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

Correlation

The correlation between AMH and VWUAX is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

AMH vs. VWUAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Homes 4 Rent (AMH) and Vanguard U.S. Growth Fund Admiral Shares (VWUAX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
0.53%
7.24%
AMH
VWUAX

Key characteristics

Sharpe Ratio

AMH:

0.15

VWUAX:

1.31

Sortino Ratio

AMH:

0.33

VWUAX:

1.72

Omega Ratio

AMH:

1.04

VWUAX:

1.26

Calmar Ratio

AMH:

0.14

VWUAX:

0.88

Martin Ratio

AMH:

0.51

VWUAX:

8.24

Ulcer Index

AMH:

5.01%

VWUAX:

3.27%

Daily Std Dev

AMH:

17.47%

VWUAX:

20.48%

Max Drawdown

AMH:

-38.40%

VWUAX:

-51.75%

Current Drawdown

AMH:

-11.70%

VWUAX:

-8.54%

Returns By Period

In the year-to-date period, AMH achieves a 3.10% return, which is significantly lower than VWUAX's 27.15% return. Both investments have delivered pretty close results over the past 10 years, with AMH having a 9.11% annualized return and VWUAX not far ahead at 9.51%.


AMH

YTD

3.10%

1M

-3.38%

6M

1.42%

1Y

4.11%

5Y*

8.89%

10Y*

9.11%

VWUAX

YTD

27.15%

1M

-2.24%

6M

7.11%

1Y

29.04%

5Y*

11.17%

10Y*

9.51%

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Risk-Adjusted Performance

AMH vs. VWUAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Homes 4 Rent (AMH) and Vanguard U.S. Growth Fund Admiral Shares (VWUAX). 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 ratio
The chart of Sharpe ratio for AMH, currently valued at 0.15, compared to the broader market-4.00-2.000.002.000.151.31
The chart of Sortino ratio for AMH, currently valued at 0.33, compared to the broader market-4.00-2.000.002.004.000.331.72
The chart of Omega ratio for AMH, currently valued at 1.04, compared to the broader market0.501.001.502.001.041.26
The chart of Calmar ratio for AMH, currently valued at 0.14, compared to the broader market0.002.004.006.000.140.88
The chart of Martin ratio for AMH, currently valued at 0.51, compared to the broader market0.0010.0020.000.518.24
AMH
VWUAX

The current AMH Sharpe Ratio is 0.15, which is lower than the VWUAX Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of AMH and VWUAX, 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.15
1.31
AMH
VWUAX

Dividends

AMH vs. VWUAX - Dividend Comparison

AMH's dividend yield for the trailing twelve months is around 2.88%, while VWUAX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
AMH
American Homes 4 Rent
2.88%2.45%2.39%0.92%0.67%0.76%1.01%0.92%0.95%1.20%1.17%0.31%
VWUAX
Vanguard U.S. Growth Fund Admiral Shares
0.00%0.37%0.49%0.08%0.13%0.47%0.53%0.40%0.57%0.65%0.81%0.53%

Drawdowns

AMH vs. VWUAX - Drawdown Comparison

The maximum AMH drawdown since its inception was -38.40%, smaller than the maximum VWUAX drawdown of -51.75%. Use the drawdown chart below to compare losses from any high point for AMH and VWUAX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.70%
-8.54%
AMH
VWUAX

Volatility

AMH vs. VWUAX - Volatility Comparison

The current volatility for American Homes 4 Rent (AMH) is 4.28%, while Vanguard U.S. Growth Fund Admiral Shares (VWUAX) has a volatility of 9.53%. This indicates that AMH experiences smaller price fluctuations and is considered to be less risky than VWUAX 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%JulyAugustSeptemberOctoberNovemberDecember
4.28%
9.53%
AMH
VWUAX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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