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

Correlation

The correlation between AMT and VOO 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.


-0.50.00.51.00.4

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.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
-6.94%
7.93%
AMT
VOO

Key characteristics

Sharpe Ratio

AMT:

-0.49

VOO:

2.04

Sortino Ratio

AMT:

-0.54

VOO:

2.72

Omega Ratio

AMT:

0.93

VOO:

1.38

Calmar Ratio

AMT:

-0.31

VOO:

3.02

Martin Ratio

AMT:

-1.10

VOO:

13.60

Ulcer Index

AMT:

11.12%

VOO:

1.88%

Daily Std Dev

AMT:

24.68%

VOO:

12.52%

Max Drawdown

AMT:

-98.70%

VOO:

-33.99%

Current Drawdown

AMT:

-35.11%

VOO:

-3.52%

Returns By Period

In the year-to-date period, AMT achieves a -14.84% return, which is significantly lower than VOO's 24.65% return. Over the past 10 years, AMT has underperformed VOO with an annualized return of 8.34%, while VOO has yielded a comparatively higher 13.02% annualized return.


AMT

YTD

-14.84%

1M

-10.81%

6M

-6.93%

1Y

-12.23%

5Y*

-2.21%

10Y*

8.34%

VOO

YTD

24.65%

1M

-0.29%

6M

7.63%

1Y

24.77%

5Y*

14.57%

10Y*

13.02%

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for AMT, currently valued at -0.49, compared to the broader market-4.00-2.000.002.00-0.491.98
The chart of Sortino ratio for AMT, currently valued at -0.54, compared to the broader market-4.00-2.000.002.004.00-0.542.65
The chart of Omega ratio for AMT, currently valued at 0.93, compared to the broader market0.501.001.502.000.931.37
The chart of Calmar ratio for AMT, currently valued at -0.31, compared to the broader market0.002.004.006.00-0.312.93
The chart of Martin ratio for AMT, currently valued at -1.10, compared to the broader market0.0010.0020.00-1.1013.12
AMT
VOO

The current AMT Sharpe Ratio is -0.49, which is lower than the VOO Sharpe Ratio of 2.04. 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.49
1.98
AMT
VOO

Dividends

AMT vs. VOO - Dividend Comparison

AMT's dividend yield for the trailing twelve months is around 3.66%, more than VOO's 1.26% yield.


TTM20232022202120202019201820172016201520142013
AMT
American Tower Corporation
3.66%2.99%2.77%1.78%2.02%1.64%1.99%1.84%2.05%1.87%1.42%1.38%
VOO
Vanguard S&P 500 ETF
0.92%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

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%JulyAugustSeptemberOctoberNovemberDecember
-35.11%
-3.52%
AMT
VOO

Volatility

AMT vs. VOO - Volatility Comparison

American Tower Corporation (AMT) has a higher volatility of 7.66% compared to Vanguard S&P 500 ETF (VOO) at 3.56%. This indicates that AMT's price experiences larger fluctuations and is considered to be riskier 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%JulyAugustSeptemberOctoberNovemberDecember
7.66%
3.56%
AMT
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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