IVZ vs. AMP
IVZ (Invesco Ltd.) and AMP (Ameriprise Financial, Inc.) are both stocks. Both operate in the Asset Management industry within the Financial Services sector. Over the past 10 years, IVZ returned 5.38%/yr vs 19.31%/yr for AMP. A 0.70 correlation means they provide meaningful diversification when combined.
Performance
IVZ vs. AMP - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IVZ achieves a 11.84% return, which is significantly higher than AMP's -5.75% return. Over the past 10 years, IVZ has underperformed AMP with an annualized return of 5.38%, while AMP has yielded a comparatively higher 19.31% annualized return.
IVZ
- 1D
- 2.23%
- 1M
- 6.64%
- YTD
- 11.84%
- 6M
- 11.89%
- 1Y
- 106.01%
- 3Y*
- 26.94%
- 5Y*
- 4.41%
- 10Y*
- 5.38%
AMP
- 1D
- 1.94%
- 1M
- -2.39%
- YTD
- -5.75%
- 6M
- -6.37%
- 1Y
- -7.26%
- 3Y*
- 14.62%
- 5Y*
- 13.84%
- 10Y*
- 19.31%
IVZ vs. AMP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IVZ Invesco Ltd. | 11.84% | 56.94% | 3.02% | 6.05% | -18.71% | 35.56% | 3.06% | 14.91% | -52.05% | 24.67% |
AMP Ameriprise Financial, Inc. | -5.75% | -6.73% | 42.10% | 23.99% | 4.98% | 57.92% | 19.82% | 63.96% | -36.83% | 56.40% |
Correlation
The correlation between IVZ and AMP is 0.60, 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 | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Oct 3, 2005 | 0.70 |
The correlation between IVZ and AMP shifts across timeframes, from 0.60 (1 year) to 0.70 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
IVZ:
-$0.62
AMP:
$30.77
IVZ:
2.06
AMP:
3.08
IVZ:
$6.38B
AMP:
$14.42B
IVZ:
$2.75B
AMP:
$7.51B
IVZ:
$1.38B
AMP:
$5.13B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IVZ vs. AMP — Risk / Return Rank
IVZ
AMP
IVZ vs. AMP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Ltd. (IVZ) and Ameriprise Financial, Inc. (AMP). 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.
| IVZ | AMP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.26 | ||
| Sortino ratioReturn per unit of downside risk | +3.91 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 0.95 | +0.52 |
| Calmar ratioReturn relative to maximum drawdown | 4.57 | -0.47 | +5.04 |
| Martin ratioReturn relative to average drawdown | 12.34 | -0.82 | +13.16 |
Loading charts...
Drawdowns
IVZ vs. AMP - Drawdown Comparison
The maximum IVZ drawdown since its inception was -83.91%, roughly equal to the maximum AMP drawdown of -81.14%. Use the drawdown chart below to compare losses from any high point for IVZ and AMP.
Loading charts...
Drawdown Indicators
| IVZ | AMP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.91% | -81.14% | -2.77% |
Max Drawdown (1Y)Largest decline over 1 year | -22.03% | -20.87% | -1.16% |
Max Drawdown (3Y)Largest decline over 3 years | -36.52% | -26.39% | -10.13% |
Max Drawdown (5Y)Largest decline over 5 years | -52.44% | -31.54% | -20.90% |
Max Drawdown (10Y)Largest decline over 10 years | -79.72% | -53.88% | -25.84% |
Current DrawdownCurrent decline from peak | -0.20% | -18.61% | +18.41% |
Average DrawdownAverage peak-to-trough decline | -35.98% | -15.14% | -20.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.15% | 11.92% | -3.77% |
Volatility
IVZ vs. AMP - Volatility Comparison
Invesco Ltd. (IVZ) has a higher volatility of 9.80% compared to Ameriprise Financial, Inc. (AMP) at 5.97%. This indicates that IVZ's price experiences larger fluctuations and is considered to be riskier than AMP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IVZ | AMP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.80% | 5.97% | +3.83% |
Volatility (6M)Calculated over the trailing 6-month period | 25.28% | 19.24% | +6.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.17% | 24.92% | +10.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.60% | 27.82% | +8.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.41% | 33.97% | +5.44% |
Dividends
IVZ vs. AMP - Dividend Comparison
IVZ's dividend yield for the trailing twelve months is around 2.92%, more than AMP's 1.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMP Ameriprise Financial, Inc. | 1.42% | 1.28% | 1.09% | 1.40% | 1.57% | 1.47% | 2.10% | 2.29% | 3.38% | 1.91% | 2.63% | 2.43% |
IVZ Invesco Ltd. | 2.92% | 3.18% | 4.66% | 6.15% | 4.07% | 2.89% | 4.45% | 6.84% | 7.11% | 3.15% | 3.66% | 3.17% |
Financials
IVZ vs. AMP - Financials Comparison
This section allows you to compare key financial metrics between Invesco Ltd. and Ameriprise Financial, 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
IVZ and AMP have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IVZ has higher volatility (9.80%) compared to AMP (5.97%). In terms of maximum drawdown, IVZ dropped -83.91% vs AMP's -81.14%.
IVZ currently has the higher Sharpe Ratio (2.87 vs -0.39), 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.
Find the right allocation for IVZ and AMP
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer