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SLM vs. AXP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SLM and AXP is 0.43, 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: 0.4

Performance

SLM vs. AXP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SLM Corporation (SLM) and American Express Company (AXP). The values are adjusted to include any dividend payments, if applicable.

4,000.00%5,000.00%6,000.00%7,000.00%8,000.00%9,000.00%10,000.00%NovemberDecember2025FebruaryMarchApril
4,349.00%
7,282.12%
SLM
AXP

Key characteristics

Sharpe Ratio

SLM:

0.82

AXP:

0.40

Sortino Ratio

SLM:

1.41

AXP:

0.78

Omega Ratio

SLM:

1.17

AXP:

1.11

Calmar Ratio

SLM:

1.25

AXP:

0.44

Martin Ratio

SLM:

3.82

AXP:

1.57

Ulcer Index

SLM:

7.60%

AXP:

8.07%

Daily Std Dev

SLM:

35.43%

AXP:

31.32%

Max Drawdown

SLM:

-94.50%

AXP:

-83.91%

Current Drawdown

SLM:

-19.62%

AXP:

-25.33%

Fundamentals

Market Cap

SLM:

$5.64B

AXP:

$176.17B

EPS

SLM:

$2.73

AXP:

$14.32

PE Ratio

SLM:

9.81

AXP:

17.55

PEG Ratio

SLM:

0.58

AXP:

1.77

PS Ratio

SLM:

3.91

AXP:

2.84

PB Ratio

SLM:

2.95

AXP:

5.65

Total Revenue (TTM)

SLM:

$1.57B

AXP:

$67.89B

Gross Profit (TTM)

SLM:

$1.19B

AXP:

$53.43B

EBITDA (TTM)

SLM:

$662.81M

AXP:

$8.65B

Returns By Period

In the year-to-date period, SLM achieves a -5.16% return, which is significantly higher than AXP's -17.83% return. Over the past 10 years, SLM has underperformed AXP with an annualized return of 11.10%, while AXP has yielded a comparatively higher 13.71% annualized return.


SLM

YTD

-5.16%

1M

-12.32%

6M

14.53%

1Y

25.94%

5Y*

33.49%

10Y*

11.10%

AXP

YTD

-17.83%

1M

-10.05%

6M

-9.92%

1Y

6.15%

5Y*

25.80%

10Y*

13.71%

*Annualized

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Risk-Adjusted Performance

SLM vs. AXP — Risk-Adjusted Performance Rank

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

SLM
The Risk-Adjusted Performance Rank of SLM is 8181
Overall Rank
The Sharpe Ratio Rank of SLM is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of SLM is 7777
Sortino Ratio Rank
The Omega Ratio Rank of SLM is 7474
Omega Ratio Rank
The Calmar Ratio Rank of SLM is 8888
Calmar Ratio Rank
The Martin Ratio Rank of SLM is 8484
Martin Ratio Rank

AXP
The Risk-Adjusted Performance Rank of AXP is 6767
Overall Rank
The Sharpe Ratio Rank of AXP is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of AXP is 6161
Sortino Ratio Rank
The Omega Ratio Rank of AXP is 6262
Omega Ratio Rank
The Calmar Ratio Rank of AXP is 7373
Calmar Ratio Rank
The Martin Ratio Rank of AXP is 7171
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.

SLM vs. AXP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SLM Corporation (SLM) and American Express Company (AXP). 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 SLM, currently valued at 0.82, compared to the broader market-2.00-1.000.001.002.003.00
SLM: 0.82
AXP: 0.40
The chart of Sortino ratio for SLM, currently valued at 1.41, compared to the broader market-6.00-4.00-2.000.002.004.00
SLM: 1.41
AXP: 0.78
The chart of Omega ratio for SLM, currently valued at 1.17, compared to the broader market0.501.001.502.00
SLM: 1.17
AXP: 1.11
The chart of Calmar ratio for SLM, currently valued at 1.25, compared to the broader market0.001.002.003.004.00
SLM: 1.25
AXP: 0.44
The chart of Martin ratio for SLM, currently valued at 3.82, compared to the broader market-5.000.005.0010.0015.0020.00
SLM: 3.82
AXP: 1.57

The current SLM Sharpe Ratio is 0.82, which is higher than the AXP Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of SLM and AXP, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.82
0.40
SLM
AXP

Dividends

SLM vs. AXP - Dividend Comparison

SLM's dividend yield for the trailing twelve months is around 1.84%, more than AXP's 1.20% yield.


TTM20242023202220212020201920182017201620152014
SLM
SLM Corporation
1.84%1.67%2.30%2.65%1.02%0.97%1.35%0.00%0.00%0.00%0.00%0.53%
AXP
American Express Company
1.20%0.91%1.24%1.35%1.05%1.42%1.29%1.51%1.32%1.61%1.58%1.05%

Drawdowns

SLM vs. AXP - Drawdown Comparison

The maximum SLM drawdown since its inception was -94.50%, which is greater than AXP's maximum drawdown of -83.91%. Use the drawdown chart below to compare losses from any high point for SLM and AXP. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-19.62%
-25.33%
SLM
AXP

Volatility

SLM vs. AXP - Volatility Comparison

The current volatility for SLM Corporation (SLM) is 17.82%, while American Express Company (AXP) has a volatility of 19.90%. This indicates that SLM experiences smaller price fluctuations and is considered to be less risky than AXP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
17.82%
19.90%
SLM
AXP

Financials

SLM vs. AXP - Financials Comparison

This section allows you to compare key financial metrics between SLM Corporation and American Express Company. 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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