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Affiliated Managers Group, Inc. (AMG)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS0082521081
CUSIP008252108
SectorFinancial Services
IndustryAsset Management

Highlights

Market Cap$5.11B
EPS$18.08
PE Ratio8.88
PEG Ratio0.70
Revenue (TTM)$2.04B
Gross Profit (TTM)$1.26B
EBITDA (TTM)$721.50M
Year Range$120.20 - $169.64
Target Price$196.17
Short %2.65%
Short Ratio2.65

Share Price Chart


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Compare to other instruments

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Affiliated Managers Group, Inc.

Popular comparisons: AMG vs. BLK, AMG vs. VOO, AMG vs. MSFT

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Affiliated Managers Group, Inc., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


400.00%500.00%600.00%700.00%800.00%900.00%December2024FebruaryMarchAprilMay
834.84%
450.94%
AMG (Affiliated Managers Group, Inc.)
Benchmark (^GSPC)

S&P 500

Returns By Period

Affiliated Managers Group, Inc. had a return of 5.64% year-to-date (YTD) and 12.47% in the last 12 months. Over the past 10 years, Affiliated Managers Group, Inc. had an annualized return of -1.32%, while the S&P 500 had an annualized return of 10.70%, indicating that Affiliated Managers Group, Inc. did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date5.64%11.24%
1 month-0.16%4.04%
6 months21.07%16.49%
1 year12.47%26.17%
5 years (annualized)13.52%13.76%
10 years (annualized)-1.32%10.70%

Monthly Returns

The table below presents the monthly returns of AMG, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.70%5.03%7.14%-6.79%5.64%
20239.03%-7.71%-10.66%1.38%-3.66%7.76%-7.51%-3.33%-2.74%-5.82%10.43%11.71%-4.40%
2022-11.12%-5.36%1.87%-10.91%6.42%-12.74%8.39%0.78%-12.18%11.01%29.21%-1.24%-3.67%
20218.35%27.03%6.47%8.15%1.76%-5.97%2.74%7.37%-11.18%11.11%1.35%-3.30%61.80%
2020-5.77%-5.43%-21.38%18.30%-4.76%11.92%-7.74%-0.19%-0.39%10.22%15.60%16.74%20.53%
20197.71%4.76%-2.28%3.56%-24.17%9.93%-6.89%-10.32%8.77%-4.16%7.27%-0.74%-11.79%
2018-2.74%-5.00%0.12%-13.04%-3.22%-6.65%7.63%-8.52%-6.41%-16.87%-1.98%-12.31%-52.15%
20174.86%10.36%-2.38%1.01%-6.97%7.81%12.04%-4.81%7.44%-1.75%6.64%3.31%41.93%
2016-16.01%3.35%17.10%4.88%1.88%-18.87%4.27%-3.22%1.87%-8.32%11.64%-1.89%-9.05%
2015-3.17%5.30%-0.76%5.28%-1.09%-2.26%-4.89%-10.32%-8.29%5.42%-1.68%-9.86%-24.73%
2014-8.13%-5.62%6.38%-0.92%-4.84%8.91%-2.99%5.97%-5.11%-0.28%1.90%4.25%-2.14%
201310.59%1.60%5.02%1.37%5.34%-0.04%10.01%-3.34%4.77%8.10%1.42%8.30%66.64%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of AMG is 57, suggesting that the investment has average results relative to other stocks in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of AMG is 5757
AMG (Affiliated Managers Group, Inc.)
The Sharpe Ratio Rank of AMG is 6262Sharpe Ratio Rank
The Sortino Ratio Rank of AMG is 5454Sortino Ratio Rank
The Omega Ratio Rank of AMG is 5656Omega Ratio Rank
The Calmar Ratio Rank of AMG is 5858Calmar Ratio Rank
The Martin Ratio Rank of AMG is 5757Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Affiliated Managers Group, Inc. (AMG) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


AMG
Sharpe ratio
The chart of Sharpe ratio for AMG, currently valued at 0.54, compared to the broader market-2.00-1.000.001.002.003.004.000.54
Sortino ratio
The chart of Sortino ratio for AMG, currently valued at 0.85, compared to the broader market-4.00-2.000.002.004.006.000.85
Omega ratio
The chart of Omega ratio for AMG, currently valued at 1.12, compared to the broader market0.501.001.502.001.12
Calmar ratio
The chart of Calmar ratio for AMG, currently valued at 0.29, compared to the broader market0.002.004.006.000.29
Martin ratio
The chart of Martin ratio for AMG, currently valued at 1.07, compared to the broader market-10.000.0010.0020.0030.001.07
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.43, compared to the broader market-2.00-1.000.001.002.003.004.002.43
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.44, compared to the broader market-4.00-2.000.002.004.006.003.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.501.001.502.001.43
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.96, compared to the broader market0.002.004.006.001.96
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.23, compared to the broader market-10.000.0010.0020.0030.009.23

Sharpe Ratio

The current Affiliated Managers Group, Inc. Sharpe ratio is 0.54. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Affiliated Managers Group, Inc. with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
0.54
2.43
AMG (Affiliated Managers Group, Inc.)
Benchmark (^GSPC)

Dividends

Dividend History

Affiliated Managers Group, Inc. granted a 0.03% dividend yield in the last twelve months. The annual payout for that period amounted to $0.04 per share.


PeriodTTM2023202220212020201920182017
Dividend$0.04$0.04$0.04$0.04$0.35$1.28$1.20$0.80

Dividend yield

0.03%0.03%0.03%0.02%0.34%1.51%1.23%0.39%

Monthly Dividends

The table displays the monthly dividend distributions for Affiliated Managers Group, Inc.. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.01$0.00$0.00$0.01$0.02
2023$0.00$0.01$0.00$0.00$0.01$0.00$0.00$0.01$0.00$0.00$0.01$0.00$0.04
2022$0.00$0.01$0.00$0.00$0.01$0.00$0.00$0.01$0.00$0.00$0.01$0.00$0.04
2021$0.00$0.01$0.00$0.00$0.01$0.00$0.00$0.01$0.00$0.00$0.01$0.00$0.04
2020$0.00$0.32$0.00$0.00$0.01$0.00$0.00$0.01$0.00$0.00$0.01$0.00$0.35
2019$0.00$0.32$0.00$0.00$0.32$0.00$0.00$0.32$0.00$0.00$0.32$0.00$1.28
2018$0.00$0.30$0.00$0.00$0.30$0.00$0.00$0.30$0.00$0.00$0.30$0.00$1.20
2017$0.20$0.00$0.00$0.20$0.00$0.00$0.20$0.00$0.00$0.20$0.00$0.80

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%0.0%
Affiliated Managers Group, Inc. has a dividend yield of 0.03%, which signifies it pays a smaller percentage of its stock price in dividends to its shareholders compared to other companies in the market.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%0.2%
Affiliated Managers Group, Inc. has a payout ratio of 0.19%, which is below the market average. This means Affiliated Managers Group, Inc. returns a smaller proportion of its earnings to shareholders as dividends, suggesting it retains a higher portion for reinvestment, growth, or debt payment.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-27.57%
-0.29%
AMG (Affiliated Managers Group, Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Affiliated Managers Group, Inc.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Affiliated Managers Group, Inc. was 85.92%, occurring on Nov 21, 2008. Recovery took 1035 trading sessions.

The current Affiliated Managers Group, Inc. drawdown is 27.57%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-85.92%Oct 15, 2007281Nov 21, 20081035Jan 4, 20131316
-79.58%Apr 29, 20151234Mar 23, 2020
-65.07%May 6, 199889Sep 10, 1998330Dec 31, 1999419
-49.76%Mar 6, 2002257Mar 12, 2003208Jan 7, 2004465
-37.25%Mar 24, 200044May 25, 200049Aug 4, 200093

Volatility

Volatility Chart

The current Affiliated Managers Group, Inc. volatility is 5.31%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%December2024FebruaryMarchAprilMay
5.31%
3.00%
AMG (Affiliated Managers Group, Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Affiliated Managers Group, Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

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Cost Of Revenue

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Gross Profit

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Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items