AMG vs. AB
AMG (Affiliated Managers Group, Inc.) and AB (AllianceBernstein Holding L.P.) are both stocks. Both operate in the Asset Management industry within the Financial Services sector. Over the past 10 years, AMG returned 6.50%/yr vs 14.13%/yr for AB. A 0.52 correlation means they provide meaningful diversification when combined.
Performance
AMG vs. AB - Performance Comparison
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Returns By Period
In the year-to-date period, AMG achieves a 8.10% return, which is significantly higher than AB's 0.21% return. Over the past 10 years, AMG has underperformed AB with an annualized return of 6.50%, while AB has yielded a comparatively higher 14.13% annualized return.
AMG
- 1D
- 0.35%
- 1M
- 4.74%
- YTD
- 8.10%
- 6M
- 14.76%
- 1Y
- 72.82%
- 3Y*
- 28.70%
- 5Y*
- 13.60%
- 10Y*
- 6.50%
AB
- 1D
- -0.43%
- 1M
- -4.48%
- YTD
- 0.21%
- 6M
- -5.97%
- 1Y
- -0.56%
- 3Y*
- 10.52%
- 5Y*
- 4.42%
- 10Y*
- 14.13%
AMG vs. AB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AMG Affiliated Managers Group, Inc. | 8.10% | 55.93% | 22.15% | -4.40% | -3.67% | 61.80% | 20.53% | -11.79% | -52.15% | 41.93% |
AB AllianceBernstein Holding L.P. | 0.21% | 13.36% | 30.40% | -2.29% | -23.46% | 56.27% | 23.00% | 19.85% | 21.04% | 16.76% |
Correlation
The correlation between AMG and AB is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Nov 24, 1997 | 0.52 |
The correlation between AMG and AB shifts across timeframes, from 0.38 (1 year) to 0.53 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
AMG:
$8.57B
AB:
$3.41B
AMG:
$24.29
AB:
$3.22
AMG:
12.83
AB:
11.45
AMG:
4.09
AB:
14.25
AMG:
2.77
AB:
2.70
AMG:
$2.37B
AB:
$250.00M
AMG:
$1.61B
AB:
$250.00M
AMG:
$1.53B
AB:
$252.50M
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Return for Risk
AMG vs. AB — Risk / Return Rank
AMG
AB
AMG vs. AB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Affiliated Managers Group, Inc. (AMG) and AllianceBernstein Holding L.P. (AB). 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.
| AMG | AB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.45 | ||
| Sortino ratioReturn per unit of downside risk | +2.85 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.01 | +0.41 |
| Calmar ratioReturn relative to maximum drawdown | 3.71 | -0.04 | +3.75 |
| Martin ratioReturn relative to average drawdown | 10.59 | -0.08 | +10.67 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AMG | AB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.43 | -0.03 | +2.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.16 | +0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.19 | 0.44 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.46 | -0.20 |
Drawdowns
AMG vs. AB - Drawdown Comparison
The maximum AMG drawdown since its inception was -85.92%, roughly equal to the maximum AB drawdown of -87.65%. Use the drawdown chart below to compare losses from any high point for AMG and AB.
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Drawdown Indicators
| AMG | AB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.92% | -87.65% | +1.73% |
Max Drawdown (1Y)Largest decline over 1 year | -19.72% | -14.68% | -5.04% |
Max Drawdown (3Y)Largest decline over 3 years | -26.97% | -22.27% | -4.70% |
Max Drawdown (5Y)Largest decline over 5 years | -41.22% | -45.76% | +4.54% |
Max Drawdown (10Y)Largest decline over 10 years | -78.52% | -58.08% | -20.44% |
Current DrawdownCurrent decline from peak | -5.78% | -9.90% | +4.12% |
Average DrawdownAverage peak-to-trough decline | -24.73% | -26.22% | +1.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.90% | 6.60% | +0.30% |
Volatility
AMG vs. AB - Volatility Comparison
Affiliated Managers Group, Inc. (AMG) has a higher volatility of 6.76% compared to AllianceBernstein Holding L.P. (AB) at 4.54%. This indicates that AMG's price experiences larger fluctuations and is considered to be riskier than AB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMG | AB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.76% | 4.54% | +2.22% |
Volatility (6M)Calculated over the trailing 6-month period | 24.63% | 18.55% | +6.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.12% | 22.40% | +7.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.25% | 28.25% | +4.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.66% | 32.39% | +2.27% |
Dividends
AMG vs. AB - Dividend Comparison
AMG's dividend yield for the trailing twelve months is around 0.01%, less than AB's 9.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AB AllianceBernstein Holding L.P. | 9.25% | 9.02% | 8.03% | 8.44% | 10.30% | 7.33% | 8.26% | 7.67% | 10.54% | 8.50% | 7.46% | 8.09% |
AMG Affiliated Managers Group, Inc. | 0.01% | 0.01% | 0.02% | 0.03% | 0.03% | 0.02% | 0.34% | 1.51% | 1.23% | 0.39% | 0.00% | 0.00% |
Financials
AMG vs. AB - Financials Comparison
This section allows you to compare key financial metrics between Affiliated Managers Group, Inc. and AllianceBernstein Holding L.P.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
AMG and AB have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AMG has higher volatility (6.76%) compared to AB (4.54%). In terms of maximum drawdown, AMG dropped -85.92% vs AB's -87.65%.
AMG currently has the higher Sharpe Ratio (2.43 vs -0.03), 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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