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AMP vs. VOO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AMP vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ameriprise Financial, Inc. (AMP) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with AMP having a 14.00% return and VOO slightly lower at 13.74%. Over the past 10 years, AMP has outperformed VOO with an annualized return of 21.46%, while VOO has yielded a comparatively lower 15.37% annualized 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%

VOO

1D
1.81%
1M
3.52%
6M
12.48%
YTD
13.74%
1Y
23.65%
3Y*
21.57%
5Y*
13.38%
10Y*
15.37%
ALL TIME*
15.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$304.42M$316.40M$322.45M
$4.15B$3.84B$5.49B

AMP vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AMP
Ameriprise Financial, Inc.
14.00%-6.73%42.10%23.99%4.98%57.92%19.82%63.96%-36.83%56.40%
VOO
Vanguard S&P 500 ETF
13.74%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%

Correlation

The correlation between AMP and VOO is 0.41, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.41

Correlation (3Y)
Balances recent behavior with more history.

0.55

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.66

Correlation (10Y)
Provides a long-term view across more market conditions.

0.66

Correlation (All Time)
Calculated using the full available price history since Sep 9, 2010

0.72

Over the past year, the correlation between AMP and VOO has dropped to 0.41 - well below their long-term average of 0.72, suggesting their price drivers have been diverging.

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Return for Risk

AMP vs. VOO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

AMP
AMP Risk / Return Rank: 5454
Overall Rank
AMP Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
AMP Sortino Ratio Rank: 5050
Sortino Ratio Rank
AMP Omega Ratio Rank: 5050
Omega Ratio Rank
AMP Calmar Ratio Rank: 5656
Calmar Ratio Rank
AMP Martin Ratio Rank: 5454
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 7272
Overall Rank
VOO Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 7171
Sortino Ratio Rank
VOO Omega Ratio Rank: 7171
Omega Ratio Rank
VOO Calmar Ratio Rank: 6969
Calmar Ratio Rank
VOO Martin Ratio Rank: 7979
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

AMP vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ameriprise Financial, Inc. (AMP) and Vanguard S&P 500 ETF (VOO). 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.


AMPVOODifference
Sharpe ratioReturn per unit of total volatility

-1.43

Sortino ratioReturn per unit of downside risk

-1.83

Omega ratioGain probability vs. loss probability

1.09

1.33

-0.24

Calmar ratioReturn relative to maximum drawdown

0.52

2.67

-2.15

Martin ratioReturn relative to average drawdown

0.98

11.40

-10.42

AMP vs. VOO - Sharpe Ratio Comparison

The current AMP Sharpe Ratio is 0.43, which is lower than the VOO Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of AMP and VOO, 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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Drawdowns

AMP vs. VOO - Drawdown Comparison

The maximum AMP drawdown since its inception was -81.14%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for AMP and VOO.


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Drawdown Indicators


AMPVOODifference

Max Drawdown

Largest peak-to-trough decline

-81.14%

-33.99%

-47.15%

Max Drawdown (1Y)

Largest decline over 1 year

-20.87%

-8.90%

-11.97%

Max Drawdown (3Y)

Largest decline over 3 years

-26.39%

-18.69%

-7.70%

Max Drawdown (5Y)

Largest decline over 5 years

-31.54%

-24.52%

-7.02%

Max Drawdown (10Y)

Largest decline over 10 years

-53.88%

-33.99%

-19.89%

Current Drawdown

Current decline from peak

-1.56%

0.00%

-1.56%

Average Drawdown

Average peak-to-trough decline

-15.11%

-3.67%

-11.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.99%

2.08%

+8.91%

Volatility

AMP vs. VOO - Volatility Comparison

Ameriprise Financial, Inc. (AMP) has a higher volatility of 6.32% compared to Vanguard S&P 500 ETF (VOO) at 4.11%. This indicates that AMP's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMPVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.32%

4.11%

+2.21%

Volatility (6M)

Calculated over the trailing 6-month period

19.76%

10.31%

+9.45%

Volatility (1Y)

Calculated over the trailing 1-year period

25.53%

12.89%

+12.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.82%

16.96%

+10.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.79%

18.03%

+15.76%

Dividends

AMP vs. VOO - Dividend Comparison

AMP's dividend yield for the trailing twelve months is around 1.19%, more than VOO's 1.04% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
VOO
Vanguard S&P 500 ETF
1.04%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Frequently Asked Questions


AMP and VOO have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AMP has higher volatility (6.32%) compared to VOO (4.11%). In terms of maximum drawdown, AMP dropped -81.14% vs VOO's -33.99%.

VOO currently has the higher Sharpe Ratio (1.86 vs 0.42), 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

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