AMP vs. XLE
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
| AMP | XLE | |
|---|---|---|
| YTD Return | 0.11% | -9.01% |
| 1Y Return | 14.62% | -5.49% |
| 5Y Return (Ann) | 19.40% | 6.08% |
| 10Y Return (Ann) | 16.78% | 3.28% |
| Sharpe Ratio | 0.56 | -0.14 |
| Daily Std Dev | 33.28% | 32.89% |
| Max Drawdown | -81.14% | -71.54% |
Correlation
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.
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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.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
AMP Ameriprise Financial, Inc. | 0.56 | ||||
XLE Energy Select Sector SPDR Fund | -0.14 |
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
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.