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AMC vs. VOO

Last updated May 27, 2023

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


AMCVOO
YTD Return14.00%10.28%
1Y Return-38.20%5.42%
5Y Return (Ann)-7.19%11.00%
10Y Return (Ann)-3.90%11.83%
Sharpe Ratio-0.340.36
Daily Std Dev105.53%21.12%
Max Drawdown-91.58%-33.99%

Correlation

0.32
-1.001.00

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.


-50.00%0.00%50.00%100.00%150.00%December2023FebruaryMarchAprilMay
-31.29%
176.97%
AMC
VOO

Compare stocks, funds, or ETFs


AMC Entertainment Holdings, Inc.

Vanguard S&P 500 ETF

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.


TTM20222021202020192018201720162015201420132012
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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
AMC
AMC Entertainment Holdings, Inc.
-0.34
VOO
Vanguard S&P 500 ETF
0.36

AMC vs. VOO - Sharpe Ratio Comparison

The current AMC Sharpe Ratio is -0.34, which is lower than the VOO Sharpe Ratio of 0.36. The chart below compares the 12-month rolling Sharpe Ratio of AMC and VOO.


-0.80-0.60-0.40-0.200.000.200.40December2023FebruaryMarchAprilMay
-0.34
0.36
AMC
VOO

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


-80.00%-60.00%-40.00%-20.00%December2023FebruaryMarchAprilMay
-87.92%
-10.31%
AMC
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.


0.00%10.00%20.00%30.00%40.00%December2023FebruaryMarchAprilMay
12.32%
3.82%
AMC
VOO