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AMG vs. SEIC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AMG and SEIC is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

AMG vs. SEIC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Affiliated Managers Group, Inc. (AMG) and SEI Investments Company (SEIC). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
9.56%
24.41%
AMG
SEIC

Key characteristics

Sharpe Ratio

AMG:

1.06

SEIC:

1.76

Sortino Ratio

AMG:

1.49

SEIC:

2.44

Omega Ratio

AMG:

1.20

SEIC:

1.33

Calmar Ratio

AMG:

0.78

SEIC:

2.64

Martin Ratio

AMG:

4.51

SEIC:

6.40

Ulcer Index

AMG:

5.66%

SEIC:

5.17%

Daily Std Dev

AMG:

24.14%

SEIC:

18.79%

Max Drawdown

AMG:

-85.93%

SEIC:

-71.17%

Current Drawdown

AMG:

-15.91%

SEIC:

-3.62%

Fundamentals

Market Cap

AMG:

$5.65B

SEIC:

$10.56B

EPS

AMG:

$15.40

SEIC:

$4.15

PE Ratio

AMG:

12.14

SEIC:

19.73

PEG Ratio

AMG:

0.77

SEIC:

1.24

Total Revenue (TTM)

AMG:

$1.52B

SEIC:

$1.57B

Gross Profit (TTM)

AMG:

$1.28B

SEIC:

$830.65M

EBITDA (TTM)

AMG:

$628.80M

SEIC:

$524.17M

Returns By Period

In the year-to-date period, AMG achieves a 0.41% return, which is significantly lower than SEIC's 0.58% return. Over the past 10 years, AMG has underperformed SEIC with an annualized return of -0.19%, while SEIC has yielded a comparatively higher 9.02% annualized return.


AMG

YTD

0.41%

1M

-0.54%

6M

9.57%

1Y

24.73%

5Y*

16.92%

10Y*

-0.19%

SEIC

YTD

0.58%

1M

-1.97%

6M

24.41%

1Y

33.67%

5Y*

6.36%

10Y*

9.02%

*Annualized

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Risk-Adjusted Performance

AMG vs. SEIC — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AMG
The Risk-Adjusted Performance Rank of AMG is 7777
Overall Rank
The Sharpe Ratio Rank of AMG is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of AMG is 7373
Sortino Ratio Rank
The Omega Ratio Rank of AMG is 7373
Omega Ratio Rank
The Calmar Ratio Rank of AMG is 7676
Calmar Ratio Rank
The Martin Ratio Rank of AMG is 8080
Martin Ratio Rank

SEIC
The Risk-Adjusted Performance Rank of SEIC is 8989
Overall Rank
The Sharpe Ratio Rank of SEIC is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of SEIC is 8787
Sortino Ratio Rank
The Omega Ratio Rank of SEIC is 8787
Omega Ratio Rank
The Calmar Ratio Rank of SEIC is 9393
Calmar Ratio Rank
The Martin Ratio Rank of SEIC is 8585
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AMG vs. SEIC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Affiliated Managers Group, Inc. (AMG) and SEI Investments Company (SEIC). 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
The chart of Sharpe ratio for AMG, currently valued at 1.06, compared to the broader market-2.000.002.004.001.061.76
The chart of Sortino ratio for AMG, currently valued at 1.49, compared to the broader market-4.00-2.000.002.004.001.492.44
The chart of Omega ratio for AMG, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.33
The chart of Calmar ratio for AMG, currently valued at 0.78, compared to the broader market0.002.004.006.000.782.64
The chart of Martin ratio for AMG, currently valued at 4.51, compared to the broader market-10.000.0010.0020.0030.004.516.40
AMG
SEIC

The current AMG Sharpe Ratio is 1.06, which is lower than the SEIC Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of AMG and SEIC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
1.06
1.76
AMG
SEIC

Dividends

AMG vs. SEIC - Dividend Comparison

AMG's dividend yield for the trailing twelve months is around 0.02%, less than SEIC's 1.15% yield.


TTM20242023202220212020201920182017201620152014
AMG
Affiliated Managers Group, Inc.
0.02%0.02%0.03%0.03%0.02%0.34%1.51%1.23%0.39%0.00%0.00%0.00%
SEIC
SEI Investments Company
1.15%1.15%1.40%1.42%1.26%1.25%1.04%1.36%0.81%1.09%1.41%1.15%

Drawdowns

AMG vs. SEIC - Drawdown Comparison

The maximum AMG drawdown since its inception was -85.93%, which is greater than SEIC's maximum drawdown of -71.17%. Use the drawdown chart below to compare losses from any high point for AMG and SEIC. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-15.91%
-3.62%
AMG
SEIC

Volatility

AMG vs. SEIC - Volatility Comparison

Affiliated Managers Group, Inc. (AMG) has a higher volatility of 7.99% compared to SEI Investments Company (SEIC) at 7.57%. This indicates that AMG's price experiences larger fluctuations and is considered to be riskier than SEIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
7.99%
7.57%
AMG
SEIC

Financials

AMG vs. SEIC - Financials Comparison

This section allows you to compare key financial metrics between Affiliated Managers Group, Inc. and SEI Investments Company. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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