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AGTI vs. ^SP500TR
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between AGTI and ^SP500TR is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

AGTI vs. ^SP500TR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Agiliti, Inc. (AGTI) and S&P 500 Total Return (^SP500TR). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember0
9.25%
AGTI
^SP500TR

Key characteristics

Returns By Period


AGTI

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

^SP500TR

YTD

26.03%

1M

0.36%

6M

9.25%

1Y

26.67%

5Y*

14.81%

10Y*

13.10%

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Risk-Adjusted Performance

AGTI vs. ^SP500TR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Agiliti, Inc. (AGTI) and S&P 500 Total Return (^SP500TR). 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.


Sharpe ratio
The chart of Sharpe ratio for AGTI, currently valued at 0.87, compared to the broader market-4.00-2.000.002.000.872.23
The chart of Sortino ratio for AGTI, currently valued at 2.10, compared to the broader market-4.00-2.000.002.004.002.102.97
The chart of Omega ratio for AGTI, currently valued at 1.52, compared to the broader market0.501.001.502.001.521.42
The chart of Calmar ratio for AGTI, currently valued at 0.44, compared to the broader market0.002.004.006.000.443.31
The chart of Martin ratio for AGTI, currently valued at 7.03, compared to the broader market-5.000.005.0010.0015.0020.0025.007.0314.64
AGTI
^SP500TR


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.87
2.23
AGTI
^SP500TR

Drawdowns

AGTI vs. ^SP500TR - Drawdown Comparison


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-60.83%
-2.57%
AGTI
^SP500TR

Volatility

AGTI vs. ^SP500TR - Volatility Comparison

The current volatility for Agiliti, Inc. (AGTI) is 0.00%, while S&P 500 Total Return (^SP500TR) has a volatility of 3.79%. This indicates that AGTI experiences smaller price fluctuations and is considered to be less risky than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember0
3.79%
AGTI
^SP500TR
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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