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AMP vs. OWL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AMP and OWL is 0.51, 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.


-0.50.00.51.00.5

Performance

AMP vs. OWL - Performance Comparison

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

100.00%150.00%200.00%OctoberNovemberDecember2025FebruaryMarch
168.86%
108.35%
AMP
OWL

Key characteristics

Sharpe Ratio

AMP:

1.01

OWL:

0.31

Sortino Ratio

AMP:

1.52

OWL:

0.64

Omega Ratio

AMP:

1.20

OWL:

1.08

Calmar Ratio

AMP:

1.79

OWL:

0.40

Martin Ratio

AMP:

5.34

OWL:

1.28

Ulcer Index

AMP:

4.41%

OWL:

8.42%

Daily Std Dev

AMP:

23.37%

OWL:

34.99%

Max Drawdown

AMP:

-81.14%

OWL:

-50.53%

Current Drawdown

AMP:

-12.31%

OWL:

-26.89%

Fundamentals

Market Cap

AMP:

$50.44B

OWL:

$29.77B

EPS

AMP:

$33.04

OWL:

$0.20

PE Ratio

AMP:

15.22

OWL:

96.80

Total Revenue (TTM)

AMP:

$17.26B

OWL:

$2.30B

Gross Profit (TTM)

AMP:

$17.26B

OWL:

$1.28B

EBITDA (TTM)

AMP:

$4.11B

OWL:

$866.04M

Returns By Period

In the year-to-date period, AMP achieves a -5.28% return, which is significantly higher than OWL's -16.14% return.


AMP

YTD

-5.28%

1M

-5.80%

6M

15.07%

1Y

22.63%

5Y*

34.23%

10Y*

16.70%

OWL

YTD

-16.14%

1M

-20.84%

6M

19.16%

1Y

12.60%

5Y*

N/A

10Y*

N/A

*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

AMP vs. OWL — Risk-Adjusted Performance Rank

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

AMP
The Risk-Adjusted Performance Rank of AMP is 8181
Overall Rank
The Sharpe Ratio Rank of AMP is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of AMP is 7474
Sortino Ratio Rank
The Omega Ratio Rank of AMP is 7474
Omega Ratio Rank
The Calmar Ratio Rank of AMP is 9191
Calmar Ratio Rank
The Martin Ratio Rank of AMP is 8484
Martin Ratio Rank

OWL
The Risk-Adjusted Performance Rank of OWL is 6060
Overall Rank
The Sharpe Ratio Rank of OWL is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of OWL is 5353
Sortino Ratio Rank
The Omega Ratio Rank of OWL is 5353
Omega Ratio Rank
The Calmar Ratio Rank of OWL is 6767
Calmar Ratio Rank
The Martin Ratio Rank of OWL is 6464
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.

AMP vs. OWL - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for AMP, currently valued at 0.72, compared to the broader market-3.00-2.00-1.000.001.002.003.000.720.23
The chart of Sortino ratio for AMP, currently valued at 1.15, compared to the broader market-4.00-2.000.002.004.001.150.54
The chart of Omega ratio for AMP, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.07
The chart of Calmar ratio for AMP, currently valued at 1.05, compared to the broader market0.001.002.003.004.005.001.050.27
The chart of Martin ratio for AMP, currently valued at 3.73, compared to the broader market0.005.0010.0015.0020.003.730.90
AMP
OWL

The current AMP Sharpe Ratio is 1.01, which is higher than the OWL Sharpe Ratio of 0.31. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00OctoberNovemberDecember2025FebruaryMarch
0.72
0.23
AMP
OWL

Dividends

AMP vs. OWL - Dividend Comparison

AMP's dividend yield for the trailing twelve months is around 1.18%, less than OWL's 3.72% yield.


TTM20242023202220212020201920182017201620152014
AMP
Ameriprise Financial, Inc.
1.23%1.09%1.40%1.57%1.47%2.10%2.29%3.38%1.91%2.63%2.43%1.71%
OWL
Blue Owl Capital Inc.
3.88%2.92%3.69%4.06%0.87%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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 -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.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-16.25%
-29.91%
AMP
OWL

Volatility

AMP vs. OWL - Volatility Comparison

The current volatility for Ameriprise Financial, Inc. (AMP) is 9.35%, while Blue Owl Capital Inc. (OWL) has a volatility of 12.22%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%OctoberNovemberDecember2025FebruaryMarch
9.35%
12.22%
AMP
OWL

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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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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