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AMGN vs. VTV

Last updated Feb 24, 2024

Compare and contrast key facts about Amgen Inc. (AMGN) and Vanguard Value ETF (VTV).

VTV is a passively managed fund by Vanguard that tracks the performance of the MSCI US Prime Market Value Index. It was launched on Jan 26, 2004.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AMGN or VTV.

Key characteristics


AMGNVTV
YTD Return1.19%4.37%
1Y Return25.79%13.57%
3Y Return (Ann)11.06%10.08%
5Y Return (Ann)12.45%10.47%
10Y Return (Ann)11.88%10.30%
Sharpe Ratio1.231.22
Daily Std Dev21.67%11.30%
Max Drawdown-78.03%-59.27%
Current Drawdown-10.20%0.00%

Correlation

0.49
-1.001.00

The correlation between AMGN and VTV is 0.49, 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. VTV - Performance Comparison

In the year-to-date period, AMGN achieves a 1.19% return, which is significantly lower than VTV's 4.37% return. Over the past 10 years, AMGN has outperformed VTV with an annualized return of 11.88%, while VTV has yielded a comparatively lower 10.30% 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%
11.40%
AMGN
VTV

Compare stocks, funds, or ETFs


Amgen Inc.

Vanguard Value ETF

AMGN vs. VTV - Dividend Comparison

AMGN's dividend yield for the trailing twelve months is around 2.99%, more than VTV's 2.35% 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%
VTV
Vanguard Value ETF
2.35%2.46%2.52%2.15%2.56%2.50%2.73%2.29%2.44%2.60%2.22%2.21%

AMGN vs. VTV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amgen Inc. (AMGN) and Vanguard Value ETF (VTV). 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
VTV
Vanguard Value ETF
1.22

AMGN vs. VTV - Sharpe Ratio Comparison

The current AMGN Sharpe Ratio is 1.23, which roughly equals the VTV Sharpe Ratio of 1.22. The chart below compares the 12-month rolling Sharpe Ratio of AMGN and VTV.


Rolling 12-month Sharpe Ratio0.000.501.001.50SeptemberOctoberNovemberDecember2024February
1.23
1.22
AMGN
VTV

AMGN vs. VTV - Drawdown Comparison

The maximum AMGN drawdown since its inception was -78.03%, which is greater than VTV's maximum drawdown of -59.27%. The drawdown chart below compares losses from any high point along the way for AMGN and VTV


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

AMGN vs. VTV - Volatility Comparison

Amgen Inc. (AMGN) has a higher volatility of 8.61% compared to Vanguard Value ETF (VTV) at 2.86%. This indicates that AMGN's price experiences larger fluctuations and is considered to be riskier than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%SeptemberOctoberNovemberDecember2024February
8.61%
2.86%
AMGN
VTV