AMC vs. SPY
AMC (AMC Entertainment Holdings, Inc.) is a stock, while SPY (State Street SPDR S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, AMC returned -35.35%/yr vs 15.09%/yr for SPY. Their 0.31 correlation means their historical movements had little consistent relationship.
Performance
AMC vs. SPY - Performance Comparison
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Returns By Period
In the year-to-date period, AMC achieves a 82.69% return, which is significantly higher than SPY's 11.70% return. Over the past 10 years, AMC has underperformed SPY with an annualized return of -35.35%, while SPY has yielded a comparatively higher 15.09% annualized return.
AMC
- 1D
- 1.06%
- 1M
- 50.79%
- 6M
- 103.57%
- YTD
- 82.69%
- 1Y
- 0.00%
- 3Y*
- -61.33%
- 5Y*
- -60.55%
- 10Y*
- -35.35%
- ALL TIME*
- -26.46%
SPY
- 1D
- 1.42%
- 1M
- 1.73%
- 6M
- 9.53%
- YTD
- 11.70%
- 1Y
- 23.22%
- 3Y*
- 20.74%
- 5Y*
- 13.05%
- 10Y*
- 15.09%
- ALL TIME*
- 10.83%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $128.18M | $121.76M | $95.51M | |
| $38.19B | $36.17B | $39.59B |
AMC vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AMC AMC Entertainment Holdings, Inc. | 82.69% | -60.80% | -34.97% | -84.96% | -85.03% | 1,183.02% | -70.54% | -36.60% | -7.75% | -53.09% |
SPY State Street SPDR S&P 500 ETF | 11.70% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Correlation
The correlation between AMC and SPY is 0.29, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.29 |
Correlation (3Y) Balances recent behavior with more history. | 0.28 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.36 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.30 |
Correlation (All Time) Calculated using the full available price history since Dec 18, 2013 | 0.31 |
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Return for Risk
AMC vs. SPY — Risk / Return Rank
AMC
SPY
AMC vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMC Entertainment Holdings, Inc. (AMC) and State Street 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.
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.
| AMC | SPY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.82 | ||
| Sortino ratioReturn per unit of downside risk | -1.86 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.32 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 0.00 | 2.62 | -2.62 |
| Martin ratioReturn relative to average drawdown | 0.00 | 11.20 | -11.20 |
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Drawdowns
AMC vs. SPY - Drawdown Comparison
The maximum AMC drawdown since its inception was -99.85%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for AMC and SPY.
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Drawdown Indicators
| AMC | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.85% | -55.19% | -44.66% |
Max Drawdown (1Y)Largest decline over 1 year | -69.90% | -8.88% | -61.02% |
Max Drawdown (3Y)Largest decline over 3 years | -98.20% | -18.76% | -79.44% |
Max Drawdown (5Y)Largest decline over 5 years | -99.82% | -24.50% | -75.32% |
Max Drawdown (10Y)Largest decline over 10 years | -99.85% | -33.72% | -66.13% |
Current DrawdownCurrent decline from peak | -99.54% | 0.00% | -99.54% |
Average DrawdownAverage peak-to-trough decline | -59.02% | -9.01% | -50.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 41.17% | 2.08% | +39.09% |
Volatility
AMC vs. SPY - Volatility Comparison
AMC Entertainment Holdings, Inc. (AMC) has a higher volatility of 33.10% compared to State Street SPDR S&P 500 ETF (SPY) at 3.84%. This indicates that AMC's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMC | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 33.10% | 3.84% | +29.26% |
Volatility (6M)Calculated over the trailing 6-month period | 71.19% | 10.23% | +60.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 80.81% | 12.87% | +67.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 102.97% | 17.19% | +85.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 142.06% | 17.96% | +124.10% |
Dividends
AMC vs. SPY - Dividend Comparison
AMC has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 0.99%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMC AMC Entertainment Holdings, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.25% | 0.00% | 1.42% | 11.05% | 19.14% | 5.30% | 2.38% | 3.33% |
SPY State Street SPDR S&P 500 ETF | 0.99% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Frequently Asked Questions
AMC and SPY have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AMC has higher volatility (33.10%) compared to SPY (3.84%). In terms of maximum drawdown, AMC dropped -99.85% vs SPY's -55.19%.
SPY currently has the higher Sharpe Ratio (1.82 vs -0.00), 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.
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