AMG vs. VOO
Compare and contrast key facts about Affiliated Managers Group, Inc. (AMG) 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: AMG or VOO.
Key characteristics
| AMG | VOO | |
|---|---|---|
| YTD Return | 5.40% | 6.24% |
| 1Y Return | 14.75% | 26.43% |
| 3Y Return (Ann) | 0.34% | 8.07% |
| 5Y Return (Ann) | 7.61% | 13.29% |
| 10Y Return (Ann) | -0.87% | 12.51% |
| Sharpe Ratio | 0.57 | 2.21 |
| Daily Std Dev | 24.62% | 11.73% |
| Max Drawdown | -85.93% | -33.99% |
| Current Drawdown | -27.74% | -3.90% |
Correlation
The correlation between AMG and VOO is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
AMG vs. VOO - Performance Comparison
In the year-to-date period, AMG achieves a 5.40% return, which is significantly lower than VOO's 6.24% return. Over the past 10 years, AMG has underperformed VOO with an annualized return of -0.87%, while VOO has yielded a comparatively higher 12.51% 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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Risk-Adjusted Performance
AMG vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Affiliated Managers Group, Inc. (AMG) 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.
Dividends
AMG vs. VOO - Dividend Comparison
AMG's dividend yield for the trailing twelve months is around 0.03%, less than VOO's 1.39% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMG Affiliated Managers Group, Inc. | 0.03% | 0.03% | 0.03% | 0.02% | 0.34% | 1.51% | 1.23% | 0.39% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.39% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
AMG vs. VOO - Drawdown Comparison
The maximum AMG drawdown since its inception was -85.93%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for AMG and VOO. For additional features, visit the drawdowns tool.
Volatility
AMG vs. VOO - Volatility Comparison
Affiliated Managers Group, Inc. (AMG) has a higher volatility of 5.52% compared to Vanguard S&P 500 ETF (VOO) at 3.56%. This indicates that AMG'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.