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AMP vs. IYW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

AMP vs. IYW

Last updated Jun 5, 2026

AMP (Ameriprise Financial, Inc.) is a stock, while IYW (iShares U.S. Technology ETF) is Technology Equities fund tracking the Russell 1000 Technology RIC 22.5/45 Capped Index. Over the past 10 years, AMP returned 18.50%/yr vs 26.00%/yr for IYW. A 0.58 correlation means they provide meaningful diversification when combined.

Performance

AMP vs. IYW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ameriprise Financial, Inc. (AMP) and iShares U.S. Technology ETF (IYW). 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 -6.57% return, which is significantly lower than IYW's 28.46% return. Over the past 10 years, AMP has underperformed IYW with an annualized return of 18.50%, while IYW has yielded a comparatively higher 26.00% annualized return.

AMP

1D
3.21%
1M
-4.12%
YTD
-6.57%
6M
-3.38%
1Y
-9.13%
3Y*
15.00%
5Y*
13.05%
10Y*
18.50%

IYW

1D
-0.44%
1M
13.87%
YTD
28.46%
6M
27.22%
1Y
58.25%
3Y*
35.17%
5Y*
22.76%
10Y*
26.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMP vs. IYW - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
AMP
Ameriprise Financial, Inc.		-6.57%-6.73%42.10%23.99%4.98%57.92%19.82%63.96%-36.83%56.40%
IYW
iShares U.S. Technology ETF		28.46%25.38%30.25%65.44%-34.83%35.44%47.45%46.64%-0.93%36.60%

Correlation

The correlation between AMP and IYW is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.32

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

0.41

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

0.52

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

0.50

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

0.58

Over the past year, the correlation between AMP and IYW has dropped to 0.32 - well below their long-term average of 0.58, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

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Ameriprise Financial, Inc.

iShares U.S. Technology ETF

Often compared with AMP:
AMP vs. SPYAMP vs. VOOAMP vs. OWLAMP vs. NTRSAMP vs. AONAMP vs. KMIAMP vs. SCHG
Often compared with IYW:
IYW vs. VGTIYW vs. QQQIYW vs. XLKIYW vs. IGMIYW vs. SMHIYW vs. IWFIYW vs. SOXX

Return for Risk

AMP vs. IYW — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
AMP
AMP Risk / Return Rank: 2525
Overall Rank
AMP Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
AMP Sortino Ratio Rank: 2323
Sortino Ratio Rank
AMP Omega Ratio Rank: 2323
Omega Ratio Rank
AMP Calmar Ratio Rank: 2727
Calmar Ratio Rank
AMP Martin Ratio Rank: 2727
Martin Ratio Rank
IYW
IYW Risk / Return Rank: 7676
Overall Rank
IYW Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
IYW Sortino Ratio Rank: 8282
Sortino Ratio Rank
IYW Omega Ratio Rank: 8080
Omega Ratio Rank
IYW Calmar Ratio Rank: 6767
Calmar Ratio Rank
IYW Martin Ratio Rank: 6161
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. IYW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ameriprise Financial, Inc. (AMP) and iShares U.S. Technology ETF (IYW). 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.

AMPIYWDifference
Sharpe ratioReturn per unit of total volatility
-0.37
2.92

-3.28

Sortino ratioReturn per unit of downside risk
-0.34
3.63

-3.97

Omega ratioGain probability vs. loss probability

0.96

1.47

-0.52

Calmar ratioReturn relative to maximum drawdown

-0.44

3.29

-3.73

Martin ratioReturn relative to average drawdown

-0.79

10.76

-11.55

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AMP vs. IYW - Sharpe Ratio Comparison

The current AMP Sharpe Ratio is -0.37, which is lower than the IYW Sharpe Ratio of 2.92. The chart below compares the historical Sharpe Ratios of AMP and IYW, 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

AMPIYWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.37

2.92

-3.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.88

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

1.04

-0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.35

+0.04

Drawdowns

AMP vs. IYW - Drawdown Comparison

The maximum AMP drawdown since its inception was -81.14%, roughly equal to the maximum IYW drawdown of -81.90%. Use the drawdown chart below to compare losses from any high point for AMP and IYW.

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Drawdown Indicators

AMPIYWDifference

Max Drawdown

Largest peak-to-trough decline

-81.14%

-81.90%

+0.76%

Max Drawdown (1Y)

Largest decline over 1 year

-20.87%

-17.81%

-3.06%

Max Drawdown (3Y)

Largest decline over 3 years

-26.39%

-26.47%

+0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-31.54%

-39.44%

+7.90%

Max Drawdown (10Y)

Largest decline over 10 years

-53.88%

-39.44%

-14.44%

Current Drawdown

Current decline from peak

-19.33%

-1.35%

-17.98%

Average Drawdown

Average peak-to-trough decline

-15.13%

-34.65%

+19.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.65%

5.43%

+6.22%

Volatility

AMP vs. IYW - Volatility Comparison

Ameriprise Financial, Inc. (AMP) has a higher volatility of 6.85% compared to iShares U.S. Technology ETF (IYW) at 6.28%. This indicates that AMP's price experiences larger fluctuations and is considered to be riskier than IYW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

AMPIYWDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.85%

6.28%

+0.57%

Volatility (6M)

Calculated over the trailing 6-month period

19.75%

15.84%

+3.91%

Volatility (1Y)

Calculated over the trailing 1-year period

24.93%

20.07%

+4.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.83%

25.86%

+1.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.97%

25.09%

+8.88%

Dividends

AMP vs. IYW - Dividend Comparison

AMP's dividend yield for the trailing twelve months is around 1.43%, more than IYW's 0.11% yield.

PositionTTM20252024202320222021202020192018201720162015
AMP
Ameriprise Financial, Inc.		1.43%1.28%1.09%1.40%1.57%1.47%2.10%2.29%3.38%1.91%2.63%2.43%
IYW
iShares U.S. Technology ETF		0.11%0.14%0.21%0.34%0.50%0.31%0.56%0.72%0.92%0.82%1.14%1.12%

Frequently Asked Questions

AMP and IYW have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AMP has higher volatility (6.85%) compared to IYW (6.28%). In terms of maximum drawdown, AMP dropped -81.14% vs IYW's -81.90%.

IYW currently has the higher Sharpe Ratio (2.92 vs -0.37), 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.

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