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AMAM vs. VTSAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


AMAMVTSAX

Correlation

-0.50.00.51.00.2

The correlation between AMAM and VTSAX is 0.16, 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

AMAM vs. VTSAX - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%50.00%100.00%150.00%200.00%NovemberDecember2024FebruaryMarchApril
180.00%
23.76%
AMAM
VTSAX

Compare stocks, funds, or ETFs

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


Ambrx Biopharma Inc.

Vanguard Total Stock Market Index Fund Admiral Shares

Risk-Adjusted Performance

AMAM vs. VTSAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ambrx Biopharma Inc. (AMAM) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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.


AMAM
Sharpe ratio
The chart of Sharpe ratio for AMAM, currently valued at 1.55, compared to the broader market-2.00-1.000.001.002.003.004.001.55
Sortino ratio
The chart of Sortino ratio for AMAM, currently valued at 3.66, compared to the broader market-4.00-2.000.002.004.006.003.66
Omega ratio
The chart of Omega ratio for AMAM, currently valued at 1.54, compared to the broader market0.501.001.501.54
Calmar ratio
The chart of Calmar ratio for AMAM, currently valued at 2.99, compared to the broader market0.002.004.006.002.99
Martin ratio
The chart of Martin ratio for AMAM, currently valued at 9.43, compared to the broader market0.0010.0020.0030.009.43
VTSAX
Sharpe ratio
The chart of Sharpe ratio for VTSAX, currently valued at 2.10, compared to the broader market-2.00-1.000.001.002.003.004.002.10
Sortino ratio
The chart of Sortino ratio for VTSAX, currently valued at 3.05, compared to the broader market-4.00-2.000.002.004.006.003.05
Omega ratio
The chart of Omega ratio for VTSAX, currently valued at 1.36, compared to the broader market0.501.001.501.36
Calmar ratio
The chart of Calmar ratio for VTSAX, currently valued at 1.63, compared to the broader market0.002.004.006.001.63
Martin ratio
The chart of Martin ratio for VTSAX, currently valued at 8.09, compared to the broader market0.0010.0020.0030.008.09

AMAM vs. VTSAX - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio0.002.004.006.008.0010.00NovemberDecember2024FebruaryMarchApril
1.55
2.10
AMAM
VTSAX

Dividends

AMAM vs. VTSAX - Dividend Comparison

AMAM has not paid dividends to shareholders, while VTSAX's dividend yield for the trailing twelve months is around 1.41%.


TTM20232022202120202019201820172016201520142013
AMAM
Ambrx Biopharma Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.41%1.43%1.65%1.20%1.41%1.76%2.03%1.71%1.92%1.98%1.76%1.74%

Drawdowns

AMAM vs. VTSAX - Drawdown Comparison


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-0.32%
-4.11%
AMAM
VTSAX

Volatility

AMAM vs. VTSAX - Volatility Comparison

The current volatility for Ambrx Biopharma Inc. (AMAM) is 0.00%, while Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) has a volatility of 3.71%. This indicates that AMAM experiences smaller price fluctuations and is considered to be less risky than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%20.00%40.00%60.00%80.00%NovemberDecember2024FebruaryMarchApril0
3.71%
AMAM
VTSAX