AMGN vs. ^SP500TR
Compare and contrast key facts about Amgen Inc. (AMGN) and S&P 500 Total Return (^SP500TR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AMGN or ^SP500TR.
Key characteristics
| AMGN | ^SP500TR | |
|---|---|---|
| YTD Return | -4.15% | 6.04% |
| 1Y Return | 18.52% | 22.71% |
| 3Y Return (Ann) | 7.98% | 8.09% |
| 5Y Return (Ann) | 12.62% | 13.44% |
| 10Y Return (Ann) | 12.41% | 12.45% |
| Sharpe Ratio | 0.84 | 1.94 |
| Daily Std Dev | 21.64% | 11.70% |
| Max Drawdown | -78.03% | -55.25% |
| Current Drawdown | -14.94% | -4.08% |
Correlation
The correlation between AMGN and ^SP500TR is 0.46, 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.
Performance
AMGN vs. ^SP500TR - Performance Comparison
In the year-to-date period, AMGN achieves a -4.15% return, which is significantly lower than ^SP500TR's 6.04% return. Both investments have delivered pretty close results over the past 10 years, with AMGN having a 12.41% annualized return and ^SP500TR not far ahead at 12.45%. 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
AMGN vs. ^SP500TR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amgen Inc. (AMGN) and S&P 500 Total Return (^SP500TR). 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.
Drawdowns
AMGN vs. ^SP500TR - Drawdown Comparison
The maximum AMGN drawdown since its inception was -78.03%, which is greater than ^SP500TR's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for AMGN and ^SP500TR. For additional features, visit the drawdowns tool.
Volatility
AMGN vs. ^SP500TR - Volatility Comparison
Amgen Inc. (AMGN) has a higher volatility of 5.90% compared to S&P 500 Total Return (^SP500TR) at 3.94%. This indicates that AMGN's price experiences larger fluctuations and is considered to be riskier than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.