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EIG vs. AMN
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

EIG vs. AMN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Employers Holdings, Inc. (EIG) and AMN Healthcare Services, Inc. (AMN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EIG achieves a 18.98% return, which is significantly lower than AMN's 113.39% return. Over the past 10 years, EIG has outperformed AMN with an annualized return of 9.26%, while AMN has yielded a comparatively lower -2.34% annualized return.


EIG

1D
-2.02%
1M
-2.66%
6M
17.75%
YTD
18.98%
1Y
33.36%
3Y*
12.65%
5Y*
7.96%
10Y*
9.26%
ALL TIME*
7.13%

AMN

1D
-3.11%
1M
-3.22%
6M
57.89%
YTD
113.39%
1Y
88.40%
3Y*
-31.84%
5Y*
-19.67%
10Y*
-2.34%
ALL TIME*
1.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$19.20M$25.99M$32.30M
$10.46M$10.21M$11.54M

EIG vs. AMN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EIG
Employers Holdings, Inc.
18.98%-13.32%33.36%-6.10%12.57%31.88%-20.54%1.59%-3.67%13.72%
AMN
AMN Healthcare Services, Inc.
113.39%-34.11%-68.06%-27.17%-15.95%79.24%9.53%9.97%15.05%28.09%

Correlation

The correlation between EIG and AMN is 0.21, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.21

Correlation (3Y)
Balances recent behavior with more history.

0.19

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.18

Correlation (10Y)
Provides a long-term view across more market conditions.

0.24

Correlation (All Time)
Calculated using the full available price history since Jan 31, 2007

0.32

The correlation between EIG and AMN shifts across timeframes, from 0.18 (5 years) to 0.32 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

EIG:

$1.12B

AMN:

$1.30B

EPS

EIG:

$0.42

AMN:

-$0.84

PS Ratio

EIG:

1.09

AMN:

0.38

Total Revenue (TTM)

EIG:

$837.30M

AMN:

$3.42B

Gross Profit (TTM)

EIG:

$215.90M

AMN:

$872.54M

EBITDA (TTM)

EIG:

-$14.10M

AMN:

$165.94M

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Return for Risk

EIG vs. AMN — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

EIG
EIG Risk / Return Rank: 7474
Overall Rank
EIG Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
EIG Sortino Ratio Rank: 7070
Sortino Ratio Rank
EIG Omega Ratio Rank: 7171
Omega Ratio Rank
EIG Calmar Ratio Rank: 7474
Calmar Ratio Rank
EIG Martin Ratio Rank: 7676
Martin Ratio Rank

AMN
AMN Risk / Return Rank: 8383
Overall Rank
AMN Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
AMN Sortino Ratio Rank: 8383
Sortino Ratio Rank
AMN Omega Ratio Rank: 8080
Omega Ratio Rank
AMN Calmar Ratio Rank: 8686
Calmar Ratio Rank
AMN Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

EIG vs. AMN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Employers Holdings, Inc. (EIG) and AMN Healthcare Services, Inc. (AMN). 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.


EIGAMNDifference
Sharpe ratioReturn per unit of total volatility

-0.21

Sortino ratioReturn per unit of downside risk

-0.76

Omega ratioGain probability vs. loss probability

1.20

1.27

-0.06

Calmar ratioReturn relative to maximum drawdown

1.53

2.92

-1.40

Martin ratioReturn relative to average drawdown

4.11

6.37

-2.25

EIG vs. AMN - Sharpe Ratio Comparison

The current EIG Sharpe Ratio is 1.07, which is comparable to the AMN Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of EIG and AMN, 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

EIG vs. AMN - Drawdown Comparison

The maximum EIG drawdown since its inception was -63.87%, smaller than the maximum AMN drawdown of -89.99%. Use the drawdown chart below to compare losses from any high point for EIG and AMN.


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Drawdown Indicators


EIGAMNDifference

Max Drawdown

Largest peak-to-trough decline

-63.87%

-89.99%

+26.12%

Max Drawdown (1Y)

Largest decline over 1 year

-17.40%

-28.67%

+11.27%

Max Drawdown (3Y)

Largest decline over 3 years

-31.29%

-83.57%

+52.28%

Max Drawdown (5Y)

Largest decline over 5 years

-31.29%

-88.11%

+56.82%

Max Drawdown (10Y)

Largest decline over 10 years

-43.83%

-88.11%

+44.28%

Current Drawdown

Current decline from peak

-2.66%

-73.53%

+70.87%

Average Drawdown

Average peak-to-trough decline

-17.61%

-45.88%

+28.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.45%

13.17%

-6.72%

Volatility

EIG vs. AMN - Volatility Comparison

The current volatility for Employers Holdings, Inc. (EIG) is 7.54%, while AMN Healthcare Services, Inc. (AMN) has a volatility of 15.75%. This indicates that EIG experiences smaller price fluctuations and is considered to be less risky than AMN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EIGAMNDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.54%

15.75%

-8.21%

Volatility (6M)

Calculated over the trailing 6-month period

18.43%

47.93%

-29.50%

Volatility (1Y)

Calculated over the trailing 1-year period

26.63%

65.72%

-39.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.93%

52.43%

-28.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.63%

46.84%

-20.21%

Dividends

EIG vs. AMN - Dividend Comparison

EIG's dividend yield for the trailing twelve months is around 2.57%, while AMN has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
AMN
AMN Healthcare Services, 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%
EIG
Employers Holdings, Inc.
2.57%2.92%2.30%2.79%7.60%2.42%3.11%2.11%1.91%1.35%0.91%0.88%

Financials

EIG vs. AMN - Financials Comparison

This section allows you to compare key financial metrics between Employers Holdings, Inc. and AMN Healthcare Services, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items

EIG vs. AMN - Profitability Comparison

The chart below illustrates the profitability comparison between Employers Holdings, Inc. and AMN Healthcare Services, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

EIG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Employers Holdings, Inc. reported a gross profit of 0.00 and revenue of 220.20M. Therefore, the gross margin over that period was 0.0%.

AMN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, AMN Healthcare Services, Inc. reported a gross profit of 368.84M and revenue of 1.38B. Therefore, the gross margin over that period was 26.8%.

EIG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Employers Holdings, Inc. reported an operating income of 0.00 and revenue of 220.20M, resulting in an operating margin of 0.0%.

AMN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, AMN Healthcare Services, Inc. reported an operating income of 117.17M and revenue of 1.38B, resulting in an operating margin of 8.5%.

EIG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Employers Holdings, Inc. reported a net income of 29.10M and revenue of 220.20M, resulting in a net margin of 13.2%.

AMN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, AMN Healthcare Services, Inc. reported a net income of 62.17M and revenue of 1.38B, resulting in a net margin of 4.5%.


Frequently Asked Questions


EIG and AMN have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AMN has higher volatility (15.75%) compared to EIG (7.54%). In terms of maximum drawdown, EIG dropped -63.87% vs AMN's -89.99%.

AMN currently has the higher Sharpe Ratio (1.28 vs 1.07), 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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