AMAL vs. SPUS
Compare and contrast key facts about Amalgamated Financial Corp. (AMAL) and SP Funds S&P 500 Sharia Industry Exclusions ETF (SPUS).
SPUS is a passively managed fund by Toroso Investments that tracks the performance of the S&P 500 Shariah Industry Exclusions Index. It was launched on Dec 18, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AMAL or SPUS.
Performance
AMAL vs. SPUS - Performance Comparison
Returns By Period
In the year-to-date period, AMAL achieves a 32.66% return, which is significantly higher than SPUS's 24.93% return.
AMAL
32.66%
0.54%
38.46%
68.90%
15.50%
N/A
SPUS
24.93%
0.49%
10.29%
29.89%
N/A
N/A
Key characteristics
| AMAL | SPUS | |
|---|---|---|
| Sharpe Ratio | 2.05 | 2.04 |
| Sortino Ratio | 2.88 | 2.70 |
| Omega Ratio | 1.35 | 1.37 |
| Calmar Ratio | 3.18 | 2.72 |
| Martin Ratio | 7.79 | 10.89 |
| Ulcer Index | 8.97% | 2.87% |
| Daily Std Dev | 34.03% | 15.32% |
| Max Drawdown | -62.93% | -30.80% |
| Current Drawdown | -7.82% | -1.96% |
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Correlation
The correlation between AMAL and SPUS is 0.25, 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.
Risk-Adjusted Performance
AMAL vs. SPUS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amalgamated Financial Corp. (AMAL) and SP Funds S&P 500 Sharia Industry Exclusions ETF (SPUS). 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.
Dividends
AMAL vs. SPUS - Dividend Comparison
AMAL's dividend yield for the trailing twelve months is around 1.31%, more than SPUS's 0.70% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
AMAL Amalgamated Financial Corp. | 1.31% | 1.48% | 1.56% | 1.91% | 2.33% | 1.34% | 0.31% |
SPUS SP Funds S&P 500 Sharia Industry Exclusions ETF | 0.70% | 0.87% | 1.21% | 0.93% | 1.04% | 0.00% | 0.00% |
Drawdowns
AMAL vs. SPUS - Drawdown Comparison
The maximum AMAL drawdown since its inception was -62.93%, which is greater than SPUS's maximum drawdown of -30.80%. Use the drawdown chart below to compare losses from any high point for AMAL and SPUS. For additional features, visit the drawdowns tool.
Volatility
AMAL vs. SPUS - Volatility Comparison
Amalgamated Financial Corp. (AMAL) has a higher volatility of 16.89% compared to SP Funds S&P 500 Sharia Industry Exclusions ETF (SPUS) at 5.18%. This indicates that AMAL's price experiences larger fluctuations and is considered to be riskier than SPUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.