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AMSF vs. CBU
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AMSF vs. CBU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AMERISAFE, Inc. (AMSF) and Community Bank System, Inc. (CBU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AMSF achieves a -20.51% return, which is significantly lower than CBU's 7.99% return. Over the past 10 years, AMSF has underperformed CBU with an annualized return of -0.60%, while CBU has yielded a comparatively higher 7.12% annualized return.


AMSF

1D
-2.14%
1M
0.37%
YTD
-20.51%
6M
-19.31%
1Y
-31.68%
3Y*
-10.13%
5Y*
-6.09%
10Y*
-0.60%

CBU

1D
-2.61%
1M
-2.13%
YTD
7.99%
6M
6.75%
1Y
12.66%
3Y*
8.74%
5Y*
-2.24%
10Y*
7.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMSF vs. CBU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AMSF
AMERISAFE, Inc.
-20.51%-20.78%19.62%-0.86%6.13%2.00%-6.09%24.48%-6.63%0.16%
CBU
Community Bank System, Inc.
7.99%-3.84%22.61%-14.17%-13.16%22.28%-9.59%24.69%11.06%-10.90%

Correlation

The correlation between AMSF and CBU is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.43

Correlation (3Y)
Calculated over the trailing 3-year period

0.44

Correlation (5Y)
Calculated over the trailing 5-year period

0.49

Correlation (10Y)
Calculated over the trailing 10-year period

0.51

Correlation (All Time)
Calculated using the full available price history since Nov 21, 2005

0.47

The correlation between AMSF and CBU has been stable across timeframes, ranging from 0.43 to 0.51 - a consistent structural relationship.

Fundamentals

Market Cap

AMSF:

$568.73M

CBU:

$3.26B

EPS

AMSF:

$2.44

CBU:

$4.05

PE Ratio

AMSF:

12.37

CBU:

15.18

PS Ratio

AMSF:

1.76

CBU:

3.51

PB Ratio

AMSF:

0.51

CBU:

1.61

Total Revenue (TTM)

AMSF:

$324.77M

CBU:

$943.58M

Gross Profit (TTM)

AMSF:

$120.92M

CBU:

$700.09M

EBITDA (TTM)

AMSF:

$48.16M

CBU:

$320.27M

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Return for Risk

AMSF vs. CBU — Risk / Return Rank

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

AMSF
AMSF Risk / Return Rank: 33
Overall Rank
AMSF Sharpe Ratio Rank: 22
Sharpe Ratio Rank
AMSF Sortino Ratio Rank: 44
Sortino Ratio Rank
AMSF Omega Ratio Rank: 55
Omega Ratio Rank
AMSF Calmar Ratio Rank: 44
Calmar Ratio Rank
AMSF Martin Ratio Rank: 22
Martin Ratio Rank

CBU
CBU Risk / Return Rank: 5555
Overall Rank
CBU Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
CBU Sortino Ratio Rank: 5252
Sortino Ratio Rank
CBU Omega Ratio Rank: 5050
Omega Ratio Rank
CBU Calmar Ratio Rank: 5858
Calmar Ratio Rank
CBU Martin Ratio Rank: 5959
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AMSF vs. CBU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AMERISAFE, Inc. (AMSF) and Community Bank System, Inc. (CBU). 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.


AMSFCBUDifference
Sharpe ratioReturn per unit of total volatility

-1.74

Sortino ratioReturn per unit of downside risk

-2.62

Omega ratioGain probability vs. loss probability

0.79

1.11

-0.32

Calmar ratioReturn relative to maximum drawdown

-0.94

0.79

-1.74

Martin ratioReturn relative to average drawdown

-1.82

1.87

-3.68

AMSF vs. CBU - Sharpe Ratio Comparison

The current AMSF Sharpe Ratio is -1.22, which is lower than the CBU Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of AMSF and CBU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


AMSFCBUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.22

0.52

-1.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.25

-0.08

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.02

0.24

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.33

-0.02

Drawdowns

AMSF vs. CBU - Drawdown Comparison

The maximum AMSF drawdown since its inception was -43.35%, smaller than the maximum CBU drawdown of -61.07%. Use the drawdown chart below to compare losses from any high point for AMSF and CBU.


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Drawdown Indicators


AMSFCBUDifference

Max Drawdown

Largest peak-to-trough decline

-43.35%

-61.07%

+17.72%

Max Drawdown (1Y)

Largest decline over 1 year

-33.66%

-16.03%

-17.63%

Max Drawdown (3Y)

Largest decline over 3 years

-43.35%

-31.19%

-12.16%

Max Drawdown (5Y)

Largest decline over 5 years

-43.35%

-50.47%

+7.12%

Max Drawdown (10Y)

Largest decline over 10 years

-43.35%

-51.04%

+7.69%

Current Drawdown

Current decline from peak

-42.29%

-12.78%

-29.51%

Average Drawdown

Average peak-to-trough decline

-12.32%

-14.57%

+2.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.54%

6.80%

+10.74%

Volatility

AMSF vs. CBU - Volatility Comparison

The current volatility for AMERISAFE, Inc. (AMSF) is 5.08%, while Community Bank System, Inc. (CBU) has a volatility of 6.26%. This indicates that AMSF experiences smaller price fluctuations and is considered to be less risky than CBU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMSFCBUDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.08%

6.26%

-1.18%

Volatility (6M)

Calculated over the trailing 6-month period

21.90%

15.57%

+6.33%

Volatility (1Y)

Calculated over the trailing 1-year period

26.06%

24.52%

+1.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.75%

29.55%

-4.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.01%

30.07%

-3.06%

Dividends

AMSF vs. CBU - Dividend Comparison

AMSF's dividend yield for the trailing twelve months is around 8.56%, more than CBU's 3.04% yield.


PositionTTM20252024202320222021202020192018201720162015
AMSF
AMERISAFE, Inc.
8.56%6.66%8.69%10.39%10.08%9.59%7.97%6.82%1.55%1.30%6.37%7.07%
CBU
Community Bank System, Inc.
3.04%3.24%2.95%3.42%2.76%2.28%2.66%2.23%2.47%2.46%2.04%3.05%

Financials

AMSF vs. CBU - Financials Comparison

This section allows you to compare key financial metrics between AMERISAFE, Inc. and Community Bank System, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


100.00M150.00M200.00M250.00M20222023202420252026
80.09M
258.56M
(AMSF) Total Revenue
(CBU) Total Revenue
Values in USD except per share items

AMSF vs. CBU - Profitability Comparison

The chart below illustrates the profitability comparison between AMERISAFE, Inc. and Community Bank System, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%202220232024202520260
80.3%
Portfolio components
AMSF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, AMERISAFE, Inc. reported a gross profit of 0.00 and revenue of 80.09M. Therefore, the gross margin over that period was 0.0%.

CBU - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Community Bank System, Inc. reported a gross profit of 207.65M and revenue of 258.56M. Therefore, the gross margin over that period was 80.3%.

AMSF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, AMERISAFE, Inc. reported an operating income of 0.00 and revenue of 80.09M, resulting in an operating margin of 0.0%.

CBU - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Community Bank System, Inc. reported an operating income of 74.61M and revenue of 258.56M, resulting in an operating margin of 28.9%.

AMSF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, AMERISAFE, Inc. reported a net income of 8.15M and revenue of 80.09M, resulting in a net margin of 10.2%.

CBU - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Community Bank System, Inc. reported a net income of 57.22M and revenue of 258.56M, resulting in a net margin of 22.1%.


Frequently Asked Questions


AMSF and CBU have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CBU has higher volatility (6.26%) compared to AMSF (5.08%). In terms of maximum drawdown, AMSF dropped -43.35% vs CBU's -61.07%.

CBU currently has the higher Sharpe Ratio (0.52 vs -1.22), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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