AMC vs. VOO
Compare and contrast key facts about AMC Entertainment Holdings, Inc. (AMC) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AMC or VOO.
Key characteristics
| AMC | VOO | |
|---|---|---|
| YTD Return | 14.00% | 10.28% |
| 1Y Return | -38.20% | 5.42% |
| 5Y Return (Ann) | -7.19% | 11.00% |
| 10Y Return (Ann) | -3.90% | 11.83% |
| Sharpe Ratio | -0.34 | 0.36 |
| Daily Std Dev | 105.53% | 21.12% |
| Max Drawdown | -91.58% | -33.99% |
Correlation
The correlation between AMC and VOO is 0.32, 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.
AMC vs. VOO - Performance Comparison
In the year-to-date period, AMC achieves a 14.00% return, which is significantly higher than VOO's 10.28% return. Over the past 10 years, AMC has underperformed VOO with an annualized return of -3.90%, while VOO has yielded a comparatively higher 11.83% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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AMC vs. VOO - Dividend Comparison
AMC's dividend yield for the trailing twelve months is around 0.22%, less than VOO's 1.93% yield.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMC AMC Entertainment Holdings, Inc. | 0.22% | 0.25% | 0.00% | 2.31% | 18.18% | 35.46% | 12.09% | 5.84% | 8.56% | 6.16% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.93% | 1.70% | 1.27% | 1.60% | 1.99% | 2.22% | 1.95% | 2.25% | 2.40% | 2.16% | 2.18% | 2.64% |
AMC vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AMC Entertainment Holdings, Inc. (AMC) and Vanguard S&P 500 ETF (VOO). 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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
AMC AMC Entertainment Holdings, Inc. | -0.34 | ||||
VOO Vanguard S&P 500 ETF | 0.36 |
AMC vs. VOO - Drawdown Comparison
The maximum AMC drawdown for the period was -90.00%, lower than the maximum VOO drawdown of -19.87%. The drawdown chart below compares losses from any high point along the way for AMC and VOO
AMC vs. VOO - Volatility Comparison
AMC Entertainment Holdings, Inc. (AMC) has a higher volatility of 12.32% compared to Vanguard S&P 500 ETF (VOO) at 3.82%. This indicates that AMC's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.