STT vs. AMP
STT (State Street Corporation) and AMP (Ameriprise Financial, Inc.) are both stocks. Both operate in the Asset Management industry within the Financial Services sector. Over the past 10 years, STT returned 13.81%/yr vs 18.65%/yr for AMP. A 0.68 correlation means they provide meaningful diversification when combined.
Performance
STT vs. AMP - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, STT achieves a 27.09% return, which is significantly higher than AMP's -7.75% return. Over the past 10 years, STT has underperformed AMP with an annualized return of 13.81%, while AMP has yielded a comparatively higher 18.65% annualized return.
STT
- 1D
- 0.04%
- 1M
- 8.24%
- YTD
- 27.09%
- 6M
- 32.15%
- 1Y
- 68.67%
- 3Y*
- 34.19%
- 5Y*
- 17.55%
- 10Y*
- 13.81%
AMP
- 1D
- -1.16%
- 1M
- -3.48%
- YTD
- -7.75%
- 6M
- -5.11%
- 1Y
- -12.20%
- 3Y*
- 14.20%
- 5Y*
- 13.17%
- 10Y*
- 18.65%
STT vs. AMP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STT State Street Corporation | 27.09% | 35.54% | 30.18% | 3.54% | -13.75% | 31.03% | -4.76% | 29.35% | -33.97% | 27.84% |
AMP Ameriprise Financial, Inc. | -7.75% | -6.73% | 42.10% | 23.99% | 4.98% | 57.92% | 19.82% | 63.96% | -36.83% | 56.40% |
Correlation
The correlation between STT and AMP is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Oct 4, 2005 | 0.68 |
The correlation between STT and AMP has been stable across timeframes, ranging from 0.62 to 0.71 - a consistent structural relationship.
Fundamentals
STT:
$10.18
AMP:
$30.77
STT:
15.89
AMP:
14.60
STT:
1.61
AMP:
1.86
STT:
2.07
AMP:
3.02
STT:
$22.63B
AMP:
$14.42B
STT:
$13.89B
AMP:
$7.51B
STT:
$4.29B
AMP:
$5.13B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
STT vs. AMP — Risk / Return Rank
STT
AMP
STT vs. AMP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Corporation (STT) 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.
| STT | AMP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.26 | ||
| Sortino ratioReturn per unit of downside risk | +3.68 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 0.93 | +0.51 |
| Calmar ratioReturn relative to maximum drawdown | 5.85 | -0.59 | +6.44 |
| Martin ratioReturn relative to average drawdown | 17.82 | -1.04 | +18.86 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| STT | AMP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.77 | -0.49 | +3.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.48 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.55 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.39 | -0.08 |
Drawdowns
STT vs. AMP - Drawdown Comparison
The maximum STT drawdown since its inception was -82.26%, roughly equal to the maximum AMP drawdown of -81.14%. Use the drawdown chart below to compare losses from any high point for STT and AMP.
Loading charts...
Drawdown Indicators
| STT | AMP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.26% | -81.14% | -1.12% |
Max Drawdown (1Y)Largest decline over 1 year | -11.79% | -20.87% | +9.08% |
Max Drawdown (3Y)Largest decline over 3 years | -25.68% | -26.39% | +0.71% |
Max Drawdown (5Y)Largest decline over 5 years | -41.45% | -31.54% | -9.91% |
Max Drawdown (10Y)Largest decline over 10 years | -59.59% | -53.88% | -5.71% |
Current DrawdownCurrent decline from peak | -0.58% | -20.34% | +19.76% |
Average DrawdownAverage peak-to-trough decline | -20.48% | -15.13% | -5.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.87% | 11.74% | -7.87% |
Volatility
STT vs. AMP - Volatility Comparison
State Street Corporation (STT) and Ameriprise Financial, Inc. (AMP) have volatilities of 6.21% and 6.00%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| STT | AMP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.21% | 6.00% | +0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 18.48% | 19.55% | -1.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.96% | 24.89% | +0.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.45% | 27.83% | +2.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.92% | 33.98% | -1.06% |
Dividends
STT vs. AMP - Dividend Comparison
STT's dividend yield for the trailing twelve months is around 2.03%, more than AMP's 1.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMP Ameriprise Financial, Inc. | 1.45% | 1.28% | 1.09% | 1.40% | 1.57% | 1.47% | 2.10% | 2.29% | 3.38% | 1.91% | 2.63% | 2.43% |
STT State Street Corporation | 2.03% | 2.42% | 2.18% | 3.41% | 3.09% | 2.34% | 2.86% | 2.50% | 2.82% | 1.64% | 1.85% | 1.99% |
Financials
STT vs. AMP - Financials Comparison
This section allows you to compare key financial metrics between State Street 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
STT and AMP have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STT has higher volatility (6.21%) compared to AMP (6.00%). In terms of maximum drawdown, STT dropped -82.26% vs AMP's -81.14%.
STT currently has the higher Sharpe Ratio (2.77 vs -0.49), 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.
Find the right allocation for STT and AMP
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer