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AMH vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AMH and VOO is 0.44, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

AMH vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Homes 4 Rent (AMH) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

150.00%200.00%250.00%300.00%350.00%NovemberDecember2025FebruaryMarchApril
179.40%
297.07%
AMH
VOO

Key characteristics

Sharpe Ratio

AMH:

0.33

VOO:

0.57

Sortino Ratio

AMH:

0.62

VOO:

0.92

Omega Ratio

AMH:

1.08

VOO:

1.13

Calmar Ratio

AMH:

0.38

VOO:

0.58

Martin Ratio

AMH:

0.85

VOO:

2.42

Ulcer Index

AMH:

8.37%

VOO:

4.51%

Daily Std Dev

AMH:

21.43%

VOO:

19.17%

Max Drawdown

AMH:

-38.40%

VOO:

-33.99%

Current Drawdown

AMH:

-8.73%

VOO:

-10.56%

Returns By Period

In the year-to-date period, AMH achieves a -0.39% return, which is significantly higher than VOO's -6.43% return. Over the past 10 years, AMH has underperformed VOO with an annualized return of 9.59%, while VOO has yielded a comparatively higher 12.02% annualized return.


AMH

YTD

-0.39%

1M

0.22%

6M

-2.82%

1Y

6.97%

5Y*

12.16%

10Y*

9.59%

VOO

YTD

-6.43%

1M

-4.99%

6M

-5.02%

1Y

9.61%

5Y*

15.88%

10Y*

12.02%

*Annualized

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Risk-Adjusted Performance

AMH vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AMH
The Risk-Adjusted Performance Rank of AMH is 6262
Overall Rank
The Sharpe Ratio Rank of AMH is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of AMH is 5656
Sortino Ratio Rank
The Omega Ratio Rank of AMH is 5555
Omega Ratio Rank
The Calmar Ratio Rank of AMH is 7070
Calmar Ratio Rank
The Martin Ratio Rank of AMH is 6464
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6666
Overall Rank
The Sharpe Ratio Rank of VOO is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6464
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6666
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6767
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AMH vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Homes 4 Rent (AMH) 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.


The chart of Sharpe ratio for AMH, currently valued at 0.33, compared to the broader market-2.00-1.000.001.002.003.00
AMH: 0.33
VOO: 0.57
The chart of Sortino ratio for AMH, currently valued at 0.62, compared to the broader market-6.00-4.00-2.000.002.004.00
AMH: 0.62
VOO: 0.92
The chart of Omega ratio for AMH, currently valued at 1.08, compared to the broader market0.501.001.502.00
AMH: 1.08
VOO: 1.13
The chart of Calmar ratio for AMH, currently valued at 0.38, compared to the broader market0.001.002.003.004.005.00
AMH: 0.38
VOO: 0.58
The chart of Martin ratio for AMH, currently valued at 0.85, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
AMH: 0.85
VOO: 2.42

The current AMH Sharpe Ratio is 0.33, which is lower than the VOO Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of AMH and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.33
0.57
AMH
VOO

Dividends

AMH vs. VOO - Dividend Comparison

AMH's dividend yield for the trailing twelve months is around 2.92%, more than VOO's 1.39% yield.


TTM20242023202220212020201920182017201620152014
AMH
American Homes 4 Rent
2.92%2.78%2.45%2.39%0.92%0.67%0.76%1.01%0.92%0.95%1.20%1.17%
VOO
Vanguard S&P 500 ETF
1.39%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

AMH vs. VOO - Drawdown Comparison

The maximum AMH drawdown since its inception was -38.40%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for AMH and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.73%
-10.56%
AMH
VOO

Volatility

AMH vs. VOO - Volatility Comparison

The current volatility for American Homes 4 Rent (AMH) is 11.62%, while Vanguard S&P 500 ETF (VOO) has a volatility of 13.97%. This indicates that AMH experiences smaller price fluctuations and is considered to be less risky 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%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
11.62%
13.97%
AMH
VOO