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AMP vs. UBS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AMP vs. UBS - Performance Comparison

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

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Returns By Period

In the year-to-date period, AMP achieves a -7.75% return, which is significantly lower than UBS's 3.43% return. Over the past 10 years, AMP has outperformed UBS with an annualized return of 18.65%, while UBS has yielded a comparatively lower 15.82% 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%

UBS

1D
0.60%
1M
4.55%
YTD
3.43%
6M
16.80%
1Y
42.47%
3Y*
37.29%
5Y*
26.95%
10Y*
15.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMP vs. UBS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AMP
Ameriprise Financial, Inc.
-7.75%-6.73%42.10%23.99%4.98%57.92%19.82%63.96%-36.83%56.40%
UBS
UBS Group AG
3.43%60.21%2.03%67.65%5.92%27.93%17.99%7.15%-32.68%21.53%

Correlation

The correlation between AMP and UBS is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.40

Correlation (3Y)
Calculated over the trailing 3-year period

0.46

Correlation (5Y)
Calculated over the trailing 5-year period

0.57

Correlation (10Y)
Calculated over the trailing 10-year period

0.58

Correlation (All Time)
Calculated using the full available price history since Nov 24, 2014

0.58

The correlation between AMP and UBS shifts across timeframes, from 0.40 (1 year) to 0.58 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

AMP:

$42.47B

UBS:

$191.26B

EPS

AMP:

$30.77

UBS:

$2.24

PE Ratio

AMP:

14.60

UBS:

21.14

PEG Ratio

AMP:

1.86

UBS:

0.38

PS Ratio

AMP:

3.02

UBS:

2.58

PB Ratio

AMP:

6.84

UBS:

2.06

Total Revenue (TTM)

AMP:

$14.42B

UBS:

$64.08B

Gross Profit (TTM)

AMP:

$7.51B

UBS:

$42.48B

EBITDA (TTM)

AMP:

$5.13B

UBS:

$11.15B

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Return for Risk

AMP vs. UBS — Risk / Return Rank

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

AMP
AMP Risk / Return Rank: 2121
Overall Rank
AMP Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
AMP Sortino Ratio Rank: 2020
Sortino Ratio Rank
AMP Omega Ratio Rank: 2020
Omega Ratio Rank
AMP Calmar Ratio Rank: 2121
Calmar Ratio Rank
AMP Martin Ratio Rank: 2121
Martin Ratio Rank

UBS
UBS Risk / Return Rank: 7878
Overall Rank
UBS Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
UBS Sortino Ratio Rank: 8181
Sortino Ratio Rank
UBS Omega Ratio Rank: 7878
Omega Ratio Rank
UBS Calmar Ratio Rank: 7272
Calmar Ratio Rank
UBS Martin Ratio Rank: 7474
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AMP vs. UBS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ameriprise Financial, Inc. (AMP) and UBS Group AG (UBS). 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.


AMPUBSDifference
Sharpe ratioReturn per unit of total volatility

-2.15

Sortino ratioReturn per unit of downside risk

-2.85

Omega ratioGain probability vs. loss probability

0.93

1.28

-0.34

Calmar ratioReturn relative to maximum drawdown

-0.59

1.64

-2.22

Martin ratioReturn relative to average drawdown

-1.04

4.36

-5.40

AMP vs. UBS - Sharpe Ratio Comparison

The current AMP Sharpe Ratio is -0.49, which is lower than the UBS Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of AMP and UBS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


AMPUBSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.49

1.65

-2.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.89

-0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.52

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.39

0.00

Drawdowns

AMP vs. UBS - Drawdown Comparison

The maximum AMP drawdown since its inception was -81.14%, which is greater than UBS's maximum drawdown of -61.38%. Use the drawdown chart below to compare losses from any high point for AMP and UBS.


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Drawdown Indicators


AMPUBSDifference

Max Drawdown

Largest peak-to-trough decline

-81.14%

-61.38%

-19.76%

Max Drawdown (1Y)

Largest decline over 1 year

-20.87%

-26.07%

+5.20%

Max Drawdown (3Y)

Largest decline over 3 years

-26.39%

-27.00%

+0.61%

Max Drawdown (5Y)

Largest decline over 5 years

-31.54%

-33.41%

+1.87%

Max Drawdown (10Y)

Largest decline over 10 years

-53.88%

-61.38%

+7.50%

Current Drawdown

Current decline from peak

-20.34%

-2.74%

-17.60%

Average Drawdown

Average peak-to-trough decline

-15.13%

-19.25%

+4.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.74%

9.81%

+1.93%

Volatility

AMP vs. UBS - Volatility Comparison

The current volatility for Ameriprise Financial, Inc. (AMP) is 6.00%, while UBS Group AG (UBS) has a volatility of 7.09%. This indicates that AMP experiences smaller price fluctuations and is considered to be less risky than UBS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMPUBSDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.00%

7.09%

-1.09%

Volatility (6M)

Calculated over the trailing 6-month period

19.55%

20.67%

-1.12%

Volatility (1Y)

Calculated over the trailing 1-year period

24.89%

25.85%

-0.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.83%

30.31%

-2.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.98%

30.38%

+3.60%

Dividends

AMP vs. UBS - Dividend Comparison

AMP's dividend yield for the trailing twelve months is around 1.45%, more than UBS's 1.16% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
UBS
UBS Group AG
1.16%2.92%3.46%0.89%1.34%1.04%3.87%5.48%0.00%3.30%5.42%3.87%

Financials

AMP vs. UBS - Financials Comparison

This section allows you to compare key financial metrics between Ameriprise Financial, Inc. and UBS Group AG. 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


0.005.00B10.00B15.00B20.00B202220232024202520260
20.20B
(AMP) Total Revenue
(UBS) Total Revenue
Values in USD except per share items

Frequently Asked Questions


AMP and UBS have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UBS has higher volatility (7.09%) compared to AMP (6.00%). In terms of maximum drawdown, AMP dropped -81.14% vs UBS's -61.38%.

UBS currently has the higher Sharpe Ratio (1.65 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.

Portfolio Optimizer

Find the right allocation for AMP and UBS

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