PortfoliosLab logoPortfoliosLab logo
AMN vs. CPRI
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AMN vs. CPRI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AMN Healthcare Services, Inc. (AMN) and Capri Holdings Limited (CPRI). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, AMN achieves a 98.22% return, which is significantly higher than CPRI's -21.52% return. Over the past 10 years, AMN has outperformed CPRI with an annualized return of -2.20%, while CPRI has yielded a comparatively lower -8.70% annualized return.


AMN

1D
2.97%
1M
12.94%
YTD
98.22%
6M
95.37%
1Y
47.50%
3Y*
-33.01%
5Y*
-19.54%
10Y*
-2.20%

CPRI

1D
-1.59%
1M
3.63%
YTD
-21.52%
6M
-23.09%
1Y
14.12%
3Y*
-18.83%
5Y*
-19.18%
10Y*
-8.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMN vs. CPRI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AMN
AMN Healthcare Services, Inc.
98.22%-34.11%-68.06%-27.17%-15.95%79.24%9.53%9.97%15.05%28.09%
CPRI
Capri Holdings Limited
-21.52%15.86%-58.08%-12.35%-11.69%54.55%10.09%0.61%-39.76%46.46%

Correlation

The correlation between AMN and CPRI is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.12

Correlation (3Y)
Calculated over the trailing 3-year period

0.17

Correlation (5Y)
Calculated over the trailing 5-year period

0.23

Correlation (10Y)
Calculated over the trailing 10-year period

0.25

Correlation (All Time)
Calculated using the full available price history since Dec 15, 2011

0.23

The correlation between AMN and CPRI shifts across timeframes, from 0.12 (1 year) to 0.25 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

AMN:

$1.22B

CPRI:

$2.27B

EPS

AMN:

-$0.84

CPRI:

$1.19

PS Ratio

AMN:

0.35

CPRI:

0.66

PB Ratio

AMN:

1.71

CPRI:

28.44

Total Revenue (TTM)

AMN:

$3.42B

CPRI:

$3.47B

Gross Profit (TTM)

AMN:

$872.54M

CPRI:

$2.16B

EBITDA (TTM)

AMN:

$165.94M

CPRI:

$137.00M

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

AMN vs. CPRI — Risk / Return Rank

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

AMN
AMN Risk / Return Rank: 6868
Overall Rank
AMN Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
AMN Sortino Ratio Rank: 7070
Sortino Ratio Rank
AMN Omega Ratio Rank: 6666
Omega Ratio Rank
AMN Calmar Ratio Rank: 7070
Calmar Ratio Rank
AMN Martin Ratio Rank: 6868
Martin Ratio Rank

CPRI
CPRI Risk / Return Rank: 5151
Overall Rank
CPRI Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
CPRI Sortino Ratio Rank: 5050
Sortino Ratio Rank
CPRI Omega Ratio Rank: 4949
Omega Ratio Rank
CPRI Calmar Ratio Rank: 5252
Calmar Ratio Rank
CPRI Martin Ratio Rank: 5151
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AMN vs. CPRI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AMN Healthcare Services, Inc. (AMN) and Capri Holdings Limited (CPRI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AMNCPRIDifference
Sharpe ratioReturn per unit of total volatility

+0.43

Sortino ratioReturn per unit of downside risk

+0.85

Omega ratioGain probability vs. loss probability

1.19

1.09

+0.09

Calmar ratioReturn relative to maximum drawdown

1.51

0.36

+1.15

Martin ratioReturn relative to average drawdown

3.03

0.72

+2.32

AMN vs. CPRI - Sharpe Ratio Comparison

The current AMN Sharpe Ratio is 0.72, which is higher than the CPRI Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of AMN and CPRI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

AMN vs. CPRI - Drawdown Comparison

The maximum AMN drawdown since its inception was -89.99%, roughly equal to the maximum CPRI drawdown of -92.47%. Use the drawdown chart below to compare losses from any high point for AMN and CPRI.


Loading charts...

Drawdown Indicators


AMNCPRIDifference

Max Drawdown

Largest peak-to-trough decline

-89.99%

-92.47%

+2.48%

Max Drawdown (1Y)

Largest decline over 1 year

-31.67%

-39.30%

+7.63%

Max Drawdown (3Y)

Largest decline over 3 years

-86.48%

-76.85%

-9.63%

Max Drawdown (5Y)

Largest decline over 5 years

-88.11%

-82.36%

-5.75%

Max Drawdown (10Y)

Largest decline over 10 years

-88.11%

-90.03%

+1.92%

Current Drawdown

Current decline from peak

-75.41%

-80.82%

+5.41%

Average Drawdown

Average peak-to-trough decline

-45.76%

-47.60%

+1.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.70%

19.78%

-4.08%

Volatility

AMN vs. CPRI - Volatility Comparison

The current volatility for AMN Healthcare Services, Inc. (AMN) is 13.45%, while Capri Holdings Limited (CPRI) has a volatility of 15.84%. This indicates that AMN experiences smaller price fluctuations and is considered to be less risky than CPRI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


AMNCPRIDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.45%

15.84%

-2.39%

Volatility (6M)

Calculated over the trailing 6-month period

52.53%

33.16%

+19.37%

Volatility (1Y)

Calculated over the trailing 1-year period

66.16%

49.15%

+17.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.08%

59.56%

-7.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.65%

58.58%

-11.93%

Dividends

AMN vs. CPRI - Dividend Comparison

Neither AMN nor CPRI has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

AMN vs. CPRI - Financials Comparison

This section allows you to compare key financial metrics between AMN Healthcare Services, Inc. and Capri Holdings Limited. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


600.00M800.00M1.00B1.20B1.40B1.60B20222023202420252026
1.38B
796.00M
(AMN) Total Revenue
(CPRI) Total Revenue
Values in USD except per share items

AMN vs. CPRI - Profitability Comparison

The chart below illustrates the profitability comparison between AMN Healthcare Services, Inc. and Capri Holdings Limited over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%30.0%40.0%50.0%60.0%70.0%20222023202420252026
26.8%
64.8%
Portfolio components
AMN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, AMN Healthcare Services, Inc. reported a gross profit of 368.84M and revenue of 1.38B. Therefore, the gross margin over that period was 26.8%.

CPRI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Capri Holdings Limited reported a gross profit of 516.00M and revenue of 796.00M. Therefore, the gross margin over that period was 64.8%.

AMN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, AMN Healthcare Services, Inc. reported an operating income of 117.17M and revenue of 1.38B, resulting in an operating margin of 8.5%.

CPRI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Capri Holdings Limited reported an operating income of -27.00M and revenue of 796.00M, resulting in an operating margin of -3.4%.

AMN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, AMN Healthcare Services, Inc. reported a net income of 62.17M and revenue of 1.38B, resulting in a net margin of 4.5%.

CPRI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Capri Holdings Limited reported a net income of 1.00M and revenue of 796.00M, resulting in a net margin of 0.1%.


Frequently Asked Questions


AMN and CPRI have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CPRI has higher volatility (15.84%) compared to AMN (13.45%). In terms of maximum drawdown, AMN dropped -89.99% vs CPRI's -92.47%.

AMN currently has the higher Sharpe Ratio (0.72 vs 0.29), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for AMN and CPRI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer