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

Correlation

The correlation between AMX 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.


Performance

AMX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in América Móvil, S.A.B. de C.V. (AMX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

AMX:

-0.19

VOO:

0.70

Sortino Ratio

AMX:

-0.26

VOO:

1.05

Omega Ratio

AMX:

0.97

VOO:

1.15

Calmar Ratio

AMX:

-0.21

VOO:

0.69

Martin Ratio

AMX:

-0.49

VOO:

2.62

Ulcer Index

AMX:

16.80%

VOO:

4.93%

Daily Std Dev

AMX:

26.49%

VOO:

19.55%

Max Drawdown

AMX:

-64.34%

VOO:

-33.99%

Current Drawdown

AMX:

-20.57%

VOO:

-3.45%

Returns By Period

In the year-to-date period, AMX achieves a 21.10% return, which is significantly higher than VOO's 1.00% return. Over the past 10 years, AMX has underperformed VOO with an annualized return of 1.27%, while VOO has yielded a comparatively higher 12.81% annualized return.


AMX

YTD

21.10%

1M

0.99%

6M

17.81%

1Y

-4.94%

3Y*

-5.27%

5Y*

8.76%

10Y*

1.27%

VOO

YTD

1.00%

1M

6.44%

6M

-0.84%

1Y

13.62%

3Y*

14.14%

5Y*

15.91%

10Y*

12.81%

*Annualized

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América Móvil, S.A.B. de C.V.

Vanguard S&P 500 ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

AMX vs. VOO — Risk-Adjusted Performance Rank

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

AMX
The Risk-Adjusted Performance Rank of AMX is 3535
Overall Rank
The Sharpe Ratio Rank of AMX is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of AMX is 2828
Sortino Ratio Rank
The Omega Ratio Rank of AMX is 2929
Omega Ratio Rank
The Calmar Ratio Rank of AMX is 3737
Calmar Ratio Rank
The Martin Ratio Rank of AMX is 4040
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6161
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6464
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.

AMX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for América Móvil, S.A.B. de C.V. (AMX) 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 current AMX Sharpe Ratio is -0.19, which is lower than the VOO Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of AMX 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

AMX vs. VOO - Dividend Comparison

AMX's dividend yield for the trailing twelve months is around 2.92%, more than VOO's 1.29% yield.


TTM20242023202220212020201920182017201620152014
AMX
América Móvil, S.A.B. de C.V.
2.92%3.53%120.36%3.99%1.88%2.49%2.30%2.30%1.91%3.39%8.96%1.63%
VOO
Vanguard S&P 500 ETF
1.29%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

AMX vs. VOO - Drawdown Comparison

The maximum AMX drawdown since its inception was -64.34%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for AMX and VOO.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

AMX vs. VOO - Volatility Comparison

The current volatility for América Móvil, S.A.B. de C.V. (AMX) is 4.30%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.83%. This indicates that AMX 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.


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