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 17.97%/yr vs 2.97%/yr for OWL. Their 0.52 correlation means they have sometimes moved together and sometimes differently.
Performance
AMP vs. OWL - Performance Comparison
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Returns By Period
In the year-to-date period, AMP achieves a 14.00% return, which is significantly higher than OWL's -19.16% return.
AMP
- 1D
- 0.27%
- 1M
- 13.52%
- 6M
- 5.46%
- YTD
- 14.00%
- 1Y
- 10.79%
- 3Y*
- 18.67%
- 5Y*
- 17.97%
- 10Y*
- 21.46%
- ALL TIME*
- 16.40%
OWL
- 1D
- 3.67%
- 1M
- 27.99%
- 6M
- -0.27%
- YTD
- -19.16%
- 1Y
- -35.94%
- 3Y*
- 2.97%
- 5Y*
- 2.97%
- 10Y*
- —
- ALL TIME*
- 5.26%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $304.42M | $316.40M | $322.45M | |
| $235.14M | $183.08M | $213.35M |
AMP vs. OWL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
AMP Ameriprise Financial, Inc. | 14.00% | -6.73% | 42.10% | 23.99% | 4.98% | 57.92% | 1.35% |
OWL Blue Owl Capital Inc. | -19.16% | -32.83% | 61.76% | 47.40% | -26.29% | 32.18% | 5.86% |
Correlation
The correlation between AMP and OWL is 0.49, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.49 |
Correlation (3Y) Balances recent behavior with more history. | 0.55 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.57 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2020 | 0.52 |
The correlation between AMP and OWL has been stable across timeframes, ranging from 0.49 to 0.57 - a consistent structural relationship.
Fundamentals
AMP:
$49.77B
OWL:
$18.09B
AMP:
$29.70
OWL:
$0.19
AMP:
18.64
OWL:
60.18
AMP:
2.37
OWL:
0.22
AMP:
3.57
OWL:
2.62
AMP:
8.08
OWL:
3.99
AMP:
$14.81B
OWL:
$2.99B
AMP:
$7.72B
OWL:
$1.83B
AMP:
$4.94B
OWL:
$861.39M
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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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AMP | OWL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.21 | ||
| Sortino ratioReturn per unit of downside risk | +1.78 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 0.88 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 0.52 | -0.63 | +1.15 |
| Martin ratioReturn relative to average drawdown | 0.98 | -0.97 | +1.95 |
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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% | -57.61% | +36.74% |
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 | -1.56% | -52.66% | +51.10% |
Average DrawdownAverage peak-to-trough decline | -15.11% | -25.06% | +9.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.99% | 37.29% | -26.30% |
Volatility
AMP vs. OWL - Volatility Comparison
The current volatility for Ameriprise Financial, Inc. (AMP) is 6.32%, while Blue Owl Capital Inc. (OWL) has a volatility of 12.53%. 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 | 6.32% | 12.53% | -6.21% |
Volatility (6M)Calculated over the trailing 6-month period | 19.76% | 36.61% | -16.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.53% | 45.80% | -20.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.82% | 41.86% | -14.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.79% | 42.86% | -9.07% |
Dividends
AMP vs. OWL - Dividend Comparison
AMP's dividend yield for the trailing twelve months is around 1.19%, less than OWL's 7.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMP Ameriprise Financial, Inc. | 1.19% | 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. | 7.82% | 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 (12.53%) compared to AMP (6.32%). In terms of maximum drawdown, AMP dropped -81.14% vs OWL's -67.10%.
AMP currently has the higher Sharpe Ratio (0.42 vs -0.79), 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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