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AMK vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AMK and SPY 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.


-0.50.00.51.00.5

Performance

AMK vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AssetMark Financial Holdings, Inc. (AMK) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
1.82%
12.39%
AMK
SPY

Key characteristics

Returns By Period


AMK

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

SPY

YTD

3.73%

1M

1.11%

6M

12.39%

1Y

26.17%

5Y*

14.85%

10Y*

13.60%

*Annualized

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Risk-Adjusted Performance

AMK vs. SPY — Risk-Adjusted Performance Rank

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

AMK
The Risk-Adjusted Performance Rank of AMK is 7373
Overall Rank
The Sharpe Ratio Rank of AMK is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of AMK is 7474
Sortino Ratio Rank
The Omega Ratio Rank of AMK is 7575
Omega Ratio Rank
The Calmar Ratio Rank of AMK is 7171
Calmar Ratio Rank
The Martin Ratio Rank of AMK is 6767
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 8282
Overall Rank
The Sharpe Ratio Rank of SPY is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 8080
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 8282
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 8282
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 8484
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.

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.


Sharpe ratio
The chart of Sharpe ratio for AMK, currently valued at 1.17, compared to the broader market-2.000.002.004.001.172.12
The chart of Sortino ratio for AMK, currently valued at 1.84, compared to the broader market-4.00-2.000.002.004.006.001.842.81
The chart of Omega ratio for AMK, currently valued at 1.37, compared to the broader market0.501.001.502.001.371.39
The chart of Calmar ratio for AMK, currently valued at 1.72, compared to the broader market0.002.004.006.001.723.21
The chart of Martin ratio for AMK, currently valued at 2.78, compared to the broader market0.0010.0020.0030.002.7813.42
AMK
SPY


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00AugustSeptemberOctoberNovemberDecember2025
1.17
2.12
AMK
SPY

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 1.16%.


TTM20242023202220212020201920182017201620152014
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
1.16%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

AMK vs. SPY - Drawdown Comparison


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-4.91%
-0.29%
AMK
SPY

Volatility

AMK vs. SPY - Volatility Comparison

The current volatility for AssetMark Financial Holdings, Inc. (AMK) is 0.00%, while SPDR S&P 500 ETF (SPY) has a volatility of 4.00%. This indicates that AMK experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember20250
4.00%
AMK
SPY
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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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