PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions

AMGN vs. VOO

Last updated Feb 24, 2024

Compare and contrast key facts about Amgen Inc. (AMGN) 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: AMGN or VOO.

Key characteristics


AMGNVOO
YTD Return1.19%6.86%
1Y Return25.79%28.82%
3Y Return (Ann)11.06%11.15%
5Y Return (Ann)12.45%14.66%
10Y Return (Ann)11.88%12.76%
Sharpe Ratio1.232.39
Daily Std Dev21.67%12.34%
Max Drawdown-78.03%-33.99%
Current Drawdown-10.20%0.00%

Correlation

0.52
-1.001.00

The correlation between AMGN and VOO is 0.52, 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.

AMGN vs. VOO - Performance Comparison

In the year-to-date period, AMGN achieves a 1.19% return, which is significantly lower than VOO's 6.86% return. Over the past 10 years, AMGN has underperformed VOO with an annualized return of 11.88%, while VOO has yielded a comparatively higher 12.76% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2024February
14.57%
16.40%
AMGN
VOO

Compare stocks, funds, or ETFs


Amgen Inc.

Vanguard S&P 500 ETF

AMGN vs. VOO - Dividend Comparison

AMGN's dividend yield for the trailing twelve months is around 2.99%, more than VOO's 1.36% yield.


TTM20232022202120202019201820172016201520142013
AMGN
Amgen Inc.
2.99%2.96%2.95%3.13%2.78%2.41%2.71%2.65%2.74%1.95%1.53%1.65%
VOO
Vanguard S&P 500 ETF
1.36%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

AMGN vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amgen Inc. (AMGN) 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
AMGN
Amgen Inc.
1.23
VOO
Vanguard S&P 500 ETF
2.39

AMGN vs. VOO - Sharpe Ratio Comparison

The current AMGN Sharpe Ratio is 1.23, which is lower than the VOO Sharpe Ratio of 2.39. The chart below compares the 12-month rolling Sharpe Ratio of AMGN and VOO.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2024February
1.23
2.39
AMGN
VOO

AMGN vs. VOO - Drawdown Comparison

The maximum AMGN drawdown since its inception was -78.03%, 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 AMGN and VOO


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2024February
-10.20%
0
AMGN
VOO

AMGN vs. VOO - Volatility Comparison

Amgen Inc. (AMGN) has a higher volatility of 8.61% compared to Vanguard S&P 500 ETF (VOO) at 3.94%. This indicates that AMGN'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.


2.00%4.00%6.00%8.00%SeptemberOctoberNovemberDecember2024February
8.61%
3.94%
AMGN
VOO