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

Correlation

The correlation between AMP and XLU is 0.50, 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.


Performance

AMP vs. XLU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ameriprise Financial, Inc. (AMP) and Utilities Select Sector SPDR Fund (XLU). The values are adjusted to include any dividend payments, if applicable.

500.00%1,000.00%1,500.00%2,000.00%December2025FebruaryMarchAprilMay
1,990.92%
365.28%
AMP
XLU

Key characteristics

Sharpe Ratio

AMP:

0.55

XLU:

1.02

Sortino Ratio

AMP:

0.98

XLU:

1.63

Omega Ratio

AMP:

1.14

XLU:

1.21

Calmar Ratio

AMP:

0.63

XLU:

1.91

Martin Ratio

AMP:

1.99

XLU:

4.87

Ulcer Index

AMP:

8.30%

XLU:

4.12%

Daily Std Dev

AMP:

29.52%

XLU:

17.23%

Max Drawdown

AMP:

-81.14%

XLU:

-52.27%

Current Drawdown

AMP:

-14.46%

XLU:

-1.92%

Returns By Period

In the year-to-date period, AMP achieves a -7.60% return, which is significantly lower than XLU's 6.58% return. Over the past 10 years, AMP has outperformed XLU with an annualized return of 17.13%, while XLU has yielded a comparatively lower 9.79% annualized return.


AMP

YTD

-7.60%

1M

15.16%

6M

-10.16%

1Y

16.27%

5Y*

33.78%

10Y*

17.13%

XLU

YTD

6.58%

1M

9.59%

6M

4.69%

1Y

17.47%

5Y*

10.81%

10Y*

9.79%

*Annualized

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Risk-Adjusted Performance

AMP vs. XLU — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AMP
The Risk-Adjusted Performance Rank of AMP is 7171
Overall Rank
The Sharpe Ratio Rank of AMP is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of AMP is 6565
Sortino Ratio Rank
The Omega Ratio Rank of AMP is 6767
Omega Ratio Rank
The Calmar Ratio Rank of AMP is 7676
Calmar Ratio Rank
The Martin Ratio Rank of AMP is 7373
Martin Ratio Rank

XLU
The Risk-Adjusted Performance Rank of XLU is 8585
Overall Rank
The Sharpe Ratio Rank of XLU is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of XLU is 8484
Sortino Ratio Rank
The Omega Ratio Rank of XLU is 8383
Omega Ratio Rank
The Calmar Ratio Rank of XLU is 9393
Calmar Ratio Rank
The Martin Ratio Rank of XLU is 8484
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AMP vs. XLU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ameriprise Financial, Inc. (AMP) and Utilities Select Sector SPDR Fund (XLU). 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.


The current AMP Sharpe Ratio is 0.55, which is lower than the XLU Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of AMP and XLU, 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.55
1.02
AMP
XLU

Dividends

AMP vs. XLU - Dividend Comparison

AMP's dividend yield for the trailing twelve months is around 1.24%, less than XLU's 2.84% yield.


TTM20242023202220212020201920182017201620152014
AMP
Ameriprise Financial, Inc.
1.24%1.09%1.40%1.57%1.47%2.10%2.29%3.38%1.91%2.63%2.43%1.71%
XLU
Utilities Select Sector SPDR Fund
2.84%2.96%3.39%2.92%2.79%3.14%2.95%3.33%3.33%3.42%3.67%3.19%

Drawdowns

AMP vs. XLU - Drawdown Comparison

The maximum AMP drawdown since its inception was -81.14%, which is greater than XLU's maximum drawdown of -52.27%. Use the drawdown chart below to compare losses from any high point for AMP and XLU. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-14.46%
-1.92%
AMP
XLU

Volatility

AMP vs. XLU - Volatility Comparison

Ameriprise Financial, Inc. (AMP) has a higher volatility of 13.33% compared to Utilities Select Sector SPDR Fund (XLU) at 6.10%. This indicates that AMP's price experiences larger fluctuations and is considered to be riskier than XLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
13.33%
6.10%
AMP
XLU