AMP vs. XLI
Compare and contrast key facts about Ameriprise Financial, Inc. (AMP) and Industrial Select Sector SPDR Fund (XLI).
XLI is a passively managed fund by State Street that tracks the performance of the Industrial Select Sector Index. It was launched on Dec 16, 1998.
Performance
AMP vs. XLI - Performance Comparison
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AMP vs. XLI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AMP Ameriprise Financial, Inc. | -10.68% | -6.73% | 42.10% | 23.99% | 4.98% | 57.92% | 19.82% | 63.96% | -36.83% | 56.40% |
XLI Industrial Select Sector SPDR Fund | 6.30% | 19.35% | 17.31% | 18.13% | -5.57% | 21.08% | 10.91% | 29.08% | -13.25% | 23.98% |
Returns By Period
In the year-to-date period, AMP achieves a -10.68% return, which is significantly lower than XLI's 6.30% return. Over the past 10 years, AMP has outperformed XLI with an annualized return of 18.95%, while XLI has yielded a comparatively lower 13.39% annualized return.
AMP
- 1D
- -1.74%
- 1M
- -8.13%
- YTD
- -10.68%
- 6M
- -9.68%
- 1Y
- -9.48%
- 3Y*
- 14.11%
- 5Y*
- 14.86%
- 10Y*
- 18.95%
XLI
- 1D
- 1.67%
- 1M
- -7.83%
- YTD
- 6.30%
- 6M
- 7.58%
- 1Y
- 26.43%
- 3Y*
- 19.34%
- 5Y*
- 12.43%
- 10Y*
- 13.39%
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Return for Risk
AMP vs. XLI — Risk / Return Rank
AMP
XLI
AMP vs. XLI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ameriprise Financial, Inc. (AMP) and Industrial Select Sector SPDR Fund (XLI). 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.
| AMP | XLI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.32 | 1.36 | -1.69 |
Sortino ratioReturn per unit of downside risk | -0.26 | 1.95 | -2.21 |
Omega ratioGain probability vs. loss probability | 0.96 | 1.28 | -0.31 |
Calmar ratioReturn relative to maximum drawdown | -0.42 | 2.17 | -2.59 |
Martin ratioReturn relative to average drawdown | -0.87 | 8.46 | -9.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AMP | XLI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.32 | 1.36 | -1.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.72 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.68 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.44 | -0.06 |
Correlation
The correlation between AMP and XLI is 0.72, 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.
Dividends
AMP vs. XLI - Dividend Comparison
AMP's dividend yield for the trailing twelve months is around 1.47%, more than XLI's 1.24% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMP Ameriprise Financial, Inc. | 1.47% | 1.28% | 1.09% | 1.40% | 1.57% | 1.47% | 2.10% | 2.29% | 3.38% | 1.91% | 2.63% | 2.43% |
XLI Industrial Select Sector SPDR Fund | 1.24% | 1.29% | 1.44% | 1.63% | 1.63% | 1.25% | 1.55% | 1.94% | 2.15% | 1.77% | 2.07% | 2.15% |
Drawdowns
AMP vs. XLI - Drawdown Comparison
The maximum AMP drawdown since its inception was -81.14%, which is greater than XLI's maximum drawdown of -62.26%. Use the drawdown chart below to compare losses from any high point for AMP and XLI.
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Drawdown Indicators
| AMP | XLI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.14% | -62.26% | -18.88% |
Max Drawdown (1Y)Largest decline over 1 year | -20.47% | -12.50% | -7.97% |
Max Drawdown (5Y)Largest decline over 5 years | -31.54% | -21.64% | -9.90% |
Max Drawdown (10Y)Largest decline over 10 years | -53.88% | -42.33% | -11.55% |
Current DrawdownCurrent decline from peak | -22.87% | -7.83% | -15.04% |
Average DrawdownAverage peak-to-trough decline | -15.10% | -9.24% | -5.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.90% | 3.21% | +6.69% |
Volatility
AMP vs. XLI - Volatility Comparison
The current volatility for Ameriprise Financial, Inc. (AMP) is 5.59%, while Industrial Select Sector SPDR Fund (XLI) has a volatility of 6.58%. This indicates that AMP experiences smaller price fluctuations and is considered to be less risky than XLI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMP | XLI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.59% | 6.58% | -0.99% |
Volatility (6M)Calculated over the trailing 6-month period | 19.46% | 11.74% | +7.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.40% | 19.50% | +9.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.73% | 17.25% | +10.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.96% | 19.88% | +14.08% |