OWL vs. AMP
OWL (Blue Owl Capital Inc.) and AMP (Ameriprise Financial, Inc.) are both stocks. Both operate in the Asset Management industry within the Financial Services sector. Over the past 5 years, OWL returned -2.16%/yr vs 17.94%/yr for AMP. Their 0.52 correlation means they have sometimes moved together and sometimes differently.
Performance
OWL vs. AMP - Performance Comparison
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Returns By Period
In the year-to-date period, OWL achieves a -28.04% return, which is significantly lower than AMP's 12.06% return.
OWL
- 1D
- 1.38%
- 1M
- 13.94%
- 6M
- -21.18%
- YTD
- -28.04%
- 1Y
- -41.43%
- 3Y*
- -0.97%
- 5Y*
- -2.16%
- 10Y*
- —
- ALL TIME*
- 3.12%
AMP
- 1D
- 0.25%
- 1M
- 11.59%
- 6M
- 4.22%
- YTD
- 12.06%
- 1Y
- 10.29%
- 3Y*
- 17.67%
- 5Y*
- 17.94%
- 10Y*
- 21.80%
- ALL TIME*
- 16.31%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $308.10M | $323.86M | $319.39M | |
| $179.46M | $164.25M | $219.48M |
OWL vs. AMP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
OWL Blue Owl Capital Inc. | -28.04% | -32.83% | 61.76% | 47.40% | -26.29% | 32.18% | 5.86% |
AMP Ameriprise Financial, Inc. | 12.06% | -6.73% | 42.10% | 23.99% | 4.98% | 57.92% | 1.35% |
Correlation
The correlation between OWL and AMP is 0.50, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.50 |
Correlation (3Y) Balances recent behavior with more history. | 0.55 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.56 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2020 | 0.52 |
The correlation between OWL and AMP has been stable across timeframes, ranging from 0.50 to 0.56 - a consistent structural relationship.
Fundamentals
OWL:
$16.10B
AMP:
$49.07B
OWL:
$0.19
AMP:
$29.70
OWL:
53.57
AMP:
18.38
OWL:
0.19
AMP:
2.34
OWL:
2.33
AMP:
3.52
OWL:
3.55
AMP:
7.97
OWL:
$2.99B
AMP:
$14.81B
OWL:
$1.83B
AMP:
$7.72B
OWL:
$861.39M
AMP:
$4.94B
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Return for Risk
OWL vs. AMP — Risk / Return Rank
OWL
AMP
OWL vs. AMP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Blue Owl Capital Inc. (OWL) 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.
| OWL | AMP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.22 | ||
| Sortino ratioReturn per unit of downside risk | -1.94 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 1.07 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | -0.75 | 0.32 | -1.07 |
| Martin ratioReturn relative to average drawdown | -1.16 | 0.61 | -1.77 |
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Drawdowns
OWL vs. AMP - Drawdown Comparison
The maximum OWL drawdown since its inception was -67.10%, smaller than the maximum AMP drawdown of -81.14%. Use the drawdown chart below to compare losses from any high point for OWL and AMP.
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Drawdown Indicators
| OWL | AMP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.10% | -81.14% | +14.04% |
Max Drawdown (1Y)Largest decline over 1 year | -57.61% | -20.87% | -36.74% |
Max Drawdown (3Y)Largest decline over 3 years | -67.10% | -26.39% | -40.71% |
Max Drawdown (5Y)Largest decline over 5 years | -67.10% | -31.54% | -35.56% |
Max Drawdown (10Y)Largest decline over 10 years | — | -53.88% | — |
Current DrawdownCurrent decline from peak | -57.86% | -3.24% | -54.62% |
Average DrawdownAverage peak-to-trough decline | -25.02% | -15.11% | -9.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 37.12% | 11.00% | +26.12% |
Volatility
OWL vs. AMP - Volatility Comparison
Blue Owl Capital Inc. (OWL) has a higher volatility of 11.24% compared to Ameriprise Financial, Inc. (AMP) at 7.18%. This indicates that OWL'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.
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Volatility by Period
| OWL | AMP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.24% | 7.18% | +4.06% |
Volatility (6M)Calculated over the trailing 6-month period | 35.60% | 19.76% | +15.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.91% | 25.71% | +19.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.11% | 27.81% | +14.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.72% | 33.80% | +8.92% |
Dividends
OWL vs. AMP - Dividend Comparison
OWL's dividend yield for the trailing twelve months is around 8.79%, more than AMP's 1.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMP Ameriprise Financial, Inc. | 1.19% | 1.28% | 1.09% | 1.40% | 1.57% | 1.47% | 2.10% | 2.29% | 3.38% | 1.91% | 2.63% | 2.43% |
OWL Blue Owl Capital Inc. | 8.79% | 5.72% | 2.92% | 3.69% | 4.06% | 0.87% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
OWL vs. AMP - Financials Comparison
This section allows you to compare key financial metrics between Blue Owl Capital Inc. 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
OWL and AMP have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OWL has higher volatility (11.24%) compared to AMP (7.18%). In terms of maximum drawdown, OWL dropped -67.10% vs AMP's -81.14%.
AMP currently has the higher Sharpe Ratio (0.26 vs -0.96), 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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