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Affiliated Managers Group, Inc. (AMG) Sharpe Ratio: 1.85

AMG's Sharpe Ratio of 1.85 indicates that for each unit of volatility, it generates 1.85 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 2, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

AMG Sharpe Ratio Rank

AMG Sharpe Ratio Rank: 88.488
Exceptional

AMG ranks above 88.4% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Suitable as a core holding given strong risk-adjusted returns
  • Monitor rank changes to detect deteriorating return-to-volatility profile
  • Exceptional Sharpe ratio supports larger position sizes
  • Compare with category peers to assess whether strength is investment-specific or category-wide

AMG Sharpe Ratio Market Positioning

The chart shows AMG's Sharpe Ratio relative to all stocks on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): -0.34 or lower
  • Yellow zone (middle 50%): -0.34 to 1.09
  • Green zone (top 25%): 1.09 or higher
  • Top 1%: 4.81+
  • Median: 0.28 — half of all investments score higher

How it compares to other similar stocks

The table compares Affiliated Managers Group, Inc.'s Sharpe Ratio with other stocks in the Asset Management industry across multiple time periods, showing how AMG's risk-adjusted performance compares to industry peers.

Data shows 1-, 5-, and 10-year periods, plus each stock's all-time average, as of Apr 2, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
RMCOWRoyalty Management Holding Corporation6.13
SIISprott Inc5.80
SSSSSuRo Capital Corp.3.07
EICCEagle Point Income Company Inc2.90
AEFAberdeen Emerging Markets Equity Income Fund, Inc.2.82
AAMIAcadian Asset Management Inc2.81
ASAASA Gold and Precious Metals Limited2.52
HQLTekla Life Sciences Investors2.27
RMTRoyce Micro-Cap Trust, Inc.2.11
FUNDSprott Focus Trust, Inc.2.07
AMGAffiliated Managers Group, Inc.1.85

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows AMG's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when AMG consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Explore AMG risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

AMG Sortino Ratio