-0113938.97691263015
2021-08-0114940.697148030782
2021-09-0116080.941602535082
2021-10-0117478.859212313262
2021-11-0116330.285196921683
2021-12-0116375.554549569943
2022-01-0117382.88818469896
2022-02-0114001.086464463559
2022-03-0112675.418741511996
2022-04-0112691.71570846537
2022-05-0115034.31416930738
2022-06-0113473.607967406067
2022-07-0113555.273879583523
2022-08-0112841.28564961521
2022-09-0112868.990493435946
2022-10-0114488.909008601177
2022-11-0116872.7931190584
2022-12-0116700.769578995023
2023-01-0119428.15753734722
2023-02-0119442.82480760525
2023-03-0116002.354006337711
2023-04-0117011.49841557266
2023-05-0117512.72068809416
2023-06-0118788.954277953828
2023-07-0120116.613852421913
2023-08-0120470.439112720687
2023-09-0119581.34902670892
2023-10-0118767.22498868266
2023-11-0120068.08510638298
2023-12-0121119.23947487551
2024-01-0120579.628791308285
2024-02-0119724.94341330919
2024-03-0123702.308736985062
2024-04-0124342.05522861023
2024-05-0126794.02444545043
2024-06-0126158.080579447716
2024-07-0127446.265278406518
2024-08-0127444.99773653237
2024-09-0127284.01991851517
2024-10-0126325.21502942508
2024-11-0124598.641919420552
2024-12-0125272.43096423721
2025-01-0127157.265731100044
2025-02-0129034.314169307378
2025-03-0130491.263014938882
2025-04-0130119.330013580806
2025-05-0133001.72023540064
2025-06-0132881.48483476687
2025-07-0136170.03168854686
2025-08-0136602.263467632416
2025-09-0139713.17338162064
2025-10-0189610.71672348912
2025-11-0189976.58919079264
2025-12-0190341.8883310286
2026-01-0145006.79040289724
2026-02-0144590.31235853327
2026-03-0140027.161611588956
2026-04-0143820.7333635129
Annual Return Matrix
YearAnnual Return
20170.2128444111844343
2018-0.36228095761628043
20190.22767173893922066
2020-0.22485563213779058
20210.6717626398003511
20220.019859787248158955
20230.2645668437601647
20240.19665440577548
20252.5747209462702894
2026-0.5149455676314181
Total Factor Risk
0.8039871527459602
VTI.US Exposure
0.5997719683710047
VEA.US Exposure
0.08613916557366162
VWO.US Exposure
-0.00340626476905997
QQQ.US Exposure
-0.012933505392913396
VTV.US Exposure
-0.019320629530425872
IJR.US Exposure
-0.017955731999412538
QUAL.US Exposure
-0.015106106943532514
SHV.US Exposure
0.03993332666129445
TLT.US Exposure
0.0010782847561927732
LQD.US Exposure
0.02842647382808294
HYG.US Exposure
0.006512897355456828
GLD.US Exposure
0.0036865396457873615
USO.US Exposure
0.0037368819491386367
VNQ.US Exposure
-0.007368469942688231
BTC-USD.CC Exposure
0.001904575927917323
CPER.US Exposure
0.004544251328128965
VIX.INDX Exposure
-0.005529292308528186
UUP.US Exposure
0.027343673221004467
TIP.US Exposure
0.0002432652436501083
Idiosyncratic Exposure
0.2782986970252407
Value Score
45.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
56.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
80.4%

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 →10.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.69%
Market Cap$66.2B
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
$1,644
Avg Yield on Cost
16.44%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$1,644.1816.44%Solid

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 →
+2.1%
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 →
-9.7%
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 →
51.5% 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 →
0.87
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is ING Groep NV a high-risk investment?

ING Groep NV (INN1.XETRA) has an annualized volatility of 80.4% and experienced a maximum drawdown of 66.0% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of INN1.XETRA?

Over the past 10 years, INN1.XETRA has generated a Compound Annual Growth Rate (CAGR) of 15.0%. It has had a positive return in 70% 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.

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