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AMP vs. IVZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AMP vs. IVZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ameriprise Financial, Inc. (AMP) and Invesco Ltd. (IVZ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AMP achieves a -7.75% return, which is significantly lower than IVZ's 6.54% return. Over the past 10 years, AMP has outperformed IVZ with an annualized return of 18.65%, while IVZ has yielded a comparatively lower 4.48% annualized return.


AMP

1D
-1.16%
1M
-3.48%
YTD
-7.75%
6M
-5.11%
1Y
-12.20%
3Y*
14.20%
5Y*
13.17%
10Y*
18.65%

IVZ

1D
0.73%
1M
0.64%
YTD
6.54%
6M
8.44%
1Y
98.16%
3Y*
25.82%
5Y*
3.83%
10Y*
4.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMP vs. IVZ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AMP
Ameriprise Financial, Inc.
-7.75%-6.73%42.10%23.99%4.98%57.92%19.82%63.96%-36.83%56.40%
IVZ
Invesco Ltd.
6.54%56.94%3.02%6.05%-18.71%35.56%3.06%14.91%-52.05%24.67%

Correlation

The correlation between AMP and IVZ is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.60

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

0.64

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

0.70

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

0.71

Correlation (All Time)
Calculated using the full available price history since Oct 4, 2005

0.70

The correlation between AMP and IVZ shifts across timeframes, from 0.60 (1 year) to 0.71 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

AMP:

$30.77

IVZ:

-$0.62

PS Ratio

AMP:

3.02

IVZ:

1.96

Total Revenue (TTM)

AMP:

$14.42B

IVZ:

$6.38B

Gross Profit (TTM)

AMP:

$7.51B

IVZ:

$2.75B

EBITDA (TTM)

AMP:

$5.13B

IVZ:

$1.38B

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Return for Risk

AMP vs. IVZ — Risk / Return Rank

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

AMP
AMP Risk / Return Rank: 2121
Overall Rank
AMP Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
AMP Sortino Ratio Rank: 2020
Sortino Ratio Rank
AMP Omega Ratio Rank: 2020
Omega Ratio Rank
AMP Calmar Ratio Rank: 2121
Calmar Ratio Rank
AMP Martin Ratio Rank: 2121
Martin Ratio Rank

IVZ
IVZ Risk / Return Rank: 9292
Overall Rank
IVZ Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
IVZ Sortino Ratio Rank: 9393
Sortino Ratio Rank
IVZ Omega Ratio Rank: 9292
Omega Ratio Rank
IVZ Calmar Ratio Rank: 9090
Calmar Ratio Rank
IVZ Martin Ratio Rank: 9191
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.

AMP vs. IVZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ameriprise Financial, Inc. (AMP) and Invesco Ltd. (IVZ). 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.


AMPIVZDifference
Sharpe ratioReturn per unit of total volatility

-3.31

Sortino ratioReturn per unit of downside risk

-4.01

Omega ratioGain probability vs. loss probability

0.93

1.46

-0.53

Calmar ratioReturn relative to maximum drawdown

-0.59

4.48

-5.07

Martin ratioReturn relative to average drawdown

-1.04

12.09

-13.13

AMP vs. IVZ - Sharpe Ratio Comparison

The current AMP Sharpe Ratio is -0.49, which is lower than the IVZ Sharpe Ratio of 2.82. The chart below compares the historical Sharpe Ratios of AMP and IVZ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


AMPIVZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.49

2.82

-3.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.11

+0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.11

+0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.18

+0.21

Drawdowns

AMP vs. IVZ - Drawdown Comparison

The maximum AMP drawdown since its inception was -81.14%, roughly equal to the maximum IVZ drawdown of -83.91%. Use the drawdown chart below to compare losses from any high point for AMP and IVZ.


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Drawdown Indicators


AMPIVZDifference

Max Drawdown

Largest peak-to-trough decline

-81.14%

-83.91%

+2.77%

Max Drawdown (1Y)

Largest decline over 1 year

-20.87%

-22.03%

+1.16%

Max Drawdown (3Y)

Largest decline over 3 years

-26.39%

-36.52%

+10.13%

Max Drawdown (5Y)

Largest decline over 5 years

-31.54%

-53.40%

+21.86%

Max Drawdown (10Y)

Largest decline over 10 years

-53.88%

-79.72%

+25.84%

Current Drawdown

Current decline from peak

-20.34%

-4.93%

-15.41%

Average Drawdown

Average peak-to-trough decline

-15.13%

-36.00%

+20.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.74%

8.15%

+3.59%

Volatility

AMP vs. IVZ - Volatility Comparison

The current volatility for Ameriprise Financial, Inc. (AMP) is 6.00%, while Invesco Ltd. (IVZ) has a volatility of 9.52%. This indicates that AMP experiences smaller price fluctuations and is considered to be less risky than IVZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMPIVZDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.00%

9.52%

-3.52%

Volatility (6M)

Calculated over the trailing 6-month period

19.55%

25.49%

-5.94%

Volatility (1Y)

Calculated over the trailing 1-year period

24.89%

35.09%

-10.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.83%

36.58%

-8.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.98%

39.41%

-5.43%

Dividends

AMP vs. IVZ - Dividend Comparison

AMP's dividend yield for the trailing twelve months is around 1.45%, less than IVZ's 3.07% yield.


PositionTTM20252024202320222021202020192018201720162015
AMP
Ameriprise Financial, Inc.
1.45%1.28%1.09%1.40%1.57%1.47%2.10%2.29%3.38%1.91%2.63%2.43%
IVZ
Invesco Ltd.
3.07%3.18%4.66%6.15%4.07%2.89%4.45%6.84%7.11%3.15%3.66%3.17%

Financials

AMP vs. IVZ - Financials Comparison

This section allows you to compare key financial metrics between Ameriprise Financial, Inc. and Invesco Ltd.. 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


0.001.00B2.00B3.00B4.00B5.00B202220232024202520260
1.69B
(AMP) Total Revenue
(IVZ) Total Revenue
Values in USD except per share items

Frequently Asked Questions


AMP and IVZ have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IVZ has higher volatility (9.52%) compared to AMP (6.00%). In terms of maximum drawdown, AMP dropped -81.14% vs IVZ's -83.91%.

IVZ currently has the higher Sharpe Ratio (2.82 vs -0.49), 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

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