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

Correlation

The correlation between AMAM and VTSAX is 0.13, 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: 0.1

Performance

AMAM vs. VTSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ambrx Biopharma Inc. (AMAM) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). The values are adjusted to include any dividend payments, if applicable.

20.00%30.00%40.00%50.00%60.00%NovemberDecember2025FebruaryMarchApril
64.22%
32.49%
AMAM
VTSAX

Key characteristics

Returns By Period


AMAM

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VTSAX

YTD

-6.21%

1M

-2.97%

6M

-4.52%

1Y

8.96%

5Y*

15.18%

10Y*

11.43%

*Annualized

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Risk-Adjusted Performance

AMAM vs. VTSAX — Risk-Adjusted Performance Rank

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

AMAM
The Risk-Adjusted Performance Rank of AMAM is 9494
Overall Rank
The Sharpe Ratio Rank of AMAM is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of AMAM is 9494
Sortino Ratio Rank
The Omega Ratio Rank of AMAM is 9494
Omega Ratio Rank
The Calmar Ratio Rank of AMAM is 9797
Calmar Ratio Rank
The Martin Ratio Rank of AMAM is 9393
Martin Ratio Rank

VTSAX
The Risk-Adjusted Performance Rank of VTSAX is 5959
Overall Rank
The Sharpe Ratio Rank of VTSAX is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of VTSAX is 5757
Sortino Ratio Rank
The Omega Ratio Rank of VTSAX is 5959
Omega Ratio Rank
The Calmar Ratio Rank of VTSAX is 6464
Calmar Ratio Rank
The Martin Ratio Rank of VTSAX is 5858
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.

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.


The chart of Calmar ratio for AMAM, currently valued at 0.00, compared to the broader market0.001.002.003.004.005.00
AMAM: 0.00
VTSAX: 0.49


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
1.00
0.48
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 1.37%.


TTM20242023202220212020201920182017201620152014
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
1.37%1.26%1.43%1.65%1.20%1.41%1.77%2.04%1.71%1.92%1.98%1.76%

Drawdowns

AMAM vs. VTSAX - Drawdown Comparison


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.32%
-10.35%
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 14.32%. 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%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril0
14.32%
AMAM
VTSAX