AMP vs. OWL
AMP (Ameriprise Financial, Inc.) and OWL (Blue Owl Capital Inc.) are both stocks. Both operate in the Asset Management industry within the Financial Services sector. Over the past 5 years, AMP returned 12.34%/yr vs -2.82%/yr for OWL. A 0.52 correlation means they provide meaningful diversification when combined.
Performance
AMP vs. OWL - Performance Comparison
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Returns By Period
In the year-to-date period, AMP achieves a -9.48% return, which is significantly higher than OWL's -32.30% return.
AMP
- 1D
- -1.00%
- 1M
- -5.90%
- YTD
- -9.48%
- 6M
- -5.59%
- 1Y
- -12.94%
- 3Y*
- 13.61%
- 5Y*
- 12.34%
- 10Y*
- 18.31%
OWL
- 1D
- -3.77%
- 1M
- -1.99%
- YTD
- -32.30%
- 6M
- -35.41%
- 1Y
- -44.58%
- 3Y*
- 2.69%
- 5Y*
- -2.82%
- 10Y*
- —
AMP vs. OWL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
AMP Ameriprise Financial, Inc. | -9.48% | -6.73% | 42.10% | 23.99% | 4.98% | 57.92% | 1.75% |
OWL Blue Owl Capital Inc. | -32.30% | -32.83% | 61.76% | 47.40% | -26.29% | 32.18% | 11.57% |
Correlation
The correlation between AMP and OWL is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Dec 15, 2020 | 0.52 |
The correlation between AMP and OWL has been stable across timeframes, ranging from 0.49 to 0.55 - a consistent structural relationship.
Fundamentals
AMP:
$41.67B
OWL:
$6.60B
AMP:
$30.77
OWL:
$0.13
AMP:
14.33
OWL:
74.56
AMP:
1.82
OWL:
0.27
AMP:
2.96
OWL:
2.20
AMP:
6.71
OWL:
3.14
AMP:
$14.42B
OWL:
$2.94B
AMP:
$7.51B
OWL:
$1.99B
AMP:
$5.13B
OWL:
$876.72M
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Return for Risk
AMP vs. OWL — Risk / Return Rank
AMP
OWL
AMP vs. OWL - Risk-Adjusted Trends Comparison
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.
| AMP | OWL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.51 | ||
| Sortino ratioReturn per unit of downside risk | +1.01 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 0.82 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.62 | -0.76 | +0.14 |
| Martin ratioReturn relative to average drawdown | -1.12 | -1.38 | +0.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AMP | OWL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.53 | -1.03 | +0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | -0.07 | +0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.07 | +0.32 |
Drawdowns
AMP vs. OWL - Drawdown Comparison
The maximum AMP drawdown since its inception was -81.14%, which is greater than OWL's maximum drawdown of -67.10%. Use the drawdown chart below to compare losses from any high point for AMP and OWL.
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Drawdown Indicators
| AMP | OWL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.14% | -67.10% | -14.04% |
Max Drawdown (1Y)Largest decline over 1 year | -20.87% | -58.59% | +37.72% |
Max Drawdown (3Y)Largest decline over 3 years | -26.39% | -67.10% | +40.71% |
Max Drawdown (5Y)Largest decline over 5 years | -31.54% | -67.10% | +35.56% |
Max Drawdown (10Y)Largest decline over 10 years | -53.88% | — | — |
Current DrawdownCurrent decline from peak | -21.84% | -60.35% | +38.51% |
Average DrawdownAverage peak-to-trough decline | -15.13% | -23.95% | +8.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.60% | 32.34% | -20.74% |
Volatility
AMP vs. OWL - Volatility Comparison
The current volatility for Ameriprise Financial, Inc. (AMP) is 6.10%, while Blue Owl Capital Inc. (OWL) has a volatility of 13.25%. 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.
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Volatility by Period
| AMP | OWL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.10% | 13.25% | -7.15% |
Volatility (6M)Calculated over the trailing 6-month period | 19.50% | 34.47% | -14.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.72% | 43.25% | -18.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.79% | 43.40% | -15.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.97% | 42.69% | -8.72% |
Dividends
AMP vs. OWL - Dividend Comparison
AMP's dividend yield for the trailing twelve months is around 1.47%, less than OWL's 9.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMP Ameriprise Financial, Inc. | 1.47% | 1.28% | 1.09% | 1.40% | 1.57% | 1.47% | 2.10% | 2.29% | 3.38% | 1.91% | 2.63% | 2.43% |
OWL Blue Owl Capital Inc. | 9.34% | 5.72% | 2.92% | 3.69% | 4.06% | 0.87% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
AMP vs. OWL - Financials Comparison
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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
AMP and OWL have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OWL has higher volatility (13.25%) compared to AMP (6.10%). In terms of maximum drawdown, AMP dropped -81.14% vs OWL's -67.10%.
AMP currently has the higher Sharpe Ratio (-0.53 vs -1.03), 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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