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AMP vs. XLE

Last updated May 27, 2023

Compare and contrast key facts about Ameriprise Financial, Inc. (AMP) and Energy Select Sector SPDR Fund (XLE).

XLE is a passively managed fund by State Street that tracks the performance of the Energy Select Sector Index. It was launched on Dec 16, 1998.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AMP or XLE.

Key characteristics


AMPXLE
YTD Return0.11%-9.01%
1Y Return14.62%-5.49%
5Y Return (Ann)19.40%6.08%
10Y Return (Ann)16.78%3.28%
Sharpe Ratio0.56-0.14
Daily Std Dev33.28%32.89%
Max Drawdown-81.14%-71.54%

Correlation

0.55
-1.001.00

The correlation between AMP and XLE is 0.55, 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.

AMP vs. XLE - Performance Comparison

In the year-to-date period, AMP achieves a 0.11% return, which is significantly lower than XLE's -9.01% return. Over the past 10 years, AMP has outperformed XLE with an annualized return of 16.78%, while XLE has yielded a comparatively lower 3.28% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


200.00%400.00%600.00%800.00%1,000.00%1,200.00%December2023FebruaryMarchAprilMay
1,105.58%
146.52%
AMP
XLE

Compare stocks, funds, or ETFs


Ameriprise Financial, Inc.

Energy Select Sector SPDR Fund

AMP vs. XLE - Dividend Comparison

AMP's dividend yield for the trailing twelve months is around 2.42%, less than XLE's 5.10% yield.


TTM20222021202020192018201720162015201420132012
AMP
Ameriprise Financial, Inc.
2.42%1.58%1.51%2.20%2.45%3.72%2.16%3.04%2.91%2.08%2.17%2.91%
XLE
Energy Select Sector SPDR Fund
5.10%3.72%4.43%6.20%6.74%4.40%3.88%2.99%4.60%3.28%2.46%2.59%

AMP vs. XLE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ameriprise Financial, Inc. (AMP) and Energy Select Sector SPDR Fund (XLE). 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
AMP
Ameriprise Financial, Inc.
0.56
XLE
Energy Select Sector SPDR Fund
-0.14

AMP vs. XLE - Sharpe Ratio Comparison

The current AMP Sharpe Ratio is 0.56, which is higher than the XLE Sharpe Ratio of -0.14. The chart below compares the 12-month rolling Sharpe Ratio of AMP and XLE.


0.000.501.001.502.00December2023FebruaryMarchAprilMay
0.56
-0.14
AMP
XLE

AMP vs. XLE - Drawdown Comparison

The maximum AMP drawdown for the period was -20.80%, roughly equal to the maximum XLE drawdown of -17.34%. The drawdown chart below compares losses from any high point along the way for AMP and XLE


-20.00%-15.00%-10.00%-5.00%0.00%December2023FebruaryMarchAprilMay
-12.58%
-14.53%
AMP
XLE

AMP vs. XLE - Volatility Comparison

Ameriprise Financial, Inc. (AMP) has a higher volatility of 8.91% compared to Energy Select Sector SPDR Fund (XLE) at 7.35%. This indicates that AMP's price experiences larger fluctuations and is considered to be riskier than XLE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%December2023FebruaryMarchAprilMay
8.91%
7.35%
AMP
XLE