AMP vs. OWL

In the year-to-date period, AMP achieves a 42.58% return, which is significantly lower than OWL's 64.48% return.

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This table presents a comparison of risk-adjusted performance metrics for Ameriprise Financial, Inc. (AMP) and Blue Owl Capital Inc. (OWL). 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.

The current AMP Sharpe Ratio is 2.10, which is comparable to the OWL Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of AMP and OWL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

AMP's dividend yield for the trailing twelve months is around 1.08%, less than OWL's 2.88% yield.

The maximum AMP drawdown since its inception was -81.14%, which is greater than OWL's maximum drawdown of -50.53%. Use the drawdown chart below to compare losses from any high point for AMP and OWL. For additional features, visit the drawdowns tool.

The current volatility for Ameriprise Financial, Inc. (AMP) is 4.90%, while Blue Owl Capital Inc. (OWL) has a volatility of 10.33%. This indicates that AMP experiences smaller price fluctuations and is considered to be less risky than OWL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Ameriprise Financial, Inc. and Blue Owl Capital Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.