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AS vs. OEF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AS vs. OEF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amer Sports, Inc (AS) and iShares S&P 100 ETF (OEF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AS achieves a -6.93% return, which is significantly lower than OEF's 5.60% return.


AS

1D
-3.74%
1M
-1.42%
YTD
-6.93%
6M
-8.36%
1Y
-6.36%
3Y*
5Y*
10Y*

OEF

1D
-1.41%
1M
-2.70%
YTD
5.60%
6M
4.83%
1Y
23.70%
3Y*
22.31%
5Y*
14.45%
10Y*
16.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AS vs. OEF - Yearly Performance Comparison


2026 (YTD)20252024
AS
Amer Sports, Inc
-6.93%33.58%108.66%
OEF
iShares S&P 100 ETF
5.60%19.80%27.74%

Correlation

The correlation between AS and OEF is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.51

Correlation (All Time)
Calculated using the full available price history since Feb 1, 2024

0.44

The correlation between AS and OEF has been stable across timeframes, ranging from 0.44 to 0.51 - a consistent structural relationship.

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Return for Risk

AS vs. OEF — Risk / Return Rank

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

AS
AS Risk / Return Rank: 3535
Overall Rank
AS Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
AS Sortino Ratio Rank: 3333
Sortino Ratio Rank
AS Omega Ratio Rank: 3333
Omega Ratio Rank
AS Calmar Ratio Rank: 3636
Calmar Ratio Rank
AS Martin Ratio Rank: 3535
Martin Ratio Rank

OEF
OEF Risk / Return Rank: 5151
Overall Rank
OEF Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
OEF Sortino Ratio Rank: 5151
Sortino Ratio Rank
OEF Omega Ratio Rank: 5353
Omega Ratio Rank
OEF Calmar Ratio Rank: 4545
Calmar Ratio Rank
OEF Martin Ratio Rank: 5252
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AS vs. OEF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amer Sports, Inc (AS) and iShares S&P 100 ETF (OEF). 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.


ASOEFDifference
Sharpe ratioReturn per unit of total volatility

-1.93

Sortino ratioReturn per unit of downside risk

-2.35

Omega ratioGain probability vs. loss probability

1.01

1.32

-0.31

Calmar ratioReturn relative to maximum drawdown

-0.22

2.15

-2.37

Martin ratioReturn relative to average drawdown

-0.43

8.71

-9.14

AS vs. OEF - Sharpe Ratio Comparison

The current AS Sharpe Ratio is -0.15, which is lower than the OEF Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of AS and OEF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AS vs. OEF - Drawdown Comparison

The maximum AS drawdown since its inception was -40.71%, smaller than the maximum OEF drawdown of -54.11%. Use the drawdown chart below to compare losses from any high point for AS and OEF.


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Drawdown Indicators


ASOEFDifference

Max Drawdown

Largest peak-to-trough decline

-40.71%

-54.11%

+13.40%

Max Drawdown (1Y)

Largest decline over 1 year

-28.78%

-11.06%

-17.72%

Max Drawdown (3Y)

Largest decline over 3 years

-19.80%

Max Drawdown (5Y)

Largest decline over 5 years

-26.47%

Max Drawdown (10Y)

Largest decline over 10 years

-31.44%

Current Drawdown

Current decline from peak

-17.16%

-4.48%

-12.68%

Average Drawdown

Average peak-to-trough decline

-13.31%

-11.74%

-1.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.74%

2.73%

+12.01%

Volatility

AS vs. OEF - Volatility Comparison

Amer Sports, Inc (AS) has a higher volatility of 11.52% compared to iShares S&P 100 ETF (OEF) at 5.27%. This indicates that AS's price experiences larger fluctuations and is considered to be riskier than OEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ASOEFDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.52%

5.27%

+6.25%

Volatility (6M)

Calculated over the trailing 6-month period

29.60%

10.57%

+19.03%

Volatility (1Y)

Calculated over the trailing 1-year period

41.56%

13.42%

+28.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.51%

17.81%

+31.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.51%

18.48%

+31.03%

Dividends

AS vs. OEF - Dividend Comparison

AS has not paid dividends to shareholders, while OEF's dividend yield for the trailing twelve months is around 0.89%.


PositionTTM20252024202320222021202020192018201720162015
AS
Amer Sports, Inc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
OEF
iShares S&P 100 ETF
0.89%0.81%1.03%1.19%1.55%1.06%1.43%1.87%2.09%1.81%2.07%2.11%

Frequently Asked Questions


AS and OEF have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AS has higher volatility (11.52%) compared to OEF (5.27%). In terms of maximum drawdown, AS dropped -40.71% vs OEF's -54.11%.

OEF currently has the higher Sharpe Ratio (1.78 vs -0.15), 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.

Portfolio Optimizer

Find the right allocation for AS and OEF

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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