AMP vs MSCI: Correlation
Ameriprise Financial (AMP) and MSCI (MSCI) show a moderate relationship: their 3-year correlation of weekly returns is 0.49.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are AMP and MSCI?
On 3 years of weekly data the AMP/MSCI correlation comes out at 0.49, moderate. Lately the two have drifted apart, with the 1-year correlation at 0.24 versus 0.49 over 3 years. The 5-year figure is 0.58, and annualized covariance runs at 309.5 %².
By 3-year correlation, MSCI places #20 of the 34 assets tracked against AMP. Over the last 12 months AMP came out ahead by 7.4 percentage points (+8.7% against +1.3%). The relationship is regime-dependent: the rolling one-year correlation swung between 0.20 and 0.80 over the past three years, so this pair behaves very differently depending on the market environment.
How is this computed?
Pearson correlation on weekly returns: ρ(A,B) = cov(rA, rB) / (σA · σB), over windows of 52, 156 and 260 weeks. Covariance is annualized (×52) and expressed in %². Full definitions on the methodology page.
AMP vs MSCI: side by side
| AMP (Ameriprise Financial) | MSCI (MSCI) | |
|---|---|---|
| 1-year return | +8.7% | +1.3% |
| 5-year return | +119.2% | -5.6% |
| Volatility (ann.) | 25.0% | 25.4% |
| Beta vs S&P 500 | 1.09 | 0.85 |
| Max drawdown (3Y) | -26.4% | -26.0% |
| Market cap | $49.1B | $41.4B |
| P/E (trailing) | 13.5 | 30.9 |
| Dividend yield | 1.16% | 1.36% |
| Sector / category | Financials | Financials |
Year-by-year returns
| Year | AMP | MSCI |
|---|---|---|
| 2022 | +5.0% | -23.3% |
| 2023 | +24.0% | +22.9% |
| 2024 | +42.1% | +7.3% |
| 2025 | -6.7% | -3.2% |
| 2026 | +14.5% | +0.3% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are AMP and MSCI good diversifiers for each other?
A fair diversifier. At 0.49, enough of each asset's movement is its own that the pair has smoothed outcomes historically.
FAQ
What is the correlation between AMP and MSCI?
As of 2026-08-27, the correlation of weekly returns between AMP and MSCI is 0.49 over 3 years, 0.24 over 1 year and 0.58 over 5 years.
Is MSCI a good diversifier for AMP?
A fair diversifier. At 0.49, enough of each asset's movement is its own that the pair has smoothed outcomes historically.
What does a correlation of 0.49 mean?
A reading of 0.49 sits on a scale from −1 (opposite moves) through 0 (unrelated) to +1 (identical moves). Correlation captures direction, not magnitude or performance.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/amp-vs-msci.json
Markdown for the live badge, attribution link included:
[](https://www.pairbook.io/pair/amp-vs-msci/)
No key needed, free to use. Full endpoint list in the API documentation.
Related comparisons
Hubs: AMP correlations · MSCI correlations
