AMP vs. SCHG
Compare and contrast key facts about Ameriprise Financial, Inc. (AMP) and Schwab U.S. Large-Cap Growth ETF (SCHG).
SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Total Return Index. It was launched on Dec 11, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AMP or SCHG.
Key characteristics
| AMP | SCHG | |
|---|---|---|
| YTD Return | 10.03% | 8.47% |
| 1Y Return | 46.55% | 38.81% |
| 3Y Return (Ann) | 19.26% | 9.54% |
| 5Y Return (Ann) | 25.37% | 17.39% |
| 10Y Return (Ann) | 16.63% | 15.57% |
| Sharpe Ratio | 2.42 | 2.41 |
| Daily Std Dev | 19.20% | 15.82% |
| Max Drawdown | -81.14% | -34.59% |
| Current Drawdown | -5.01% | -3.68% |
Correlation
The correlation between AMP and SCHG is 0.66, 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.
Performance
AMP vs. SCHG - Performance Comparison
In the year-to-date period, AMP achieves a 10.03% return, which is significantly higher than SCHG's 8.47% return. Over the past 10 years, AMP has outperformed SCHG with an annualized return of 16.63%, while SCHG has yielded a comparatively lower 15.57% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
AMP vs. SCHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Ameriprise Financial, Inc. (AMP) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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.
Dividends
AMP vs. SCHG - Dividend Comparison
AMP's dividend yield for the trailing twelve months is around 1.65%, more than SCHG's 0.44% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMP Ameriprise Financial, Inc. | 1.65% | 1.40% | 1.57% | 1.47% | 2.10% | 2.29% | 3.38% | 1.91% | 2.63% | 2.43% | 1.71% | 1.75% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.44% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 0.82% | 1.22% | 1.09% | 1.07% |
Drawdowns
AMP vs. SCHG - Drawdown Comparison
The maximum AMP drawdown since its inception was -81.14%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for AMP and SCHG. For additional features, visit the drawdowns tool.
Volatility
AMP vs. SCHG - Volatility Comparison
Ameriprise Financial, Inc. (AMP) and Schwab U.S. Large-Cap Growth ETF (SCHG) have volatilities of 5.52% and 5.60%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.