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NTRS vs. AMP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NTRS and AMP is 0.68, 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.


Performance

NTRS vs. AMP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Northern Trust Corporation (NTRS) and Ameriprise Financial, Inc. (AMP). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

NTRS:

1.01

AMP:

0.65

Sortino Ratio

NTRS:

1.47

AMP:

1.09

Omega Ratio

NTRS:

1.20

AMP:

1.15

Calmar Ratio

NTRS:

0.78

AMP:

0.73

Martin Ratio

NTRS:

3.49

AMP:

2.26

Ulcer Index

NTRS:

7.79%

AMP:

8.51%

Daily Std Dev

NTRS:

28.53%

AMP:

29.91%

Max Drawdown

NTRS:

-67.67%

AMP:

-81.14%

Current Drawdown

NTRS:

-12.17%

AMP:

-10.59%

Fundamentals

Market Cap

NTRS:

$20.88B

AMP:

$49.41B

EPS

NTRS:

$10.71

AMP:

$29.42

PE Ratio

NTRS:

10.02

AMP:

17.64

PEG Ratio

NTRS:

67.33

AMP:

2.07

PS Ratio

NTRS:

2.43

AMP:

2.73

PB Ratio

NTRS:

1.75

AMP:

9.11

Total Revenue (TTM)

NTRS:

$11.49B

AMP:

$17.47B

Gross Profit (TTM)

NTRS:

$10.00B

AMP:

$17.47B

EBITDA (TTM)

NTRS:

$2.97B

AMP:

$3.67B

Returns By Period

In the year-to-date period, NTRS achieves a 3.58% return, which is significantly higher than AMP's -3.42% return. Over the past 10 years, NTRS has underperformed AMP with an annualized return of 6.17%, while AMP has yielded a comparatively higher 17.34% annualized return.


NTRS

YTD

3.58%

1M

21.39%

6M

-0.91%

1Y

28.59%

3Y*

4.06%

5Y*

10.78%

10Y*

6.17%

AMP

YTD

-3.42%

1M

13.67%

6M

-8.40%

1Y

19.25%

3Y*

27.81%

5Y*

33.19%

10Y*

17.34%

*Annualized

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Northern Trust Corporation

Ameriprise Financial, Inc.

Risk-Adjusted Performance

NTRS vs. AMP — Risk-Adjusted Performance Rank

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

NTRS
The Risk-Adjusted Performance Rank of NTRS is 8080
Overall Rank
The Sharpe Ratio Rank of NTRS is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of NTRS is 7777
Sortino Ratio Rank
The Omega Ratio Rank of NTRS is 7777
Omega Ratio Rank
The Calmar Ratio Rank of NTRS is 8080
Calmar Ratio Rank
The Martin Ratio Rank of NTRS is 8181
Martin Ratio Rank

AMP
The Risk-Adjusted Performance Rank of AMP is 7373
Overall Rank
The Sharpe Ratio Rank of AMP is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of AMP is 6868
Sortino Ratio Rank
The Omega Ratio Rank of AMP is 6868
Omega Ratio Rank
The Calmar Ratio Rank of AMP is 7878
Calmar Ratio Rank
The Martin Ratio Rank of AMP is 7575
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.

NTRS vs. AMP - Risk-Adjusted Performance 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.


The current NTRS Sharpe Ratio is 1.01, which is higher than the AMP Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of NTRS and AMP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

NTRS vs. AMP - Dividend Comparison

NTRS's dividend yield for the trailing twelve months is around 2.85%, more than AMP's 1.18% yield.


TTM20242023202220212020201920182017201620152014
NTRS
Northern Trust Corporation
2.85%2.93%3.56%3.28%2.34%3.01%2.45%2.32%1.60%1.66%1.96%1.93%
AMP
Ameriprise Financial, Inc.
1.18%1.09%1.40%1.57%1.47%2.10%2.29%3.38%1.91%2.63%2.43%1.71%

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. For additional features, visit the drawdowns tool.


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Volatility

NTRS vs. AMP - Volatility Comparison

Northern Trust Corporation (NTRS) and Ameriprise Financial, Inc. (AMP) have volatilities of 6.86% and 6.59%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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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.


Quarterly
Annual

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


1.00B2.00B3.00B4.00B5.00B20212022202320242025
3.51B
4.35B
(NTRS) Total Revenue
(AMP) Total Revenue
Values in USD except per share items

NTRS vs. AMP - Profitability Comparison

The chart below illustrates the profitability comparison between Northern Trust Corporation and Ameriprise Financial, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

60.0%70.0%80.0%90.0%100.0%20212022202320242025
55.2%
100.0%
(NTRS) Gross Margin
(AMP) Gross Margin
NTRS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Northern Trust Corporation reported a gross profit of 1.94B and revenue of 3.51B. Therefore, the gross margin over that period was 55.2%.

AMP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Ameriprise Financial, Inc. reported a gross profit of 4.35B and revenue of 4.35B. Therefore, the gross margin over that period was 100.0%.

NTRS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Northern Trust Corporation reported an operating income of 521.40M and revenue of 3.51B, resulting in an operating margin of 14.8%.

AMP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Ameriprise Financial, Inc. reported an operating income of 687.00M and revenue of 4.35B, resulting in an operating margin of 15.8%.

NTRS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Northern Trust Corporation reported a net income of 392.00M and revenue of 3.51B, resulting in a net margin of 11.2%.

AMP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Ameriprise Financial, Inc. reported a net income of 583.00M and revenue of 4.35B, resulting in a net margin of 13.4%.