AMGN vs. VTV
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.
Performance
AMGN vs. VTV - Performance Comparison
Returns By Period
In the year-to-date period, AMGN achieves a 5.35% return, which is significantly lower than VTV's 21.74% return. Over the past 10 years, AMGN has underperformed VTV with an annualized return of 9.23%, while VTV has yielded a comparatively higher 10.57% annualized return.
AMGN
5.35%
-5.72%
-2.25%
14.68%
8.27%
9.23%
VTV
21.74%
1.65%
12.77%
29.27%
11.77%
10.57%
Key characteristics
| AMGN | VTV | |
|---|---|---|
| Sharpe Ratio | 0.58 | 2.90 |
| Sortino Ratio | 0.99 | 4.08 |
| Omega Ratio | 1.14 | 1.53 |
| Calmar Ratio | 0.80 | 5.83 |
| Martin Ratio | 1.85 | 18.64 |
| Ulcer Index | 7.95% | 1.59% |
| Daily Std Dev | 25.32% | 10.23% |
| Max Drawdown | -78.04% | -59.27% |
| Current Drawdown | -12.00% | -0.22% |
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Correlation
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.
Risk-Adjusted Performance
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.
Dividends
AMGN vs. VTV - Dividend Comparison
AMGN's dividend yield for the trailing twelve months is around 3.06%, more than VTV's 2.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMGN Amgen Inc. | 3.06% | 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 | 2.22% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% | 2.21% |
Drawdowns
AMGN vs. VTV - Drawdown Comparison
The maximum AMGN drawdown since its inception was -78.04%, which is greater than VTV's maximum drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for AMGN and VTV. For additional features, visit the drawdowns tool.
Volatility
AMGN vs. VTV - Volatility Comparison
Amgen Inc. (AMGN) has a higher volatility of 9.91% compared to Vanguard Value ETF (VTV) at 3.73%. 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.