AMP vs. XLE
AMP (Ameriprise Financial, Inc.) is a stock, while XLE (State Street Energy Select Sector SPDR ETF) is Energy Equities fund tracking the Energy Select Sector Index. Over the past 10 years, AMP returned 20.11%/yr vs 9.37%/yr for XLE. A 0.52 correlation means they provide meaningful diversification when combined.
Performance
AMP vs. XLE - Performance Comparison
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Returns By Period
In the year-to-date period, AMP achieves a -4.31% return, which is significantly lower than XLE's 23.49% return. Over the past 10 years, AMP has outperformed XLE with an annualized return of 20.11%, while XLE has yielded a comparatively lower 9.37% annualized return.
AMP
- 1D
- -1.12%
- 1M
- 3.05%
- YTD
- -4.31%
- 6M
- -5.86%
- 1Y
- -8.98%
- 3Y*
- 15.27%
- 5Y*
- 15.38%
- 10Y*
- 20.11%
XLE
- 1D
- 0.74%
- 1M
- -7.80%
- YTD
- 23.49%
- 6M
- 24.07%
- 1Y
- 30.55%
- 3Y*
- 15.73%
- 5Y*
- 18.87%
- 10Y*
- 9.37%
AMP vs. XLE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AMP Ameriprise Financial, Inc. | -4.31% | -6.73% | 42.10% | 23.99% | 4.98% | 57.92% | 19.82% | 63.96% | -36.83% | 56.40% |
XLE State Street Energy Select Sector SPDR ETF | 23.49% | 7.88% | 5.56% | -0.63% | 64.32% | 53.28% | -32.67% | 11.74% | -18.22% | -0.89% |
Correlation
The correlation between AMP and XLE is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Oct 3, 2005 | 0.52 |
Over the past year, the correlation between AMP and XLE has dropped to 0.16 - well below their long-term average of 0.52, suggesting their price drivers have been diverging.
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Return for Risk
AMP vs. XLE — Risk / Return Rank
AMP
XLE
AMP vs. XLE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ameriprise Financial, Inc. (AMP) and State Street Energy Select Sector SPDR ETF (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.
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.
| AMP | XLE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.84 | ||
| Sortino ratioReturn per unit of downside risk | -2.34 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.25 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | -0.43 | 2.18 | -2.62 |
| Martin ratioReturn relative to average drawdown | -0.74 | 6.53 | -7.27 |
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Drawdowns
AMP vs. XLE - Drawdown Comparison
The maximum AMP drawdown since its inception was -81.14%, which is greater than XLE's maximum drawdown of -71.26%. Use the drawdown chart below to compare losses from any high point for AMP and XLE.
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Drawdown Indicators
| AMP | XLE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.14% | -71.26% | -9.88% |
Max Drawdown (1Y)Largest decline over 1 year | -20.87% | -14.05% | -6.82% |
Max Drawdown (3Y)Largest decline over 3 years | -26.39% | -20.14% | -6.25% |
Max Drawdown (5Y)Largest decline over 5 years | -31.54% | -26.04% | -5.50% |
Max Drawdown (10Y)Largest decline over 10 years | -53.88% | -66.81% | +12.93% |
Current DrawdownCurrent decline from peak | -17.37% | -12.32% | -5.05% |
Average DrawdownAverage peak-to-trough decline | -15.14% | -17.96% | +2.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.11% | 4.69% | +7.42% |
Volatility
AMP vs. XLE - Volatility Comparison
The current volatility for Ameriprise Financial, Inc. (AMP) is 6.10%, while State Street Energy Select Sector SPDR ETF (XLE) has a volatility of 7.12%. This indicates that AMP experiences smaller price fluctuations and is considered to be less risky than XLE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMP | XLE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.10% | 7.12% | -1.02% |
Volatility (6M)Calculated over the trailing 6-month period | 19.42% | 16.82% | +2.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.82% | 20.93% | +3.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.76% | 25.98% | +1.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.82% | 29.60% | +4.22% |
Dividends
AMP vs. XLE - Dividend Comparison
AMP's dividend yield for the trailing twelve months is around 1.39%, less than XLE's 2.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMP Ameriprise Financial, Inc. | 1.39% | 1.28% | 1.09% | 1.40% | 1.57% | 1.47% | 2.10% | 2.29% | 3.38% | 1.91% | 2.63% | 2.43% |
XLE State Street Energy Select Sector SPDR ETF | 2.79% | 3.28% | 3.36% | 3.55% | 3.68% | 4.21% | 5.62% | 6.72% | 3.54% | 3.03% | 2.26% | 3.39% |
Frequently Asked Questions
AMP and XLE have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XLE has higher volatility (7.12%) compared to AMP (6.10%). In terms of maximum drawdown, AMP dropped -81.14% vs XLE's -71.26%.
XLE currently has the higher Sharpe Ratio (1.48 vs -0.36), 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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