AMTM vs. LVHI
AMTM (Amentum Holdings Inc) is a stock, while LVHI (Franklin International Low Volatility High Dividend Index ETF) is Volatility Hedged Equity fund tracking the Franklin International Low Volatility High Dividend Hedged Index-NR. Over the past year, AMTM returned -8.57% vs 31.42% for LVHI. At a 0.27 correlation, their price movements are largely independent.
Performance
AMTM vs. LVHI - Performance Comparison
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Returns By Period
In the year-to-date period, AMTM achieves a -29.72% return, which is significantly lower than LVHI's 12.17% return.
AMTM
- 1D
- -2.77%
- 1M
- -12.27%
- YTD
- -29.72%
- 6M
- -31.86%
- 1Y
- -8.57%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
LVHI
- 1D
- -0.22%
- 1M
- -0.87%
- YTD
- 12.17%
- 6M
- 12.44%
- 1Y
- 31.42%
- 3Y*
- 21.59%
- 5Y*
- 15.75%
- 10Y*
- —
AMTM vs. LVHI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
AMTM Amentum Holdings Inc | -29.72% | 37.90% | -34.28% |
LVHI Franklin International Low Volatility High Dividend Index ETF | 12.17% | 27.12% | -0.60% |
Correlation
The correlation between AMTM and LVHI is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2024 | 0.27 |
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Return for Risk
AMTM vs. LVHI — Risk / Return Rank
AMTM
LVHI
AMTM vs. LVHI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amentum Holdings Inc (AMTM) and Franklin International Low Volatility High Dividend Index ETF (LVHI). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AMTM | LVHI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.48 | ||
| Sortino ratioReturn per unit of downside risk | -4.48 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.62 | -0.62 |
| Calmar ratioReturn relative to maximum drawdown | -0.19 | 5.20 | -5.38 |
| Martin ratioReturn relative to average drawdown | -0.43 | 21.44 | -21.87 |
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Drawdowns
AMTM vs. LVHI - Drawdown Comparison
The maximum AMTM drawdown since its inception was -50.81%, which is greater than LVHI's maximum drawdown of -32.31%. Use the drawdown chart below to compare losses from any high point for AMTM and LVHI.
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Drawdown Indicators
| AMTM | LVHI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.81% | -32.31% | -18.50% |
Max Drawdown (1Y)Largest decline over 1 year | -45.70% | -6.08% | -39.62% |
Max Drawdown (3Y)Largest decline over 3 years | — | -11.99% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -11.99% | — |
Current DrawdownCurrent decline from peak | -45.70% | -1.41% | -44.29% |
Average DrawdownAverage peak-to-trough decline | -27.83% | -3.50% | -24.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.19% | 1.47% | +18.72% |
Volatility
AMTM vs. LVHI - Volatility Comparison
Amentum Holdings Inc (AMTM) has a higher volatility of 9.58% compared to Franklin International Low Volatility High Dividend Index ETF (LVHI) at 2.60%. This indicates that AMTM's price experiences larger fluctuations and is considered to be riskier than LVHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMTM | LVHI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.58% | 2.60% | +6.98% |
Volatility (6M)Calculated over the trailing 6-month period | 28.39% | 7.68% | +20.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.20% | 9.62% | +34.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 58.18% | 11.07% | +47.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 58.18% | 13.74% | +44.44% |
Dividends
AMTM vs. LVHI - Dividend Comparison
AMTM has not paid dividends to shareholders, while LVHI's dividend yield for the trailing twelve months is around 4.75%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
AMTM Amentum Holdings Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LVHI Franklin International Low Volatility High Dividend Index ETF | 4.75% | 4.92% | 3.98% | 8.12% | 7.74% | 4.13% | 3.97% | 6.67% | 10.67% | 3.38% | 2.02% |
Frequently Asked Questions
AMTM and LVHI have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AMTM has higher volatility (9.58%) compared to LVHI (2.60%). In terms of maximum drawdown, AMTM dropped -50.81% vs LVHI's -32.31%.
LVHI currently has the higher Sharpe Ratio (3.28 vs -0.19), 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.
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