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

Correlation

The correlation between AMN and VOO is 0.41, 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.


-0.50.00.51.00.4

Performance

AMN vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AMN Healthcare Services, Inc. (AMN) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-60.00%-40.00%-20.00%0.00%20.00%SeptemberOctoberNovemberDecember2025February
-56.54%
15.26%
AMN
VOO

Key characteristics

Sharpe Ratio

AMN:

-1.07

VOO:

1.99

Sortino Ratio

AMN:

-1.65

VOO:

2.67

Omega Ratio

AMN:

0.76

VOO:

1.36

Calmar Ratio

AMN:

-0.78

VOO:

3.02

Martin Ratio

AMN:

-1.47

VOO:

12.64

Ulcer Index

AMN:

43.36%

VOO:

2.02%

Daily Std Dev

AMN:

59.78%

VOO:

12.75%

Max Drawdown

AMN:

-89.99%

VOO:

-33.99%

Current Drawdown

AMN:

-78.91%

VOO:

-1.96%

Returns By Period

In the year-to-date period, AMN achieves a 12.00% return, which is significantly higher than VOO's 2.02% return. Over the past 10 years, AMN has underperformed VOO with an annualized return of 2.97%, while VOO has yielded a comparatively higher 13.34% annualized return.


AMN

YTD

12.00%

1M

5.22%

6M

-56.25%

1Y

-65.02%

5Y*

-17.56%

10Y*

2.97%

VOO

YTD

2.02%

1M

0.97%

6M

16.41%

1Y

22.60%

5Y*

14.26%

10Y*

13.34%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

AMN vs. VOO — Risk-Adjusted Performance Rank

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

AMN
The Risk-Adjusted Performance Rank of AMN is 44
Overall Rank
The Sharpe Ratio Rank of AMN is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of AMN is 44
Sortino Ratio Rank
The Omega Ratio Rank of AMN is 33
Omega Ratio Rank
The Calmar Ratio Rank of AMN is 55
Calmar Ratio Rank
The Martin Ratio Rank of AMN is 66
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8181
Overall Rank
The Sharpe Ratio Rank of VOO is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7979
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8181
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8181
Calmar Ratio Rank
The Martin Ratio Rank of VOO 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.

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.


Sharpe ratio
The chart of Sharpe ratio for AMN, currently valued at -1.07, compared to the broader market-2.000.002.00-1.071.99
The chart of Sortino ratio for AMN, currently valued at -1.65, compared to the broader market-4.00-2.000.002.004.00-1.652.67
The chart of Omega ratio for AMN, currently valued at 0.76, compared to the broader market0.501.001.502.000.761.36
The chart of Calmar ratio for AMN, currently valued at -0.78, compared to the broader market0.002.004.006.00-0.783.02
The chart of Martin ratio for AMN, currently valued at -1.47, compared to the broader market-10.000.0010.0020.00-1.4712.64
AMN
VOO

The current AMN Sharpe Ratio is -1.07, which is lower than the VOO Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of AMN and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
-1.07
1.99
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 1.22%.


TTM20242023202220212020201920182017201620152014
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
1.22%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

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.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-78.91%
-1.96%
AMN
VOO

Volatility

AMN vs. VOO - Volatility Comparison

AMN Healthcare Services, Inc. (AMN) has a higher volatility of 11.91% compared to Vanguard S&P 500 ETF (VOO) at 3.99%. 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.


0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
11.91%
3.99%
AMN
VOO
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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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