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AMPL vs. XLE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AMPL and XLE is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

AMPL vs. XLE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplitude, Inc. (AMPL) and Energy Select Sector SPDR Fund (XLE). The values are adjusted to include any dividend payments, if applicable.

-100.00%-50.00%0.00%50.00%100.00%December2025FebruaryMarchAprilMay
-80.84%
75.89%
AMPL
XLE

Key characteristics

Sharpe Ratio

AMPL:

0.21

XLE:

-0.38

Sortino Ratio

AMPL:

0.54

XLE:

-0.35

Omega Ratio

AMPL:

1.06

XLE:

0.95

Calmar Ratio

AMPL:

0.05

XLE:

-0.48

Martin Ratio

AMPL:

0.25

XLE:

-1.29

Ulcer Index

AMPL:

16.92%

XLE:

7.49%

Daily Std Dev

AMPL:

53.77%

XLE:

25.10%

Max Drawdown

AMPL:

-90.91%

XLE:

-71.54%

Current Drawdown

AMPL:

-87.62%

XLE:

-14.74%

Returns By Period

In the year-to-date period, AMPL achieves a -0.47% return, which is significantly higher than XLE's -3.98% return.


AMPL

YTD

-0.47%

1M

23.82%

6M

0.10%

1Y

11.23%

5Y*

N/A

10Y*

N/A

XLE

YTD

-3.98%

1M

6.76%

6M

-10.95%

1Y

-9.46%

5Y*

21.00%

10Y*

4.21%

*Annualized

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Risk-Adjusted Performance

AMPL vs. XLE — Risk-Adjusted Performance Rank

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

AMPL
The Risk-Adjusted Performance Rank of AMPL is 5555
Overall Rank
The Sharpe Ratio Rank of AMPL is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of AMPL is 5353
Sortino Ratio Rank
The Omega Ratio Rank of AMPL is 5050
Omega Ratio Rank
The Calmar Ratio Rank of AMPL is 5454
Calmar Ratio Rank
The Martin Ratio Rank of AMPL is 5555
Martin Ratio Rank

XLE
The Risk-Adjusted Performance Rank of XLE is 66
Overall Rank
The Sharpe Ratio Rank of XLE is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of XLE is 88
Sortino Ratio Rank
The Omega Ratio Rank of XLE is 77
Omega Ratio Rank
The Calmar Ratio Rank of XLE is 33
Calmar Ratio Rank
The Martin Ratio Rank of XLE is 33
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.

AMPL vs. XLE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplitude, Inc. (AMPL) 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.


The current AMPL Sharpe Ratio is 0.21, which is higher than the XLE Sharpe Ratio of -0.38. The chart below compares the historical Sharpe Ratios of AMPL and XLE, 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 Ratio-1.00-0.500.000.501.00December2025FebruaryMarchAprilMay
0.21
-0.38
AMPL
XLE

Dividends

AMPL vs. XLE - Dividend Comparison

AMPL has not paid dividends to shareholders, while XLE's dividend yield for the trailing twelve months is around 3.50%.


TTM20242023202220212020201920182017201620152014
AMPL
Amplitude, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XLE
Energy Select Sector SPDR Fund
3.50%3.36%3.55%3.68%4.21%5.62%5.73%3.54%3.03%2.26%3.39%2.35%

Drawdowns

AMPL vs. XLE - Drawdown Comparison

The maximum AMPL drawdown since its inception was -90.91%, which is greater than XLE's maximum drawdown of -71.54%. Use the drawdown chart below to compare losses from any high point for AMPL and XLE. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%December2025FebruaryMarchAprilMay
-87.62%
-14.74%
AMPL
XLE

Volatility

AMPL vs. XLE - Volatility Comparison

Amplitude, Inc. (AMPL) has a higher volatility of 21.29% compared to Energy Select Sector SPDR Fund (XLE) at 12.22%. This indicates that AMPL'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.


5.00%10.00%15.00%20.00%25.00%December2025FebruaryMarchAprilMay
21.29%
12.22%
AMPL
XLE