AMSF vs. SPY
Compare and contrast key facts about AMERISAFE, Inc. (AMSF) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AMSF or SPY.
Correlation
The correlation between AMSF and SPY is 0.41, 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
AMSF vs. SPY - Performance Comparison
Key characteristics
AMSF:
0.05
SPY:
1.88
AMSF:
0.26
SPY:
2.53
AMSF:
1.04
SPY:
1.35
AMSF:
0.04
SPY:
2.83
AMSF:
0.12
SPY:
11.74
AMSF:
10.79%
SPY:
2.02%
AMSF:
25.24%
SPY:
12.64%
AMSF:
-40.90%
SPY:
-55.19%
AMSF:
-17.49%
SPY:
-0.42%
Returns By Period
In the year-to-date period, AMSF achieves a -4.11% return, which is significantly lower than SPY's 4.15% return. Over the past 10 years, AMSF has underperformed SPY with an annualized return of 7.44%, while SPY has yielded a comparatively higher 13.18% annualized return.
AMSF
-4.11%
-3.31%
3.11%
3.67%
-3.64%
7.44%
SPY
4.15%
1.22%
10.44%
24.34%
14.62%
13.18%
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Risk-Adjusted Performance
AMSF vs. SPY — Risk-Adjusted Performance Rank
AMSF
SPY
AMSF vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AMERISAFE, Inc. (AMSF) 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.
Dividends
AMSF vs. SPY - Dividend Comparison
AMSF's dividend yield for the trailing twelve months is around 2.99%, more than SPY's 1.16% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMSF AMERISAFE, Inc. | 2.99% | 2.87% | 2.91% | 2.39% | 9.59% | 7.97% | 6.82% | 7.73% | 6.98% | 6.37% | 7.07% | 4.67% |
SPY SPDR S&P 500 ETF | 1.16% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
AMSF vs. SPY - Drawdown Comparison
The maximum AMSF drawdown since its inception was -40.90%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for AMSF and SPY. For additional features, visit the drawdowns tool.
Volatility
AMSF vs. SPY - Volatility Comparison
AMERISAFE, Inc. (AMSF) has a higher volatility of 4.59% compared to SPDR S&P 500 ETF (SPY) at 2.93%. This indicates that AMSF'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.