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AMN vs. VGT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AMN vs. VGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AMN Healthcare Services, Inc. (AMN) and Vanguard Information Technology ETF (VGT). The values are adjusted to include any dividend payments, if applicable.

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AMN vs. VGT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AMN
AMN Healthcare Services, Inc.
15.48%-34.11%-68.06%-27.17%-15.95%79.24%9.53%9.97%15.05%28.09%
VGT
Vanguard Information Technology ETF
-5.36%21.77%29.30%52.66%-29.70%30.45%46.04%48.62%2.46%37.08%

Returns By Period

In the year-to-date period, AMN achieves a 15.48% return, which is significantly higher than VGT's -5.36% return. Over the past 10 years, AMN has underperformed VGT with an annualized return of -6.20%, while VGT has yielded a comparatively higher 21.67% annualized return.


AMN

1D
-1.94%
1M
-13.29%
YTD
15.48%
6M
-6.91%
1Y
-22.06%
3Y*
-39.71%
5Y*
-24.42%
10Y*
-6.20%

VGT

1D
0.85%
1M
-1.42%
YTD
-5.36%
6M
-5.79%
1Y
29.79%
3Y*
23.50%
5Y*
15.02%
10Y*
21.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

AMN vs. VGT — Risk / Return Rank

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

AMN
AMN Risk / Return Rank: 2121
Overall Rank
AMN Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
AMN Sortino Ratio Rank: 2525
Sortino Ratio Rank
AMN Omega Ratio Rank: 2525
Omega Ratio Rank
AMN Calmar Ratio Rank: 1717
Calmar Ratio Rank
AMN Martin Ratio Rank: 1616
Martin Ratio Rank

VGT
VGT Risk / Return Rank: 5858
Overall Rank
VGT Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
VGT Sortino Ratio Rank: 6161
Sortino Ratio Rank
VGT Omega Ratio Rank: 5959
Omega Ratio Rank
VGT Calmar Ratio Rank: 6464
Calmar Ratio Rank
VGT Martin Ratio Rank: 5050
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. VGT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AMN Healthcare Services, Inc. (AMN) and Vanguard Information Technology ETF (VGT). 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.


AMNVGTDifference

Sharpe ratio

Return per unit of total volatility

-0.37

1.10

-1.47

Sortino ratio

Return per unit of downside risk

-0.20

1.67

-1.87

Omega ratio

Gain probability vs. loss probability

0.98

1.23

-0.26

Calmar ratio

Return relative to maximum drawdown

-0.67

1.88

-2.55

Martin ratio

Return relative to average drawdown

-1.22

5.72

-6.94

AMN vs. VGT - Sharpe Ratio Comparison

The current AMN Sharpe Ratio is -0.37, which is lower than the VGT Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of AMN and VGT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AMNVGTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.37

1.10

-1.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.49

0.60

-1.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.14

0.89

-1.02

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.02

0.61

-0.63

Correlation

The correlation between AMN and VGT is 0.38, 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.


Dividends

AMN vs. VGT - Dividend Comparison

AMN has not paid dividends to shareholders, while VGT's dividend yield for the trailing twelve months is around 0.43%.


TTM20252024202320222021202020192018201720162015
AMN
AMN Healthcare Services, 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%
VGT
Vanguard Information Technology ETF
0.43%0.40%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%

Drawdowns

AMN vs. VGT - Drawdown Comparison

The maximum AMN drawdown since its inception was -89.99%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for AMN and VGT.


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Drawdown Indicators


AMNVGTDifference

Max Drawdown

Largest peak-to-trough decline

-89.99%

-54.63%

-35.36%

Max Drawdown (1Y)

Largest decline over 1 year

-34.18%

-16.40%

-17.78%

Max Drawdown (5Y)

Largest decline over 5 years

-88.11%

-35.07%

-53.04%

Max Drawdown (10Y)

Largest decline over 10 years

-88.11%

-35.07%

-53.04%

Current Drawdown

Current decline from peak

-85.67%

-10.90%

-74.77%

Average Drawdown

Average peak-to-trough decline

-45.46%

-8.00%

-37.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.36%

5.39%

+13.97%

Volatility

AMN vs. VGT - Volatility Comparison

AMN Healthcare Services, Inc. (AMN) has a higher volatility of 11.92% compared to Vanguard Information Technology ETF (VGT) at 7.96%. This indicates that AMN's price experiences larger fluctuations and is considered to be riskier than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMNVGTDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.92%

7.96%

+3.96%

Volatility (6M)

Calculated over the trailing 6-month period

46.73%

16.36%

+30.37%

Volatility (1Y)

Calculated over the trailing 1-year period

59.93%

27.27%

+32.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.63%

25.05%

+24.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.43%

24.47%

+20.96%