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AMSC vs. SPYG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AMSC and SPYG is 0.43, 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

AMSC vs. SPYG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Superconductor Corporation (AMSC) and SPDR Portfolio S&P 500 Growth ETF (SPYG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

AMSC:

0.85

SPYG:

0.85

Sortino Ratio

AMSC:

1.73

SPYG:

1.27

Omega Ratio

AMSC:

1.19

SPYG:

1.18

Calmar Ratio

AMSC:

0.72

SPYG:

0.93

Martin Ratio

AMSC:

2.30

SPYG:

3.14

Ulcer Index

AMSC:

30.80%

SPYG:

6.60%

Daily Std Dev

AMSC:

91.67%

SPYG:

25.09%

Max Drawdown

AMSC:

-99.57%

SPYG:

-67.79%

Current Drawdown

AMSC:

-96.42%

SPYG:

-2.39%

Returns By Period

In the year-to-date period, AMSC achieves a 0.53% return, which is significantly lower than SPYG's 2.59% return. Both investments have delivered pretty close results over the past 10 years, with AMSC having a 14.63% annualized return and SPYG not far ahead at 14.86%.


AMSC

YTD

0.53%

1M

34.49%

6M

-19.01%

1Y

76.73%

3Y*

68.13%

5Y*

32.08%

10Y*

14.63%

SPYG

YTD

2.59%

1M

17.59%

6M

5.72%

1Y

21.25%

3Y*

20.15%

5Y*

17.15%

10Y*

14.86%

*Annualized

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SPDR Portfolio S&P 500 Growth ETF

Risk-Adjusted Performance

AMSC vs. SPYG — Risk-Adjusted Performance Rank

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

AMSC
The Risk-Adjusted Performance Rank of AMSC is 7878
Overall Rank
The Sharpe Ratio Rank of AMSC is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of AMSC is 8181
Sortino Ratio Rank
The Omega Ratio Rank of AMSC is 7575
Omega Ratio Rank
The Calmar Ratio Rank of AMSC is 7878
Calmar Ratio Rank
The Martin Ratio Rank of AMSC is 7575
Martin Ratio Rank

SPYG
The Risk-Adjusted Performance Rank of SPYG is 7575
Overall Rank
The Sharpe Ratio Rank of SPYG is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYG is 7373
Sortino Ratio Rank
The Omega Ratio Rank of SPYG is 7474
Omega Ratio Rank
The Calmar Ratio Rank of SPYG is 7878
Calmar Ratio Rank
The Martin Ratio Rank of SPYG is 7272
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.

AMSC vs. SPYG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Superconductor Corporation (AMSC) and SPDR Portfolio S&P 500 Growth ETF (SPYG). 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 AMSC Sharpe Ratio is 0.85, which is comparable to the SPYG Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of AMSC and SPYG, 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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Dividends

AMSC vs. SPYG - Dividend Comparison

AMSC has not paid dividends to shareholders, while SPYG's dividend yield for the trailing twelve months is around 0.60%.


TTM20242023202220212020201920182017201620152014
AMSC
American Superconductor Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPYG
SPDR Portfolio S&P 500 Growth ETF
0.60%0.60%1.15%1.03%0.62%0.90%1.36%1.51%1.41%1.55%1.57%1.37%

Drawdowns

AMSC vs. SPYG - Drawdown Comparison

The maximum AMSC drawdown since its inception was -99.57%, which is greater than SPYG's maximum drawdown of -67.79%. Use the drawdown chart below to compare losses from any high point for AMSC and SPYG. For additional features, visit the drawdowns tool.


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Volatility

AMSC vs. SPYG - Volatility Comparison

American Superconductor Corporation (AMSC) has a higher volatility of 13.51% compared to SPDR Portfolio S&P 500 Growth ETF (SPYG) at 6.68%. This indicates that AMSC's price experiences larger fluctuations and is considered to be riskier than SPYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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