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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.


-0.50.00.51.0
Correlation: 0.7

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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.

-20.00%-10.00%0.00%10.00%20.00%December2025FebruaryMarchAprilMay
-0.97%
-3.93%
NTRS
AMP

Key characteristics

Sharpe Ratio

NTRS:

0.80

AMP:

0.64

Sortino Ratio

NTRS:

1.26

AMP:

1.07

Omega Ratio

NTRS:

1.18

AMP:

1.15

Calmar Ratio

NTRS:

0.64

AMP:

0.71

Martin Ratio

NTRS:

2.91

AMP:

2.30

Ulcer Index

NTRS:

7.63%

AMP:

8.12%

Daily Std Dev

NTRS:

28.00%

AMP:

29.52%

Max Drawdown

NTRS:

-67.67%

AMP:

-81.14%

Current Drawdown

NTRS:

-18.69%

AMP:

-15.53%

Fundamentals

Market Cap

NTRS:

$18.97B

AMP:

$46.27B

EPS

NTRS:

$10.71

AMP:

$29.41

PE Ratio

NTRS:

9.11

AMP:

16.47

PEG Ratio

NTRS:

60.80

AMP:

1.90

PS Ratio

NTRS:

2.21

AMP:

2.56

PB Ratio

NTRS:

1.58

AMP:

8.53

Total Revenue (TTM)

NTRS:

$9.92B

AMP:

$17.47B

Gross Profit (TTM)

NTRS:

$8.06B

AMP:

$13.12B

EBITDA (TTM)

NTRS:

$1.21B

AMP:

$3.76B

Returns By Period

In the year-to-date period, NTRS achieves a -4.11% return, which is significantly higher than AMP's -8.76% return. Over the past 10 years, NTRS has underperformed AMP with an annualized return of 5.51%, while AMP has yielded a comparatively higher 17.07% annualized return.


NTRS

YTD

-4.11%

1M

13.38%

6M

-0.97%

1Y

19.01%

5Y*

9.36%

10Y*

5.51%

AMP

YTD

-8.76%

1M

14.75%

6M

-3.93%

1Y

16.73%

5Y*

36.86%

10Y*

17.07%

*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 7474
Overall Rank
The Sharpe Ratio Rank of NTRS is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of NTRS is 7171
Sortino Ratio Rank
The Omega Ratio Rank of NTRS is 7171
Omega Ratio Rank
The Calmar Ratio Rank of NTRS is 7575
Calmar Ratio Rank
The Martin Ratio Rank of NTRS is 7878
Martin Ratio Rank

AMP
The Risk-Adjusted Performance Rank of AMP is 7171
Overall Rank
The Sharpe Ratio Rank of AMP is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of AMP is 6666
Sortino Ratio Rank
The Omega Ratio Rank of AMP is 6767
Omega Ratio Rank
The Calmar Ratio Rank of AMP is 7777
Calmar Ratio Rank
The Martin Ratio Rank of AMP is 7474
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 chart of Sharpe ratio for NTRS, currently valued at 0.76, compared to the broader market-2.00-1.000.001.002.003.00
NTRS: 0.76
AMP: 0.64
The chart of Sortino ratio for NTRS, currently valued at 1.21, compared to the broader market-6.00-4.00-2.000.002.004.00
NTRS: 1.21
AMP: 1.07
The chart of Omega ratio for NTRS, currently valued at 1.17, compared to the broader market0.501.001.502.00
NTRS: 1.17
AMP: 1.15
The chart of Calmar ratio for NTRS, currently valued at 0.61, compared to the broader market0.001.002.003.004.005.00
NTRS: 0.61
AMP: 0.71
The chart of Martin ratio for NTRS, currently valued at 2.77, compared to the broader market-10.000.0010.0020.00
NTRS: 2.77
AMP: 2.30

The current NTRS Sharpe Ratio is 0.80, which is comparable to the AMP Sharpe Ratio of 0.64. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00December2025FebruaryMarchAprilMay
0.76
0.64
NTRS
AMP

Dividends

NTRS vs. AMP - Dividend Comparison

NTRS's dividend yield for the trailing twelve months is around 3.08%, more than AMP's 1.25% yield.


TTM20242023202220212020201920182017201620152014
NTRS
Northern Trust Corporation
3.08%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.
1.25%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.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-18.69%
-15.53%
NTRS
AMP

Volatility

NTRS vs. AMP - Volatility Comparison

The current volatility for Northern Trust Corporation (NTRS) is 14.43%, while Ameriprise Financial, Inc. (AMP) has a volatility of 15.62%. 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.


5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
14.43%
15.62%
NTRS
AMP

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
1.94B
4.35B
(NTRS) Total Revenue
(AMP) Total Revenue
Values in USD except per share items

NTRS vs. AMP - Valuation Comparison

The chart below illustrates the valuation comparison between Northern Trust Corporation and Ameriprise Financial, Inc. over time, highlighting four key metrics: Price-to-Earnings (P/E) Ratio, Price/Earnings to Growth (PEG) Ratio, Price-to-Sales (P/S) Ratio, and Price-to-Book (P/B) Ratio.

NTRS - PE Ratio
20.040.060.080.0100.0
NTRS: 9.1
The chart displays the Price-to-Earnings (P/E) ratio for NTRS, comparing it with other companies in the Asset Management industry. Currently, NTRS has a P/E ratio of 9.1. This P/E ratio is in line with the industry average, suggesting the stock may be fairly valued relative to its earnings.
AMP - PE Ratio
20.040.060.080.0100.0
AMP: 16.5
The chart displays the Price-to-Earnings (P/E) ratio for AMP, comparing it with other companies in the Asset Management industry. Currently, AMP has a P/E ratio of 16.5. This P/E ratio is in line with the industry average, suggesting the stock may be fairly valued relative to its earnings.
NTRS - PEG Ratio
-4.0-2.00.02.04.0
NTRS: 60.8
The chart shows the Price/Earnings to Growth (PEG) ratio for NTRS compared to other companies in the Asset Management industry. NTRS currently has a PEG ratio of 60.8. This PEG ratio is higher than the industry average, which may suggest the stock is overvalued relative to its expected earnings growth.
AMP - PEG Ratio
-4.0-2.00.02.04.0
AMP: 1.9
The chart shows the Price/Earnings to Growth (PEG) ratio for AMP compared to other companies in the Asset Management industry. AMP currently has a PEG ratio of 1.9. This PEG ratio is higher than the industry average, which may suggest the stock is overvalued relative to its expected earnings growth.
NTRS - PS Ratio
20.040.060.080.0100.0
NTRS: 2.2
This chart shows the Price-to-Sales (P/S) ratio for NTRS relative to other companies in the Asset Management industry. Currently, NTRS has a P/S ratio of 2.2. This P/S ratio is low compared to the industry average. It may indicate that the stock is undervalued relative to its revenue, or that the market expects slower growth or lower margins.
AMP - PS Ratio
20.040.060.080.0100.0
AMP: 2.6
This chart shows the Price-to-Sales (P/S) ratio for AMP relative to other companies in the Asset Management industry. Currently, AMP has a P/S ratio of 2.6. This P/S ratio falls within the average range for the industry, suggesting the stock is fairly valued based on its revenue.
NTRS - PB Ratio
2.04.06.08.010.0
NTRS: 1.6
The chart illustrates the Price-to-Book (P/B) ratio for NTRS in comparison with other companies in the Asset Management industry. Currently, NTRS has a P/B value of 1.6. This P/B ratio is higher than most companies in the industry. It may suggest the stock is overvalued or that investors expect the company to generate high returns on its assets.
AMP - PB Ratio
2.04.06.08.010.0
AMP: 8.5
The chart illustrates the Price-to-Book (P/B) ratio for AMP in comparison with other companies in the Asset Management industry. Currently, AMP has a P/B value of 8.5. This P/B ratio is higher than most companies in the industry. It may suggest the stock is overvalued or that investors expect the company to generate high returns on its assets.

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