AGTI vs. ^SP500TR
Compare and contrast key facts about Agiliti, Inc. (AGTI) and S&P 500 Total Return (^SP500TR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AGTI or ^SP500TR.
Key characteristics
| AGTI | ^SP500TR | |
|---|---|---|
| YTD Return | 27.53% | 7.99% |
| 1Y Return | -35.50% | 28.23% |
| 3Y Return (Ann) | -11.97% | 8.88% |
| Sharpe Ratio | -0.57 | 2.33 |
| Daily Std Dev | 66.87% | 11.70% |
| Max Drawdown | -91.44% | -55.25% |
| Current Drawdown | -60.64% | -2.32% |
Correlation
The correlation between AGTI and ^SP500TR is 0.28, 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.
Performance
AGTI vs. ^SP500TR - Performance Comparison
In the year-to-date period, AGTI achieves a 27.53% return, which is significantly higher than ^SP500TR's 7.99% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Drawdowns
AGTI vs. ^SP500TR - Drawdown Comparison
The maximum AGTI drawdown since its inception was -91.44%, which is greater than ^SP500TR's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for AGTI and ^SP500TR. For additional features, visit the drawdowns tool.
Volatility
AGTI vs. ^SP500TR - Volatility Comparison
The current volatility for Agiliti, Inc. (AGTI) is 1.60%, while S&P 500 Total Return (^SP500TR) has a volatility of 4.10%. 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.