AB vs. AMG
AB (AllianceBernstein Holding L.P.) and AMG (Affiliated Managers Group, Inc.) are both stocks. Both operate in the Asset Management industry within the Financial Services sector. Over the past 10 years, AB returned 14.30%/yr vs 8.09%/yr for AMG. A 0.52 correlation means they provide meaningful diversification when combined.
Performance
AB vs. AMG - Performance Comparison
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Returns By Period
In the year-to-date period, AB achieves a -0.39% return, which is significantly lower than AMG's 16.78% return. Over the past 10 years, AB has outperformed AMG with an annualized return of 14.30%, while AMG has yielded a comparatively lower 8.09% annualized return.
AB
- 1D
- -1.64%
- 1M
- -6.29%
- YTD
- -0.39%
- 6M
- -8.47%
- 1Y
- -0.43%
- 3Y*
- 11.52%
- 5Y*
- 3.78%
- 10Y*
- 14.30%
AMG
- 1D
- -0.06%
- 1M
- 11.17%
- YTD
- 16.78%
- 6M
- 24.59%
- 1Y
- 84.69%
- 3Y*
- 31.53%
- 5Y*
- 15.94%
- 10Y*
- 8.09%
AB vs. AMG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AB AllianceBernstein Holding L.P. | -0.39% | 13.36% | 30.40% | -2.29% | -23.46% | 56.27% | 23.00% | 19.85% | 21.04% | 16.76% |
AMG Affiliated Managers Group, Inc. | 16.78% | 55.93% | 22.15% | -4.40% | -3.67% | 61.80% | 20.53% | -11.79% | -52.15% | 41.93% |
Correlation
The correlation between AB and AMG is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Nov 21, 1997 | 0.52 |
The correlation between AB and AMG shifts across timeframes, from 0.38 (1 year) to 0.53 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
AB:
$3.39B
AMG:
$9.26B
AB:
$3.22
AMG:
$24.29
AB:
11.38
AMG:
13.86
AB:
14.16
AMG:
4.42
AB:
2.69
AMG:
3.00
AB:
$250.00M
AMG:
$2.37B
AB:
$250.00M
AMG:
$1.61B
AB:
$252.50M
AMG:
$1.53B
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Return for Risk
AB vs. AMG — Risk / Return Rank
AB
AMG
AB vs. AMG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AllianceBernstein Holding L.P. (AB) and Affiliated Managers Group, Inc. (AMG). 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.
| AB | AMG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.77 | ||
| Sortino ratioReturn per unit of downside risk | -3.19 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.47 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | -0.03 | 4.32 | -4.35 |
| Martin ratioReturn relative to average drawdown | -0.07 | 12.31 | -12.38 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AB | AMG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.02 | 2.75 | -2.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.13 | 0.49 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.23 | +0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.26 | +0.19 |
Drawdowns
AB vs. AMG - Drawdown Comparison
The maximum AB drawdown since its inception was -87.65%, roughly equal to the maximum AMG drawdown of -85.92%. Use the drawdown chart below to compare losses from any high point for AB and AMG.
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Drawdown Indicators
| AB | AMG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.65% | -85.92% | -1.73% |
Max Drawdown (1Y)Largest decline over 1 year | -14.68% | -19.72% | +5.04% |
Max Drawdown (3Y)Largest decline over 3 years | -20.84% | -26.97% | +6.13% |
Max Drawdown (5Y)Largest decline over 5 years | -45.76% | -41.22% | -4.54% |
Max Drawdown (10Y)Largest decline over 10 years | -58.08% | -78.52% | +20.44% |
Current DrawdownCurrent decline from peak | -10.44% | -0.06% | -10.38% |
Average DrawdownAverage peak-to-trough decline | -26.21% | -24.72% | -1.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.68% | 6.90% | -0.22% |
Volatility
AB vs. AMG - Volatility Comparison
The current volatility for AllianceBernstein Holding L.P. (AB) is 4.11%, while Affiliated Managers Group, Inc. (AMG) has a volatility of 9.00%. This indicates that AB experiences smaller price fluctuations and is considered to be less risky than AMG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AB | AMG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.11% | 9.00% | -4.89% |
Volatility (6M)Calculated over the trailing 6-month period | 18.51% | 25.55% | -7.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.42% | 31.02% | -8.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.24% | 32.41% | -4.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.40% | 34.72% | -2.32% |
Dividends
AB vs. AMG - Dividend Comparison
AB's dividend yield for the trailing twelve months is around 9.30%, more than AMG's 0.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AB AllianceBernstein Holding L.P. | 9.30% | 9.02% | 8.03% | 8.44% | 10.30% | 7.33% | 8.26% | 7.67% | 10.54% | 8.50% | 7.46% | 8.09% |
AMG Affiliated Managers Group, Inc. | 0.01% | 0.01% | 0.02% | 0.03% | 0.03% | 0.02% | 0.34% | 1.51% | 1.23% | 0.39% | 0.00% | 0.00% |
Financials
AB vs. AMG - Financials Comparison
This section allows you to compare key financial metrics between AllianceBernstein Holding L.P. and Affiliated Managers Group, Inc.. 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
Frequently Asked Questions
AB and AMG have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AMG has higher volatility (9.00%) compared to AB (4.11%). In terms of maximum drawdown, AB dropped -87.65% vs AMG's -85.92%.
AMG currently has the higher Sharpe Ratio (2.75 vs -0.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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