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AMBP vs. AVDV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AMBP vs. AVDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ardagh Metal Packaging S.A. (AMBP) and Avantis International Small Cap Value ETF (AVDV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AMBP achieves a 11.09% return, which is significantly lower than AVDV's 15.21% return.


AMBP

1D
-0.23%
1M
12.09%
YTD
11.09%
6M
7.93%
1Y
16.48%
3Y*
17.38%
5Y*
10Y*

AVDV

1D
-0.21%
1M
1.24%
YTD
15.21%
6M
17.47%
1Y
42.83%
3Y*
26.56%
5Y*
14.72%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMBP vs. AVDV - Yearly Performance Comparison


2026 (YTD)20252024202320222021
AMBP
Ardagh Metal Packaging S.A.
11.09%53.46%-12.41%-11.47%-42.52%-14.41%
AVDV
Avantis International Small Cap Value ETF
15.21%49.37%8.67%16.85%-11.47%-0.34%

Correlation

The correlation between AMBP and AVDV is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.36

Correlation (3Y)
Calculated over the trailing 3-year period

0.37

Correlation (All Time)
Calculated using the full available price history since Aug 5, 2021

0.40

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Return for Risk

AMBP vs. AVDV — Risk / Return Rank

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

AMBP
AMBP Risk / Return Rank: 5555
Overall Rank
AMBP Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
AMBP Sortino Ratio Rank: 5151
Sortino Ratio Rank
AMBP Omega Ratio Rank: 5353
Omega Ratio Rank
AMBP Calmar Ratio Rank: 5757
Calmar Ratio Rank
AMBP Martin Ratio Rank: 5454
Martin Ratio Rank

AVDV
AVDV Risk / Return Rank: 8080
Overall Rank
AVDV Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
AVDV Sortino Ratio Rank: 8585
Sortino Ratio Rank
AVDV Omega Ratio Rank: 8585
Omega Ratio Rank
AVDV Calmar Ratio Rank: 6969
Calmar Ratio Rank
AVDV Martin Ratio Rank: 7474
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AMBP vs. AVDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ardagh Metal Packaging S.A. (AMBP) and Avantis International Small Cap Value ETF (AVDV). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AMBPAVDVDifference
Sharpe ratioReturn per unit of total volatility

-2.17

Sortino ratioReturn per unit of downside risk

-2.66

Omega ratioGain probability vs. loss probability

1.12

1.47

-0.35

Calmar ratioReturn relative to maximum drawdown

0.64

3.26

-2.63

Martin ratioReturn relative to average drawdown

1.13

13.01

-11.88

AMBP vs. AVDV - Sharpe Ratio Comparison

The current AMBP Sharpe Ratio is 0.47, which is lower than the AVDV Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of AMBP and AVDV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AMBP vs. AVDV - Drawdown Comparison

The maximum AMBP drawdown since its inception was -75.30%, which is greater than AVDV's maximum drawdown of -43.01%. Use the drawdown chart below to compare losses from any high point for AMBP and AVDV.


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Drawdown Indicators


AMBPAVDVDifference

Max Drawdown

Largest peak-to-trough decline

-75.30%

-43.01%

-32.29%

Max Drawdown (1Y)

Largest decline over 1 year

-26.02%

-13.19%

-12.83%

Max Drawdown (3Y)

Largest decline over 3 years

-39.16%

-14.17%

-24.99%

Max Drawdown (5Y)

Largest decline over 5 years

-28.08%

Current Drawdown

Current decline from peak

-43.52%

-2.05%

-41.47%

Average Drawdown

Average peak-to-trough decline

-52.97%

-6.75%

-46.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.62%

3.30%

+11.32%

Volatility

AMBP vs. AVDV - Volatility Comparison

Ardagh Metal Packaging S.A. (AMBP) has a higher volatility of 8.52% compared to Avantis International Small Cap Value ETF (AVDV) at 5.89%. This indicates that AMBP's price experiences larger fluctuations and is considered to be riskier than AVDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMBPAVDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.52%

5.89%

+2.63%

Volatility (6M)

Calculated over the trailing 6-month period

22.76%

13.94%

+8.82%

Volatility (1Y)

Calculated over the trailing 1-year period

35.03%

16.26%

+18.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.86%

17.39%

+25.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.86%

19.75%

+23.11%

Dividends

AMBP vs. AVDV - Dividend Comparison

AMBP's dividend yield for the trailing twelve months is around 9.22%, more than AVDV's 4.10% yield.


PositionTTM2025202420232022202120202019
AMBP
Ardagh Metal Packaging S.A.
9.22%9.76%13.29%10.42%8.32%0.00%0.00%0.00%
AVDV
Avantis International Small Cap Value ETF
4.10%3.05%4.31%3.29%3.17%2.39%1.67%0.36%

Frequently Asked Questions


AMBP and AVDV have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AMBP has higher volatility (8.52%) compared to AVDV (5.89%). In terms of maximum drawdown, AMBP dropped -75.30% vs AVDV's -43.01%.

AVDV currently has the higher Sharpe Ratio (2.65 vs 0.47), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for AMBP and AVDV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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