^OEX vs. AMOMX
Compare and contrast key facts about S&P 100 Index (^OEX) and AQR Large Cap Momentum Style Fund (AMOMX).
AMOMX is managed by AQR Funds. It was launched on Jul 9, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^OEX or AMOMX.
Correlation
The correlation between ^OEX and AMOMX is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
^OEX vs. AMOMX - Performance Comparison
Key characteristics
^OEX:
0.53
AMOMX:
-0.06
^OEX:
0.88
AMOMX:
0.09
^OEX:
1.13
AMOMX:
1.01
^OEX:
0.56
AMOMX:
-0.05
^OEX:
2.06
AMOMX:
-0.15
^OEX:
5.37%
AMOMX:
11.55%
^OEX:
20.77%
AMOMX:
26.90%
^OEX:
-61.31%
AMOMX:
-39.97%
^OEX:
-8.80%
AMOMX:
-27.24%
Returns By Period
In the year-to-date period, ^OEX achieves a -5.24% return, which is significantly lower than AMOMX's -1.39% return. Over the past 10 years, ^OEX has outperformed AMOMX with an annualized return of 11.50%, while AMOMX has yielded a comparatively lower 0.95% annualized return.
^OEX
-5.24%
13.84%
-5.24%
10.98%
15.35%
11.50%
AMOMX
-1.39%
18.11%
-15.41%
-1.62%
1.72%
0.95%
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Risk-Adjusted Performance
^OEX vs. AMOMX — Risk-Adjusted Performance Rank
^OEX
AMOMX
^OEX vs. AMOMX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P 100 Index (^OEX) and AQR Large Cap Momentum Style Fund (AMOMX). 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.
Drawdowns
^OEX vs. AMOMX - Drawdown Comparison
The maximum ^OEX drawdown since its inception was -61.31%, which is greater than AMOMX's maximum drawdown of -39.97%. Use the drawdown chart below to compare losses from any high point for ^OEX and AMOMX. For additional features, visit the drawdowns tool.
Volatility
^OEX vs. AMOMX - Volatility Comparison
S&P 100 Index (^OEX) and AQR Large Cap Momentum Style Fund (AMOMX) have volatilities of 12.03% and 12.42%, 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.