AMK vs. SPY
Compare and contrast key facts about AssetMark Financial Holdings, Inc. (AMK) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AMK or SPY.
Key characteristics
| AMK | SPY | |
|---|---|---|
| YTD Return | 13.36% | 6.58% |
| 1Y Return | 17.76% | 25.57% |
| 3Y Return (Ann) | 14.73% | 8.08% |
| Sharpe Ratio | 0.65 | 2.13 |
| Daily Std Dev | 25.12% | 11.60% |
| Max Drawdown | -55.61% | -55.19% |
| Current Drawdown | -8.39% | -3.47% |
Correlation
The correlation between AMK and SPY is 0.53, 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
AMK vs. SPY - Performance Comparison
In the year-to-date period, AMK achieves a 13.36% return, which is significantly higher than SPY's 6.58% return. 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
AMK vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AssetMark Financial Holdings, Inc. (AMK) and SPDR S&P 500 ETF (SPY). 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
AMK vs. SPY - Dividend Comparison
AMK has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.33%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMK AssetMark Financial Holdings, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.33% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
AMK vs. SPY - Drawdown Comparison
The maximum AMK drawdown since its inception was -55.61%, roughly equal to the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for AMK and SPY. For additional features, visit the drawdowns tool.
Volatility
AMK vs. SPY - Volatility Comparison
AssetMark Financial Holdings, Inc. (AMK) has a higher volatility of 9.25% compared to SPDR S&P 500 ETF (SPY) at 4.03%. This indicates that AMK's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.