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APAM vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between APAM and SPY is 0.61, 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.


-0.50.00.51.00.6

Performance

APAM vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Artisan Partners Asset Management Inc. (APAM) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
5.50%
7.03%
APAM
SPY

Key characteristics

Sharpe Ratio

APAM:

0.34

SPY:

1.70

Sortino Ratio

APAM:

0.64

SPY:

2.29

Omega Ratio

APAM:

1.08

SPY:

1.31

Calmar Ratio

APAM:

0.54

SPY:

2.58

Martin Ratio

APAM:

1.12

SPY:

10.64

Ulcer Index

APAM:

8.39%

SPY:

2.03%

Daily Std Dev

APAM:

27.59%

SPY:

12.65%

Max Drawdown

APAM:

-59.70%

SPY:

-55.19%

Current Drawdown

APAM:

-11.65%

SPY:

-2.56%

Returns By Period

In the year-to-date period, APAM achieves a 0.77% return, which is significantly lower than SPY's 1.90% return. Over the past 10 years, APAM has underperformed SPY with an annualized return of 8.07%, while SPY has yielded a comparatively higher 12.98% annualized return.


APAM

YTD

0.77%

1M

-1.74%

6M

5.29%

1Y

7.98%

5Y*

15.60%

10Y*

8.07%

SPY

YTD

1.90%

1M

-1.77%

6M

7.18%

1Y

19.10%

5Y*

15.71%

10Y*

12.98%

*Annualized

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Risk-Adjusted Performance

APAM vs. SPY — Risk-Adjusted Performance Rank

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

APAM
The Risk-Adjusted Performance Rank of APAM is 5757
Overall Rank
The Sharpe Ratio Rank of APAM is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of APAM is 5050
Sortino Ratio Rank
The Omega Ratio Rank of APAM is 4848
Omega Ratio Rank
The Calmar Ratio Rank of APAM is 6969
Calmar Ratio Rank
The Martin Ratio Rank of APAM is 5959
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 7575
Overall Rank
The Sharpe Ratio Rank of SPY is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 7070
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 7474
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 7777
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 7979
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.

APAM vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Artisan Partners Asset Management Inc. (APAM) 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.


The chart of Sharpe ratio for APAM, currently valued at 0.34, compared to the broader market-2.000.002.000.341.70
The chart of Sortino ratio for APAM, currently valued at 0.64, compared to the broader market-4.00-2.000.002.004.006.000.642.29
The chart of Omega ratio for APAM, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.31
The chart of Calmar ratio for APAM, currently valued at 0.54, compared to the broader market0.002.004.006.000.542.58
The chart of Martin ratio for APAM, currently valued at 1.12, compared to the broader market0.0010.0020.001.1210.64
APAM
SPY

The current APAM Sharpe Ratio is 0.34, which is lower than the SPY Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of APAM and SPY, 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.34
1.70
APAM
SPY

Dividends

APAM vs. SPY - Dividend Comparison

APAM's dividend yield for the trailing twelve months is around 8.27%, more than SPY's 1.18% yield.


TTM20242023202220212020201920182017201620152014
APAM
Artisan Partners Asset Management Inc.
8.27%7.34%6.02%12.36%8.88%6.73%10.49%14.43%6.99%9.41%9.29%7.58%
SPY
SPDR S&P 500 ETF
1.18%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

APAM vs. SPY - Drawdown Comparison

The maximum APAM drawdown since its inception was -59.70%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for APAM and SPY. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-11.65%
-2.56%
APAM
SPY

Volatility

APAM vs. SPY - Volatility Comparison

Artisan Partners Asset Management Inc. (APAM) has a higher volatility of 7.06% compared to SPDR S&P 500 ETF (SPY) at 3.34%. This indicates that APAM'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.


2.00%4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
7.06%
3.34%
APAM
SPY