PortfoliosLab logoPortfoliosLab logo
AM vs. EMB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AM vs. EMB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Antero Midstream Corporation (AM) and iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, AM achieves a 24.05% return, which is significantly higher than EMB's 2.01% return. Over the past 10 years, AM has outperformed EMB with an annualized return of 7.48%, while EMB has yielded a comparatively lower 3.29% annualized return.


AM

1D
1.46%
1M
-0.92%
YTD
24.05%
6M
21.13%
1Y
22.19%
3Y*
33.97%
5Y*
25.28%
10Y*
7.48%

EMB

1D
0.21%
1M
1.03%
YTD
2.01%
6M
2.23%
1Y
11.38%
3Y*
9.69%
5Y*
1.90%
10Y*
3.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AM vs. EMB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AM
Antero Midstream Corporation
24.05%24.37%28.46%25.73%21.98%39.55%27.59%-60.29%-22.28%-2.32%
EMB
iShares J.P. Morgan USD Emerging Markets Bond ETF
2.01%13.85%5.54%10.62%-18.63%-2.23%5.42%15.48%-5.47%10.28%

Correlation

The correlation between AM and EMB is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.08

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

0.20

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

0.21

Correlation (10Y)
Calculated over the trailing 10-year period

0.18

Correlation (All Time)
Calculated using the full available price history since Nov 6, 2014

0.19

The correlation between AM and EMB shifts across timeframes, from -0.08 (1 year) to 0.21 (5 years), reflecting how their relationship changes across market environments.

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

AM vs. EMB — Risk / Return Rank

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

AM
AM Risk / Return Rank: 7070
Overall Rank
AM Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
AM Sortino Ratio Rank: 6868
Sortino Ratio Rank
AM Omega Ratio Rank: 6565
Omega Ratio Rank
AM Calmar Ratio Rank: 7272
Calmar Ratio Rank
AM Martin Ratio Rank: 7070
Martin Ratio Rank

EMB
EMB Risk / Return Rank: 6262
Overall Rank
EMB Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
EMB Sortino Ratio Rank: 6666
Sortino Ratio Rank
EMB Omega Ratio Rank: 6868
Omega Ratio Rank
EMB Calmar Ratio Rank: 5252
Calmar Ratio Rank
EMB Martin Ratio Rank: 6262
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.

AM vs. EMB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Antero Midstream Corporation (AM) and iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB). 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.


AMEMBDifference
Sharpe ratioReturn per unit of total volatility

-0.99

Sortino ratioReturn per unit of downside risk

-1.40

Omega ratioGain probability vs. loss probability

1.19

1.40

-0.21

Calmar ratioReturn relative to maximum drawdown

1.76

2.54

-0.78

Martin ratioReturn relative to average drawdown

3.67

10.84

-7.17

AM vs. EMB - Sharpe Ratio Comparison

The current AM Sharpe Ratio is 1.07, which is lower than the EMB Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of AM and EMB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


AMEMBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

2.06

-0.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.95

0.20

+0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

0.33

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.44

-0.30

Drawdowns

AM vs. EMB - Drawdown Comparison

The maximum AM drawdown since its inception was -93.01%, which is greater than EMB's maximum drawdown of -34.70%. Use the drawdown chart below to compare losses from any high point for AM and EMB.


Loading charts...

Drawdown Indicators


AMEMBDifference

Max Drawdown

Largest peak-to-trough decline

-93.01%

-34.70%

-58.31%

Max Drawdown (1Y)

Largest decline over 1 year

-12.67%

-4.51%

-8.16%

Max Drawdown (3Y)

Largest decline over 3 years

-13.98%

-7.95%

-6.03%

Max Drawdown (5Y)

Largest decline over 5 years

-21.91%

-28.74%

+6.83%

Max Drawdown (10Y)

Largest decline over 10 years

-93.01%

-28.74%

-64.27%

Current Drawdown

Current decline from peak

-7.61%

-0.17%

-7.44%

Average Drawdown

Average peak-to-trough decline

-31.44%

-5.06%

-26.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.06%

1.05%

+5.01%

Volatility

AM vs. EMB - Volatility Comparison

Antero Midstream Corporation (AM) has a higher volatility of 6.51% compared to iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB) at 1.81%. This indicates that AM's price experiences larger fluctuations and is considered to be riskier than EMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


AMEMBDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.51%

1.81%

+4.70%

Volatility (6M)

Calculated over the trailing 6-month period

14.45%

4.51%

+9.94%

Volatility (1Y)

Calculated over the trailing 1-year period

20.93%

5.56%

+15.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.60%

9.75%

+16.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.00%

9.95%

+32.05%

Dividends

AM vs. EMB - Dividend Comparison

AM's dividend yield for the trailing twelve months is around 4.17%, less than EMB's 5.04% yield.


PositionTTM20252024202320222021202020192018201720162015
AM
Antero Midstream Corporation
4.17%5.06%5.96%7.18%8.34%10.15%15.95%18.28%7.53%4.27%3.14%2.93%
EMB
iShares J.P. Morgan USD Emerging Markets Bond ETF
5.04%4.98%5.46%4.74%5.04%3.89%3.88%4.51%5.64%4.54%4.83%4.84%

Frequently Asked Questions


AM and EMB have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AM has higher volatility (6.51%) compared to EMB (1.81%). In terms of maximum drawdown, AM dropped -93.01% vs EMB's -34.70%.

EMB currently has the higher Sharpe Ratio (2.06 vs 1.07), 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.

Portfolio Optimizer

Find the right allocation for AM and EMB

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