NTRS vs. AMP
NTRS (Northern Trust Corporation) 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, NTRS returned 11.91%/yr vs 18.50%/yr for AMP. A 0.69 correlation means they provide meaningful diversification when combined.
Performance
NTRS vs. AMP - Performance Comparison
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Returns By Period
In the year-to-date period, NTRS achieves a 27.41% return, which is significantly higher than AMP's -6.57% return. Over the past 10 years, NTRS has underperformed AMP with an annualized return of 11.91%, while AMP has yielded a comparatively higher 18.50% annualized return.
NTRS
- 1D
- 2.74%
- 1M
- 7.09%
- YTD
- 27.41%
- 6M
- 31.43%
- 1Y
- 67.22%
- 3Y*
- 36.81%
- 5Y*
- 10.82%
- 10Y*
- 11.91%
AMP
- 1D
- 3.21%
- 1M
- -4.12%
- YTD
- -6.57%
- 6M
- -3.38%
- 1Y
- -9.13%
- 3Y*
- 15.00%
- 5Y*
- 13.05%
- 10Y*
- 18.50%
NTRS vs. AMP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NTRS Northern Trust Corporation | 27.41% | 36.92% | 25.63% | -1.02% | -23.82% | 31.65% | -9.29% | 30.59% | -14.68% | 14.18% |
AMP Ameriprise Financial, Inc. | -6.57% | -6.73% | 42.10% | 23.99% | 4.98% | 57.92% | 19.82% | 63.96% | -36.83% | 56.40% |
Correlation
The correlation between NTRS 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 | 0.71 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Oct 4, 2005 | 0.69 |
The correlation between NTRS and AMP shifts across timeframes, from 0.60 (1 year) to 0.72 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
NTRS:
$9.09
AMP:
$30.77
NTRS:
19.03
AMP:
14.79
NTRS:
1.50
AMP:
1.88
NTRS:
2.31
AMP:
3.06
NTRS:
$14.30B
AMP:
$14.42B
NTRS:
$8.09B
AMP:
$7.51B
NTRS:
$3.21B
AMP:
$5.13B
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Return for Risk
NTRS vs. AMP — Risk / Return Rank
NTRS
AMP
NTRS vs. AMP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern Trust Corporation (NTRS) 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.
| NTRS | AMP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.94 | ||
| Sortino ratioReturn per unit of downside risk | +3.86 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 0.96 | +0.48 |
| Calmar ratioReturn relative to maximum drawdown | 5.45 | -0.44 | +5.89 |
| Martin ratioReturn relative to average drawdown | 14.73 | -0.79 | +15.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NTRS | AMP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.58 | -0.37 | +2.94 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 0.47 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | 0.55 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.39 | 0.00 |
Drawdowns
NTRS vs. AMP - Drawdown Comparison
The maximum NTRS drawdown since its inception was -67.67%, smaller than the maximum AMP drawdown of -81.14%. Use the drawdown chart below to compare losses from any high point for NTRS and AMP.
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Drawdown Indicators
| NTRS | AMP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.67% | -81.14% | +13.47% |
Max Drawdown (1Y)Largest decline over 1 year | -12.39% | -20.87% | +8.48% |
Max Drawdown (3Y)Largest decline over 3 years | -25.21% | -26.39% | +1.18% |
Max Drawdown (5Y)Largest decline over 5 years | -50.03% | -31.54% | -18.49% |
Max Drawdown (10Y)Largest decline over 10 years | -50.03% | -53.88% | +3.85% |
Current DrawdownCurrent decline from peak | 0.00% | -19.33% | +19.33% |
Average DrawdownAverage peak-to-trough decline | -20.96% | -15.13% | -5.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.58% | 11.65% | -7.07% |
Volatility
NTRS vs. AMP - Volatility Comparison
The current volatility for Northern Trust Corporation (NTRS) is 5.05%, while Ameriprise Financial, Inc. (AMP) has a volatility of 6.85%. This indicates that NTRS experiences smaller price fluctuations and is considered to be less risky than AMP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NTRS | AMP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.05% | 6.85% | -1.80% |
Volatility (6M)Calculated over the trailing 6-month period | 18.81% | 19.75% | -0.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.26% | 24.93% | +1.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.58% | 27.83% | +1.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.37% | 33.97% | -3.60% |
Dividends
NTRS vs. AMP - Dividend Comparison
NTRS's dividend yield for the trailing twelve months is around 1.82%, more than AMP's 1.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMP Ameriprise Financial, Inc. | 1.43% | 1.28% | 1.09% | 1.40% | 1.57% | 1.47% | 2.10% | 2.29% | 3.38% | 1.91% | 2.63% | 2.43% |
NTRS Northern Trust Corporation | 1.82% | 2.27% | 2.93% | 3.56% | 3.28% | 2.34% | 3.01% | 2.45% | 2.32% | 1.60% | 1.66% | 1.96% |
Financials
NTRS vs. AMP - Financials Comparison
This section allows you to compare key financial metrics between Northern Trust Corporation 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
NTRS 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.
AMP has higher volatility (6.85%) compared to NTRS (5.05%). In terms of maximum drawdown, NTRS dropped -67.67% vs AMP's -81.14%.
NTRS currently has the higher Sharpe Ratio (2.58 vs -0.37), 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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