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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.

0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
25.35%
0.66%
SEIC
AMG

Key characteristics

Sharpe Ratio

SEIC:

1.48

AMG:

0.44

Sortino Ratio

SEIC:

2.07

AMG:

0.73

Omega Ratio

SEIC:

1.28

AMG:

1.10

Calmar Ratio

SEIC:

2.33

AMG:

0.32

Martin Ratio

SEIC:

5.24

AMG:

1.72

Ulcer Index

SEIC:

5.23%

AMG:

6.15%

Daily Std Dev

SEIC:

18.56%

AMG:

24.07%

Max Drawdown

SEIC:

-71.17%

AMG:

-85.93%

Current Drawdown

SEIC:

-4.32%

AMG:

-22.41%

Fundamentals

Market Cap

SEIC:

$10.51B

AMG:

$5.01B

EPS

SEIC:

$4.41

AMG:

$15.14

PE Ratio

SEIC:

18.78

AMG:

11.32

PEG Ratio

SEIC:

1.29

AMG:

0.72

Total Revenue (TTM)

SEIC:

$2.13B

AMG:

$2.04B

Gross Profit (TTM)

SEIC:

$1.39B

AMG:

$1.56B

EBITDA (TTM)

SEIC:

$669.71M

AMG:

$1.10B

Returns By Period

In the year-to-date period, SEIC achieves a 0.44% return, which is significantly higher than AMG's -7.36% return. Over the past 10 years, SEIC has outperformed AMG with an annualized return of 8.01%, while AMG has yielded a comparatively lower -2.09% annualized return.


SEIC

YTD

0.44%

1M

-0.77%

6M

25.35%

1Y

27.39%

5Y*

5.07%

10Y*

8.01%

AMG

YTD

-7.36%

1M

-8.39%

6M

0.66%

1Y

9.33%

5Y*

14.32%

10Y*

-2.09%

*Annualized

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Risk-Adjusted Performance

SEIC vs. AMG — Risk-Adjusted Performance Rank

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

SEIC
The Risk-Adjusted Performance Rank of SEIC is 8383
Overall Rank
The Sharpe Ratio Rank of SEIC is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of SEIC is 8080
Sortino Ratio Rank
The Omega Ratio Rank of SEIC is 7979
Omega Ratio Rank
The Calmar Ratio Rank of SEIC is 9191
Calmar Ratio Rank
The Martin Ratio Rank of SEIC is 8181
Martin Ratio Rank

AMG
The Risk-Adjusted Performance Rank of AMG is 5656
Overall Rank
The Sharpe Ratio Rank of AMG is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of AMG is 5050
Sortino Ratio Rank
The Omega Ratio Rank of AMG is 5050
Omega Ratio Rank
The Calmar Ratio Rank of AMG is 5959
Calmar Ratio Rank
The Martin Ratio Rank of AMG is 6363
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.

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 1.48, compared to the broader market-2.000.002.004.001.480.44
The chart of Sortino ratio for SEIC, currently valued at 2.07, compared to the broader market-6.00-4.00-2.000.002.004.006.002.070.73
The chart of Omega ratio for SEIC, currently valued at 1.28, compared to the broader market0.501.001.502.001.281.10
The chart of Calmar ratio for SEIC, currently valued at 2.33, compared to the broader market0.002.004.006.002.330.32
The chart of Martin ratio for SEIC, currently valued at 5.24, compared to the broader market0.0010.0020.0030.005.241.72
SEIC
AMG

The current SEIC Sharpe Ratio is 1.48, which is higher than the AMG Sharpe Ratio of 0.44. 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 Ratio0.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
1.48
0.44
SEIC
AMG

Dividends

SEIC vs. AMG - Dividend Comparison

SEIC's dividend yield for the trailing twelve months is around 1.15%, more than AMG's 0.02% yield.


TTM20242023202220212020201920182017201620152014
SEIC
SEI Investments Company
1.15%1.15%1.40%1.42%1.26%1.25%1.04%1.36%0.81%1.09%1.41%1.15%
AMG
Affiliated Managers Group, Inc.
0.02%0.02%0.03%0.03%0.02%0.34%1.51%1.23%0.39%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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-4.32%
-22.41%
SEIC
AMG

Volatility

SEIC vs. AMG - Volatility Comparison

The current volatility for SEI Investments Company (SEIC) is 5.71%, while Affiliated Managers Group, Inc. (AMG) has a volatility of 6.31%. This indicates that SEIC experiences smaller price fluctuations and is considered to be less risky 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%SeptemberOctoberNovemberDecember2025February
5.71%
6.31%
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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