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AMN vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


AMNVOO
YTD Return-29.85%15.51%
1Y Return-51.41%25.99%
3Y Return (Ann)-17.63%11.27%
5Y Return (Ann)-0.29%15.24%
10Y Return (Ann)16.32%12.88%
Sharpe Ratio-1.142.26
Daily Std Dev44.98%11.31%
Max Drawdown-89.99%-33.99%
Current Drawdown-58.65%0.00%

Correlation

-0.50.00.51.00.4

The correlation between AMN and VOO is 0.43, 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

AMN vs. VOO - Performance Comparison

In the year-to-date period, AMN achieves a -29.85% return, which is significantly lower than VOO's 15.51% return. Over the past 10 years, AMN has outperformed VOO with an annualized return of 16.32%, while VOO has yielded a comparatively lower 12.88% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-30.00%-20.00%-10.00%0.00%10.00%20.00%2024FebruaryMarchAprilMayJune
-26.28%
15.62%
AMN
VOO

Compare stocks, funds, or ETFs

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


AMN Healthcare Services, Inc.

Vanguard S&P 500 ETF

Risk-Adjusted Performance

AMN vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AMN Healthcare Services, Inc. (AMN) and Vanguard S&P 500 ETF (VOO). 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.


AMN
Sharpe ratio
The chart of Sharpe ratio for AMN, currently valued at -1.14, compared to the broader market-2.00-1.000.001.002.003.00-1.14
Sortino ratio
The chart of Sortino ratio for AMN, currently valued at -1.66, compared to the broader market-4.00-2.000.002.004.006.00-1.66
Omega ratio
The chart of Omega ratio for AMN, currently valued at 0.77, compared to the broader market0.501.001.502.000.77
Calmar ratio
The chart of Calmar ratio for AMN, currently valued at -0.88, compared to the broader market0.002.004.006.00-0.88
Martin ratio
The chart of Martin ratio for AMN, currently valued at -1.41, compared to the broader market0.0010.0020.00-1.41
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.30, compared to the broader market-2.00-1.000.001.002.003.002.30
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 3.25, compared to the broader market-4.00-2.000.002.004.006.003.25
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.40, compared to the broader market0.501.001.502.001.40
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 2.24, compared to the broader market0.002.004.006.002.24
Martin ratio
The chart of Martin ratio for VOO, currently valued at 8.97, compared to the broader market0.0010.0020.008.97

AMN vs. VOO - Sharpe Ratio Comparison

The current AMN Sharpe Ratio is -1.14, which is lower than the VOO Sharpe Ratio of 2.26. The chart below compares the 12-month rolling Sharpe Ratio of AMN and VOO.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.002024FebruaryMarchAprilMayJune
-1.14
2.30
AMN
VOO

Dividends

AMN vs. VOO - Dividend Comparison

AMN has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.28%.


TTM20232022202120202019201820172016201520142013
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%
VOO
Vanguard S&P 500 ETF
1.28%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

AMN vs. VOO - Drawdown Comparison

The maximum AMN drawdown since its inception was -89.99%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for AMN and VOO. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%2024FebruaryMarchAprilMayJune
-58.65%
0
AMN
VOO

Volatility

AMN vs. VOO - Volatility Comparison

AMN Healthcare Services, Inc. (AMN) has a higher volatility of 10.49% compared to Vanguard S&P 500 ETF (VOO) at 2.37%. This indicates that AMN's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%2024FebruaryMarchAprilMayJune
10.49%
2.37%
AMN
VOO