PortfoliosLab logo
AM vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AM and SPY is 0.39, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

AM vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Antero Midstream Corporation (AM) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%NovemberDecember2025FebruaryMarchApril
59.52%
162.95%
AM
SPY

Key characteristics

Sharpe Ratio

AM:

1.12

SPY:

0.51

Sortino Ratio

AM:

1.56

SPY:

0.86

Omega Ratio

AM:

1.21

SPY:

1.13

Calmar Ratio

AM:

2.03

SPY:

0.55

Martin Ratio

AM:

6.87

SPY:

2.26

Ulcer Index

AM:

4.12%

SPY:

4.55%

Daily Std Dev

AM:

25.25%

SPY:

20.08%

Max Drawdown

AM:

-89.37%

SPY:

-55.19%

Current Drawdown

AM:

-7.31%

SPY:

-9.89%

Returns By Period

In the year-to-date period, AM achieves a 15.02% return, which is significantly higher than SPY's -5.76% return.


AM

YTD

15.02%

1M

-4.94%

6M

15.64%

1Y

25.69%

5Y*

43.69%

10Y*

N/A

SPY

YTD

-5.76%

1M

-3.16%

6M

-4.30%

1Y

10.76%

5Y*

15.96%

10Y*

11.99%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

AM vs. SPY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AM
The Risk-Adjusted Performance Rank of AM is 8686
Overall Rank
The Sharpe Ratio Rank of AM is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of AM is 7979
Sortino Ratio Rank
The Omega Ratio Rank of AM is 7979
Omega Ratio Rank
The Calmar Ratio Rank of AM is 9494
Calmar Ratio Rank
The Martin Ratio Rank of AM is 9191
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6161
Overall Rank
The Sharpe Ratio Rank of SPY is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 5858
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6161
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6464
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6363
Martin 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.

AM vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Antero Midstream Corporation (AM) and SPDR S&P 500 ETF (SPY). 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.


The chart of Sharpe ratio for AM, currently valued at 1.12, compared to the broader market-2.00-1.000.001.002.003.00
AM: 1.12
SPY: 0.51
The chart of Sortino ratio for AM, currently valued at 1.56, compared to the broader market-6.00-4.00-2.000.002.004.00
AM: 1.56
SPY: 0.86
The chart of Omega ratio for AM, currently valued at 1.21, compared to the broader market0.501.001.502.00
AM: 1.21
SPY: 1.13
The chart of Calmar ratio for AM, currently valued at 2.03, compared to the broader market0.001.002.003.004.005.00
AM: 2.03
SPY: 0.55
The chart of Martin ratio for AM, currently valued at 6.87, compared to the broader market-5.000.005.0010.0015.0020.00
AM: 6.87
SPY: 2.26

The current AM Sharpe Ratio is 1.12, which is higher than the SPY Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of AM and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.12
0.51
AM
SPY

Dividends

AM vs. SPY - Dividend Comparison

AM's dividend yield for the trailing twelve months is around 5.33%, more than SPY's 1.30% yield.


TTM20242023202220212020201920182017201620152014
AM
Antero Midstream Corporation
5.33%5.96%7.18%8.34%10.15%15.95%14.25%4.04%0.44%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
1.30%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

AM vs. SPY - Drawdown Comparison

The maximum AM drawdown since its inception was -89.37%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for AM and SPY. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.31%
-9.89%
AM
SPY

Volatility

AM vs. SPY - Volatility Comparison

The current volatility for Antero Midstream Corporation (AM) is 12.71%, while SPDR S&P 500 ETF (SPY) has a volatility of 15.12%. This indicates that AM experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
12.71%
15.12%
AM
SPY