AMP vs. SCHW
AMP (Ameriprise Financial, Inc.) and SCHW (The Charles Schwab Corporation) are both stocks. Both are in the Financial Services sector — AMP in Asset Management, SCHW in Capital Markets. Over the past 10 years, AMP returned 18.65%/yr vs 13.40%/yr for SCHW. A 0.67 correlation means they provide meaningful diversification when combined.
Performance
AMP vs. SCHW - Performance Comparison
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Returns By Period
In the year-to-date period, AMP achieves a -7.75% return, which is significantly higher than SCHW's -11.23% return. Over the past 10 years, AMP has outperformed SCHW with an annualized return of 18.65%, while SCHW has yielded a comparatively lower 13.40% annualized return.
AMP
- 1D
- -1.16%
- 1M
- -3.48%
- YTD
- -7.75%
- 6M
- -5.11%
- 1Y
- -12.20%
- 3Y*
- 14.20%
- 5Y*
- 13.17%
- 10Y*
- 18.65%
SCHW
- 1D
- -0.86%
- 1M
- -0.60%
- YTD
- -11.23%
- 6M
- -5.92%
- 1Y
- 1.07%
- 3Y*
- 18.65%
- 5Y*
- 5.26%
- 10Y*
- 13.40%
AMP vs. SCHW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AMP Ameriprise Financial, Inc. | -7.75% | -6.73% | 42.10% | 23.99% | 4.98% | 57.92% | 19.82% | 63.96% | -36.83% | 56.40% |
SCHW The Charles Schwab Corporation | -11.23% | 36.65% | 9.17% | -15.97% | 0.11% | 60.23% | 13.57% | 16.38% | -18.43% | 31.15% |
Correlation
The correlation between AMP and SCHW is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Oct 4, 2005 | 0.67 |
The correlation between AMP and SCHW has been stable across timeframes, ranging from 0.60 to 0.68 - a consistent structural relationship.
Fundamentals
AMP:
$42.47B
SCHW:
$154.32B
AMP:
$30.77
SCHW:
$5.26
AMP:
14.60
SCHW:
16.74
AMP:
1.86
SCHW:
0.96
AMP:
3.02
SCHW:
6.53
AMP:
6.84
SCHW:
57.15K
AMP:
$14.42B
SCHW:
$24.17B
AMP:
$7.51B
SCHW:
$18.86B
AMP:
$5.13B
SCHW:
$13.11B
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Return for Risk
AMP vs. SCHW — Risk / Return Rank
AMP
SCHW
AMP vs. SCHW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ameriprise Financial, Inc. (AMP) and The Charles Schwab Corporation (SCHW). 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 | SCHW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.54 | ||
| Sortino ratioReturn per unit of downside risk | -0.73 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.03 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.59 | 0.05 | -0.64 |
| Martin ratioReturn relative to average drawdown | -1.04 | 0.13 | -1.17 |
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 | SCHW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.49 | 0.04 | -0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.16 | +0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.40 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.42 | -0.03 |
Drawdowns
AMP vs. SCHW - Drawdown Comparison
The maximum AMP drawdown since its inception was -81.14%, smaller than the maximum SCHW drawdown of -86.79%. Use the drawdown chart below to compare losses from any high point for AMP and SCHW.
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Drawdown Indicators
| AMP | SCHW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.14% | -86.79% | +5.65% |
Max Drawdown (1Y)Largest decline over 1 year | -20.87% | -19.83% | -1.04% |
Max Drawdown (3Y)Largest decline over 3 years | -26.39% | -27.11% | +0.72% |
Max Drawdown (5Y)Largest decline over 5 years | -31.54% | -49.70% | +18.16% |
Max Drawdown (10Y)Largest decline over 10 years | -53.88% | -51.08% | -2.80% |
Current DrawdownCurrent decline from peak | -20.34% | -17.27% | -3.07% |
Average DrawdownAverage peak-to-trough decline | -15.13% | -35.54% | +20.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.74% | 8.26% | +3.48% |
Volatility
AMP vs. SCHW - Volatility Comparison
The current volatility for Ameriprise Financial, Inc. (AMP) is 6.00%, while The Charles Schwab Corporation (SCHW) has a volatility of 7.73%. This indicates that AMP experiences smaller price fluctuations and is considered to be less risky than SCHW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMP | SCHW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.00% | 7.73% | -1.73% |
Volatility (6M)Calculated over the trailing 6-month period | 19.55% | 19.69% | -0.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.89% | 24.04% | +0.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.83% | 32.24% | -4.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.98% | 33.42% | +0.56% |
Dividends
AMP vs. SCHW - Dividend Comparison
AMP's dividend yield for the trailing twelve months is around 1.45%, more than SCHW's 1.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMP Ameriprise Financial, Inc. | 1.45% | 1.28% | 1.09% | 1.40% | 1.57% | 1.47% | 2.10% | 2.29% | 3.38% | 1.91% | 2.63% | 2.43% |
SCHW The Charles Schwab Corporation | 1.34% | 1.08% | 1.35% | 1.45% | 1.01% | 0.86% | 1.36% | 1.43% | 1.11% | 0.62% | 0.68% | 0.73% |
Financials
AMP vs. SCHW - Financials Comparison
This section allows you to compare key financial metrics between Ameriprise Financial, Inc. and The Charles Schwab Corporation. 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 SCHW have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCHW has higher volatility (7.73%) compared to AMP (6.00%). In terms of maximum drawdown, AMP dropped -81.14% vs SCHW's -86.79%.
SCHW currently has the higher Sharpe Ratio (0.04 vs -0.49), 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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