Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| AMGN (Amgen Inc.) | 19.28% | -6.08% | 10.99% | 6.81% | 9.56% | 15.14% | 8.83% | 18.58% |
Data as of 07/22/2025, AR inception is 06/17/1983
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AMGN (Amgen Inc.) | 06/17/1983 | 07/22/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | 1983 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 4.51 | -6.08 | 10.99 | 6.81 | 9.56 | 15.14 | 8.83 | 18.58 | 19.28 | -6.77 | 13.46 | 20.43 | 0.89 | -1.99 | 27.60 | 15.23 | 22.28 | -7.56 | 3.95 | 42.32 | 34.80 | 36.80 | 18.18 | -2.95 | -2.04 | 24.35 | -32.02 | -13.38 | 22.93 | 3.82 | 27.82 | -14.35 | -11.73 | 6.45 | 129.77 | 93.19 | -0.46 | -8.42 | 101.27 | 19.19 | -29.91 | -6.77 | 265.06 | 154.08 | 45.19 | 8.87 | 40.91 | 62.96 | 170.00 | -31.03 | -56.06 |
| Sharpe Ratio | NA | -0.42 | 0.27 | 0.16 | 0.31 | NA | NA | 0.42 | 0.93 | -0.52 | 0.45 | 0.89 | 0.04 | -0.06 | 1.26 | 0.59 | 1.23 | -0.32 | 0.14 | 1.72 | 1.29 | 2.09 | 0.84 | -0.14 | -0.07 | 0.54 | -1.37 | -0.90 | 0.81 | 0.13 | 1.08 | -0.31 | -0.30 | 0.04 | 2.46 | 2.30 | -0.12 | -0.36 | 2.96 | 0.48 | -0.63 | -0.25 | 5.88 | 3.83 | 1.01 | 0.12 | 0.48 | 0.95 | 3.01 | -0.75 | -1.53 |
| Standard Deviation(%) | NA | 26.85 | 24.20 | 23.32 | 25.02 | NA | NA | 37.59 | 28.43 | 25.67 | 20.65 | 21.60 | 20.22 | 38.01 | 20.86 | 23.88 | 17.68 | 24.59 | 28.26 | 24.57 | 26.95 | 17.74 | 21.63 | 22.37 | 32.03 | 42.94 | 25.71 | 18.66 | 25.53 | 22.08 | 25.13 | 50.02 | 47.19 | 65.39 | 51.35 | 39.01 | 33.27 | 32.86 | 32.90 | 33.97 | 50.55 | 35.79 | 44.16 | 38.65 | 39.17 | 35.72 | 76.94 | 61.29 | 54.76 | 50.39 | 55.03 |
| Draw Down(%) | NA | 22.74 | 24.86 | 24.86 | 24.86 | NA | NA | 78.03 | 19.88 | 22.68 | 20.71 | 11.90 | 21.46 | 24.07 | 17.16 | 15.50 | 15.59 | 23.00 | 24.76 | 13.09 | 16.23 | 6.03 | 21.09 | 17.63 | 24.38 | 27.52 | 38.77 | 20.46 | 14.85 | 20.43 | 19.46 | 50.27 | 30.57 | 31.30 | 34.61 | 20.23 | 32.82 | 21.37 | 16.35 | 31.67 | 55.48 | 35.48 | 18.96 | 17.89 | 19.37 | 27.97 | 63.48 | 51.10 | 32.76 | 56.06 | 64.39 |
| Yield(%) | 0.00 | 2.76 | 3.55 | 3.13 | 3.94 | 9.08 | 4.47 | 503.13 | 1.84 | 3.03 | 3.26 | 3.42 | 3.11 | 2.67 | 3.02 | 2.98 | 3.05 | 2.53 | 1.98 | 2.11 | 2.11 | 2.25 | 1.01 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 07/22/2025, AR inception is 06/17/1983
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AMGN (Amgen Inc.) |
-13.45%
Feb 2006 - Feb 2009 |
-8.57%
Aug 2005 - Aug 2010 |
-3.88%
Aug 2000 - Aug 2010 |
5.23%
Sep 2000 - Sep 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AMGN (Amgen Inc.) |
137.91%
Dec 1988 - Dec 1991 |
85.00%
Nov 1987 - Nov 1992 |
55.00%
Nov 1984 - Nov 1994 |
53.10%
Feb 1985 - Feb 2000 |
Annualized Rolling Returns Comparison Chart