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SEIC vs. AMG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SEIC and AMG is 0.57, 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.


-0.50.00.51.00.6

Performance

SEIC vs. AMG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI Investments Company (SEIC) and Affiliated Managers Group, Inc. (AMG). The values are adjusted to include any dividend payments, if applicable.

1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%JulyAugustSeptemberOctoberNovemberDecember
2,914.90%
967.00%
SEIC
AMG

Key characteristics

Sharpe Ratio

SEIC:

1.74

AMG:

0.94

Sortino Ratio

SEIC:

2.42

AMG:

1.36

Omega Ratio

SEIC:

1.32

AMG:

1.19

Calmar Ratio

SEIC:

2.38

AMG:

0.67

Martin Ratio

SEIC:

6.36

AMG:

4.11

Ulcer Index

SEIC:

5.03%

AMG:

5.47%

Daily Std Dev

SEIC:

18.42%

AMG:

23.77%

Max Drawdown

SEIC:

-71.17%

AMG:

-85.93%

Current Drawdown

SEIC:

-4.42%

AMG:

-17.33%

Fundamentals

Market Cap

SEIC:

$10.97B

AMG:

$5.64B

EPS

SEIC:

$4.15

AMG:

$15.38

PE Ratio

SEIC:

20.51

AMG:

12.14

PEG Ratio

SEIC:

1.32

AMG:

0.77

Total Revenue (TTM)

SEIC:

$2.05B

AMG:

$2.02B

Gross Profit (TTM)

SEIC:

$1.08B

AMG:

$1.53B

EBITDA (TTM)

SEIC:

$646.17M

AMG:

$948.10M

Returns By Period

In the year-to-date period, SEIC achieves a 31.14% return, which is significantly higher than AMG's 20.57% return. Over the past 10 years, SEIC has outperformed AMG with an annualized return of 8.73%, while AMG has yielded a comparatively lower -1.27% annualized return.


SEIC

YTD

31.14%

1M

3.55%

6M

25.76%

1Y

30.27%

5Y*

5.99%

10Y*

8.73%

AMG

YTD

20.57%

1M

-1.53%

6M

16.33%

1Y

20.52%

5Y*

16.81%

10Y*

-1.27%

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Risk-Adjusted Performance

SEIC vs. AMG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SEI Investments Company (SEIC) and Affiliated Managers Group, Inc. (AMG). 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.


Sharpe ratio
The chart of Sharpe ratio for SEIC, currently valued at 1.74, compared to the broader market-4.00-2.000.002.001.740.94
The chart of Sortino ratio for SEIC, currently valued at 2.42, compared to the broader market-4.00-2.000.002.004.002.421.36
The chart of Omega ratio for SEIC, currently valued at 1.32, compared to the broader market0.501.001.502.001.321.19
The chart of Calmar ratio for SEIC, currently valued at 2.38, compared to the broader market0.002.004.006.002.380.67
The chart of Martin ratio for SEIC, currently valued at 6.36, compared to the broader market-5.000.005.0010.0015.0020.0025.006.364.11
SEIC
AMG

The current SEIC Sharpe Ratio is 1.74, which is higher than the AMG Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of SEIC and AMG, 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.74
0.94
SEIC
AMG

Dividends

SEIC vs. AMG - Dividend Comparison

SEIC's dividend yield for the trailing twelve months is around 1.11%, more than AMG's 0.02% yield.


TTM20232022202120202019201820172016201520142013
SEIC
SEI Investments Company
1.11%1.40%1.42%1.26%1.25%1.04%1.36%0.81%1.09%1.41%1.15%1.21%
AMG
Affiliated Managers Group, Inc.
0.02%0.03%0.03%0.02%0.34%1.51%1.23%0.39%0.00%0.00%0.00%0.00%

Drawdowns

SEIC vs. AMG - Drawdown Comparison

The maximum SEIC drawdown since its inception was -71.17%, smaller than the maximum AMG drawdown of -85.93%. Use the drawdown chart below to compare losses from any high point for SEIC and AMG. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.42%
-17.33%
SEIC
AMG

Volatility

SEIC vs. AMG - Volatility Comparison

SEI Investments Company (SEIC) has a higher volatility of 6.59% compared to Affiliated Managers Group, Inc. (AMG) at 6.00%. This indicates that SEIC's price experiences larger fluctuations and is considered to be riskier than AMG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
6.59%
6.00%
SEIC
AMG

Financials

SEIC vs. AMG - Financials Comparison

This section allows you to compare key financial metrics between SEI Investments Company and Affiliated Managers Group, 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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