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ACES vs. CLNE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ACES vs. CLNE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ALPS Clean Energy ETF (ACES) and Clean Energy Fuels Corp. (CLNE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ACES achieves a 14.56% return, which is significantly higher than CLNE's -14.76% return.


ACES

1D
0.46%
1M
-5.13%
YTD
14.56%
6M
8.10%
1Y
49.72%
3Y*
-3.60%
5Y*
-12.09%
10Y*

CLNE

1D
-3.76%
1M
-12.68%
YTD
-14.76%
6M
-20.09%
1Y
-5.79%
3Y*
-26.78%
5Y*
-30.50%
10Y*
-5.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ACES vs. CLNE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
ACES
ALPS Clean Energy ETF
14.56%25.44%-26.71%-20.04%-28.44%-19.44%140.33%51.70%-9.81%
CLNE
Clean Energy Fuels Corp.
-14.76%-16.33%-34.46%-26.35%-15.17%-22.01%235.90%36.05%-53.01%

Correlation

The correlation between ACES and CLNE is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.33

Correlation (3Y)
Calculated over the trailing 3-year period

0.52

Correlation (5Y)
Calculated over the trailing 5-year period

0.59

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2018

0.56

Over the past year, the correlation between ACES and CLNE has dropped to 0.33 - well below their long-term average of 0.56, suggesting their price drivers have been diverging.

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Return for Risk

ACES vs. CLNE — Risk / Return Rank

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

ACES
ACES Risk / Return Rank: 4545
Overall Rank
ACES Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
ACES Sortino Ratio Rank: 4141
Sortino Ratio Rank
ACES Omega Ratio Rank: 3838
Omega Ratio Rank
ACES Calmar Ratio Rank: 5858
Calmar Ratio Rank
ACES Martin Ratio Rank: 4242
Martin Ratio Rank

CLNE
CLNE Risk / Return Rank: 3737
Overall Rank
CLNE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
CLNE Sortino Ratio Rank: 3737
Sortino Ratio Rank
CLNE Omega Ratio Rank: 3636
Omega Ratio Rank
CLNE Calmar Ratio Rank: 3838
Calmar Ratio Rank
CLNE Martin Ratio Rank: 3838
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ACES vs. CLNE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS Clean Energy ETF (ACES) and Clean Energy Fuels Corp. (CLNE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ACESCLNEDifference
Sharpe ratioReturn per unit of total volatility

+1.60

Sortino ratioReturn per unit of downside risk

+1.80

Omega ratioGain probability vs. loss probability

1.25

1.03

+0.22

Calmar ratioReturn relative to maximum drawdown

2.80

-0.14

+2.94

Martin ratioReturn relative to average drawdown

6.65

-0.27

+6.92

ACES vs. CLNE - Sharpe Ratio Comparison

The current ACES Sharpe Ratio is 1.49, which is higher than the CLNE Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of ACES and CLNE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ACES vs. CLNE - Drawdown Comparison

The maximum ACES drawdown since its inception was -79.05%, smaller than the maximum CLNE drawdown of -95.48%. Use the drawdown chart below to compare losses from any high point for ACES and CLNE.


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Drawdown Indicators


ACESCLNEDifference

Max Drawdown

Largest peak-to-trough decline

-79.05%

-95.48%

+16.43%

Max Drawdown (1Y)

Largest decline over 1 year

-17.82%

-41.50%

+23.68%

Max Drawdown (3Y)

Largest decline over 3 years

-58.68%

-74.37%

+15.69%

Max Drawdown (5Y)

Largest decline over 5 years

-74.44%

-87.91%

+13.47%

Max Drawdown (10Y)

Largest decline over 10 years

-92.92%

Current Drawdown

Current decline from peak

-61.21%

-92.52%

+31.31%

Average Drawdown

Average peak-to-trough decline

-38.98%

-66.52%

+27.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.50%

21.78%

-14.28%

Volatility

ACES vs. CLNE - Volatility Comparison

ALPS Clean Energy ETF (ACES) has a higher volatility of 13.71% compared to Clean Energy Fuels Corp. (CLNE) at 10.47%. This indicates that ACES's price experiences larger fluctuations and is considered to be riskier than CLNE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ACESCLNEDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.71%

10.47%

+3.24%

Volatility (6M)

Calculated over the trailing 6-month period

24.88%

32.60%

-7.72%

Volatility (1Y)

Calculated over the trailing 1-year period

33.66%

53.32%

-19.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.47%

63.67%

-27.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.69%

71.36%

-35.67%

Dividends

ACES vs. CLNE - Dividend Comparison

ACES's dividend yield for the trailing twelve months is around 0.60%, while CLNE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
ACES
ALPS Clean Energy ETF
0.60%0.70%1.10%1.44%1.08%0.71%0.56%1.79%0.34%
CLNE
Clean Energy Fuels Corp.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ACES and CLNE have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ACES has higher volatility (13.71%) compared to CLNE (10.47%). In terms of maximum drawdown, ACES dropped -79.05% vs CLNE's -95.48%.

ACES currently has the higher Sharpe Ratio (1.49 vs -0.11), 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.

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