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AMP vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AMP and VOO is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

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.

600.00%800.00%1,000.00%1,200.00%1,400.00%1,600.00%JulyAugustSeptemberOctoberNovemberDecember
1,437.53%
602.93%
AMP
VOO

Key characteristics

Sharpe Ratio

AMP:

2.13

VOO:

2.25

Sortino Ratio

AMP:

3.05

VOO:

2.98

Omega Ratio

AMP:

1.41

VOO:

1.42

Calmar Ratio

AMP:

3.74

VOO:

3.31

Martin Ratio

AMP:

13.93

VOO:

14.77

Ulcer Index

AMP:

3.21%

VOO:

1.90%

Daily Std Dev

AMP:

21.00%

VOO:

12.46%

Max Drawdown

AMP:

-81.14%

VOO:

-33.99%

Current Drawdown

AMP:

-7.30%

VOO:

-2.47%

Returns By Period

In the year-to-date period, AMP achieves a 42.02% return, which is significantly higher than VOO's 26.02% return. Over the past 10 years, AMP has outperformed VOO with an annualized return of 17.14%, while VOO has yielded a comparatively lower 13.08% annualized return.


AMP

YTD

42.02%

1M

-5.22%

6M

21.49%

1Y

43.45%

5Y*

28.27%

10Y*

17.14%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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Risk-Adjusted Performance

AMP vs. VOO - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for AMP, currently valued at 2.13, compared to the broader market-4.00-2.000.002.002.132.25
The chart of Sortino ratio for AMP, currently valued at 3.05, compared to the broader market-4.00-2.000.002.004.003.052.98
The chart of Omega ratio for AMP, currently valued at 1.41, compared to the broader market0.501.001.502.001.411.42
The chart of Calmar ratio for AMP, currently valued at 3.74, compared to the broader market0.002.004.006.003.743.31
The chart of Martin ratio for AMP, currently valued at 13.93, compared to the broader market-5.000.005.0010.0015.0020.0025.0013.9314.77
AMP
VOO

The current AMP Sharpe Ratio is 2.13, which is comparable to the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of AMP and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
2.13
2.25
AMP
VOO

Dividends

AMP vs. VOO - Dividend Comparison

AMP's dividend yield for the trailing twelve months is around 1.09%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
AMP
Ameriprise Financial, Inc.
1.09%1.40%1.57%1.47%2.10%2.29%3.38%1.91%2.63%2.43%1.71%1.75%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

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. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.30%
-2.47%
AMP
VOO

Volatility

AMP vs. VOO - Volatility Comparison

Ameriprise Financial, Inc. (AMP) has a higher volatility of 5.21% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
5.21%
3.75%
AMP
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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