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AMRC vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AMRC and SPY is 0.44, 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

AMRC vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ameresco, Inc. (AMRC) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

AMRC:

-0.71

SPY:

0.61

Sortino Ratio

AMRC:

-0.74

SPY:

1.05

Omega Ratio

AMRC:

0.91

SPY:

1.15

Calmar Ratio

AMRC:

-0.62

SPY:

0.70

Martin Ratio

AMRC:

-1.34

SPY:

2.68

Ulcer Index

AMRC:

42.15%

SPY:

4.92%

Daily Std Dev

AMRC:

83.97%

SPY:

20.44%

Max Drawdown

AMRC:

-91.12%

SPY:

-55.19%

Current Drawdown

AMRC:

-85.58%

SPY:

-3.82%

Returns By Period

In the year-to-date period, AMRC achieves a -40.12% return, which is significantly lower than SPY's 0.58% return. Over the past 10 years, AMRC has underperformed SPY with an annualized return of 6.83%, while SPY has yielded a comparatively higher 12.71% annualized return.


AMRC

YTD

-40.12%

1M

31.16%

6M

-50.72%

1Y

-59.47%

3Y*

-39.19%

5Y*

-8.11%

10Y*

6.83%

SPY

YTD

0.58%

1M

6.70%

6M

-1.23%

1Y

12.34%

3Y*

13.93%

5Y*

15.74%

10Y*

12.71%

*Annualized

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Ameresco, Inc.

SPDR S&P 500 ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

AMRC vs. SPY — Risk-Adjusted Performance Rank

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

AMRC
The Risk-Adjusted Performance Rank of AMRC is 1414
Overall Rank
The Sharpe Ratio Rank of AMRC is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of AMRC is 1717
Sortino Ratio Rank
The Omega Ratio Rank of AMRC is 1717
Omega Ratio Rank
The Calmar Ratio Rank of AMRC is 1212
Calmar Ratio Rank
The Martin Ratio Rank of AMRC is 1111
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6464
Overall Rank
The Sharpe Ratio Rank of SPY is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 6262
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6666
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6868
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6666
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.

AMRC vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ameresco, Inc. (AMRC) and SPDR S&P 500 ETF (SPY). 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 AMRC Sharpe Ratio is -0.71, which is lower than the SPY Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of AMRC and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

AMRC vs. SPY - Dividend Comparison

AMRC has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.22%.


TTM20242023202220212020201920182017201620152014
AMRC
Ameresco, 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%
SPY
SPDR S&P 500 ETF
1.22%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

AMRC vs. SPY - Drawdown Comparison

The maximum AMRC drawdown since its inception was -91.12%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for AMRC and SPY.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

AMRC vs. SPY - Volatility Comparison

Ameresco, Inc. (AMRC) has a higher volatility of 19.23% compared to SPDR S&P 500 ETF (SPY) at 4.86%. This indicates that AMRC's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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