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AMT vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AMT and VOO 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.


-0.50.00.51.0
Correlation: 0.4

Performance

AMT vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Tower Corporation (AMT) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

400.00%450.00%500.00%550.00%600.00%NovemberDecember2025FebruaryMarchApril
472.32%
557.08%
AMT
VOO

Key characteristics

Sharpe Ratio

AMT:

0.92

VOO:

0.54

Sortino Ratio

AMT:

1.40

VOO:

0.88

Omega Ratio

AMT:

1.18

VOO:

1.13

Calmar Ratio

AMT:

0.64

VOO:

0.55

Martin Ratio

AMT:

2.03

VOO:

2.27

Ulcer Index

AMT:

12.35%

VOO:

4.55%

Daily Std Dev

AMT:

27.14%

VOO:

19.19%

Max Drawdown

AMT:

-98.70%

VOO:

-33.99%

Current Drawdown

AMT:

-22.44%

VOO:

-9.90%

Returns By Period

In the year-to-date period, AMT achieves a 15.89% return, which is significantly higher than VOO's -5.74% return. Over the past 10 years, AMT has underperformed VOO with an annualized return of 10.80%, while VOO has yielded a comparatively higher 12.07% annualized return.


AMT

YTD

15.89%

1M

1.21%

6M

-3.75%

1Y

25.97%

5Y*

-0.27%

10Y*

10.80%

VOO

YTD

-5.74%

1M

-3.16%

6M

-4.28%

1Y

10.88%

5Y*

16.04%

10Y*

12.07%

*Annualized

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Risk-Adjusted Performance

AMT vs. VOO — Risk-Adjusted Performance Rank

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

AMT
The Risk-Adjusted Performance Rank of AMT is 7777
Overall Rank
The Sharpe Ratio Rank of AMT is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of AMT is 7676
Sortino Ratio Rank
The Omega Ratio Rank of AMT is 7474
Omega Ratio Rank
The Calmar Ratio Rank of AMT is 7878
Calmar Ratio Rank
The Martin Ratio Rank of AMT is 7373
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6161
Overall Rank
The Sharpe Ratio Rank of VOO is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6464
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6363
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.

AMT vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Tower Corporation (AMT) and Vanguard S&P 500 ETF (VOO). 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 chart of Sharpe ratio for AMT, currently valued at 0.92, compared to the broader market-2.00-1.000.001.002.003.00
AMT: 0.92
VOO: 0.54
The chart of Sortino ratio for AMT, currently valued at 1.40, compared to the broader market-6.00-4.00-2.000.002.004.00
AMT: 1.40
VOO: 0.88
The chart of Omega ratio for AMT, currently valued at 1.18, compared to the broader market0.501.001.502.00
AMT: 1.18
VOO: 1.13
The chart of Calmar ratio for AMT, currently valued at 0.64, compared to the broader market0.001.002.003.004.005.00
AMT: 0.64
VOO: 0.55
The chart of Martin ratio for AMT, currently valued at 2.03, compared to the broader market-5.000.005.0010.0015.0020.00
AMT: 2.03
VOO: 2.27

The current AMT Sharpe Ratio is 0.92, which is higher than the VOO Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of AMT and VOO, 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-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.92
0.54
AMT
VOO

Dividends

AMT vs. VOO - Dividend Comparison

AMT's dividend yield for the trailing twelve months is around 3.11%, more than VOO's 1.38% yield.


TTM20242023202220212020201920182017201620152014
AMT
American Tower Corporation
3.11%3.53%2.99%2.77%1.78%2.02%1.64%1.99%1.84%2.05%1.87%1.42%
VOO
Vanguard S&P 500 ETF
1.38%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

AMT vs. VOO - Drawdown Comparison

The maximum AMT drawdown since its inception was -98.70%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for AMT and VOO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-22.44%
-9.90%
AMT
VOO

Volatility

AMT vs. VOO - Volatility Comparison

The current volatility for American Tower Corporation (AMT) is 10.76%, while Vanguard S&P 500 ETF (VOO) has a volatility of 13.96%. This indicates that AMT experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
10.76%
13.96%
AMT
VOO