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AMC vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


AMCVOO
YTD Return-29.08%10.42%
1Y Return-90.45%34.26%
3Y Return (Ann)-57.29%11.43%
5Y Return (Ann)-44.18%15.04%
10Y Return (Ann)-28.40%13.04%
Sharpe Ratio-0.832.94
Daily Std Dev107.48%11.59%
Max Drawdown-98.92%-33.99%
Current Drawdown-98.72%-0.12%

Correlation

0.31
-1.001.00

The correlation between AMC and VOO is 0.31, 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

AMC vs. VOO - Performance Comparison

In the year-to-date period, AMC achieves a -29.08% return, which is significantly lower than VOO's 10.42% return. Over the past 10 years, AMC has underperformed VOO with an annualized return of -28.40%, while VOO has yielded a comparatively higher 13.04% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-100.00%0.00%100.00%200.00%300.00%OctoberNovemberDecember2024FebruaryMarch
-95.50%
250.31%
AMC
VOO

Compare stocks, funds, or ETFs


AMC Entertainment Holdings, Inc.

Vanguard S&P 500 ETF

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
AMC
AMC Entertainment Holdings, Inc.
-0.83
VOO
Vanguard S&P 500 ETF
2.94

AMC vs. VOO - Sharpe Ratio Comparison

The current AMC Sharpe Ratio is -0.83, which is lower than the VOO Sharpe Ratio of 2.94. The chart below compares the 12-month rolling Sharpe Ratio of AMC and VOO.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00OctoberNovemberDecember2024FebruaryMarch
-0.83
2.94
AMC
VOO

Dividends

AMC vs. VOO - Dividend Comparison

AMC has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.33%.


TTM20232022202120202019201820172016201520142013
AMC
AMC Entertainment Holdings, Inc.
0.00%0.00%0.03%0.00%2.61%20.39%35.30%9.77%4.39%6.15%4.23%0.00%
VOO
Vanguard S&P 500 ETF
1.33%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

AMC vs. VOO - Drawdown Comparison

The maximum AMC drawdown since its inception was -98.92%, which is greater than VOO's maximum drawdown of -33.99%. The drawdown chart below compares losses from any high point along the way for AMC and VOO


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-98.72%
-0.12%
AMC
VOO

Volatility

AMC vs. VOO - Volatility Comparison

AMC Entertainment Holdings, Inc. (AMC) has a higher volatility of 19.58% compared to Vanguard S&P 500 ETF (VOO) at 2.90%. 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.


0.00%10.00%20.00%30.00%40.00%50.00%OctoberNovemberDecember2024FebruaryMarch
19.58%
2.90%
AMC
VOO