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AM vs. SPTL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AM vs. SPTL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Antero Midstream Corporation (AM) and SPDR Portfolio Long Term Treasury ETF (SPTL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

Over the past 10 years, AM has outperformed SPTL with an annualized return of 7.23%, while SPTL has yielded a comparatively lower -1.24% annualized return.


AM

1D
1.45%
1M
-1.41%
YTD
24.57%
6M
23.32%
1Y
24.37%
3Y*
33.49%
5Y*
23.97%
10Y*
7.23%

SPTL

1D
-0.31%
1M
2.61%
YTD
0.00%
6M
0.43%
1Y
4.20%
3Y*
-0.28%
5Y*
-5.55%
10Y*
-1.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AM vs. SPTL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AM
Antero Midstream Corporation
24.57%24.37%28.46%25.73%21.98%39.55%27.59%-60.29%-22.28%-2.32%
SPTL
SPDR Portfolio Long Term Treasury ETF
0.00%5.28%-6.23%3.30%-29.44%-4.99%18.07%13.74%-1.57%9.01%

Correlation

The correlation between AM and SPTL is -0.07, 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

-0.07

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

0.05

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

-0.04

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

-0.09

Correlation (All Time)
Calculated using the full available price history since Nov 5, 2014

-0.11

The correlation between AM and SPTL shifts across timeframes, from -0.11 (all time) to 0.05 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

AM vs. SPTL — Risk / Return Rank

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

AM
AM Risk / Return Rank: 7474
Overall Rank
AM Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
AM Sortino Ratio Rank: 7373
Sortino Ratio Rank
AM Omega Ratio Rank: 7070
Omega Ratio Rank
AM Calmar Ratio Rank: 7676
Calmar Ratio Rank
AM Martin Ratio Rank: 7373
Martin Ratio Rank

SPTL
SPTL Risk / Return Rank: 1515
Overall Rank
SPTL Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
SPTL Sortino Ratio Rank: 1515
Sortino Ratio Rank
SPTL Omega Ratio Rank: 1414
Omega Ratio Rank
SPTL Calmar Ratio Rank: 1616
Calmar Ratio Rank
SPTL Martin Ratio Rank: 1515
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. SPTL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Antero Midstream Corporation (AM) and SPDR Portfolio Long Term Treasury ETF (SPTL). 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.


AMSPTLDifference
Sharpe ratioReturn per unit of total volatility

+0.82

Sortino ratioReturn per unit of downside risk

+1.17

Omega ratioGain probability vs. loss probability

1.21

1.07

+0.15

Calmar ratioReturn relative to maximum drawdown

1.95

0.46

+1.49

Martin ratioReturn relative to average drawdown

4.00

1.17

+2.83

AM vs. SPTL - Sharpe Ratio Comparison

The current AM Sharpe Ratio is 1.19, which is higher than the SPTL Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of AM and SPTL, 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

AM vs. SPTL - Drawdown Comparison

The maximum AM drawdown since its inception was -93.01%, which is greater than SPTL's maximum drawdown of -46.20%. Use the drawdown chart below to compare losses from any high point for AM and SPTL.


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Drawdown Indicators


AMSPTLDifference

Max Drawdown

Largest peak-to-trough decline

-93.01%

-46.20%

-46.81%

Max Drawdown (1Y)

Largest decline over 1 year

-12.67%

-7.04%

-5.63%

Max Drawdown (3Y)

Largest decline over 3 years

-13.98%

-17.55%

+3.57%

Max Drawdown (5Y)

Largest decline over 5 years

-21.91%

-41.02%

+19.11%

Max Drawdown (10Y)

Largest decline over 10 years

-93.01%

-46.20%

-46.81%

Current Drawdown

Current decline from peak

-7.22%

-36.63%

+29.41%

Average Drawdown

Average peak-to-trough decline

-31.88%

-14.27%

-17.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.16%

2.79%

+3.37%

Volatility

AM vs. SPTL - Volatility Comparison

Antero Midstream Corporation (AM) has a higher volatility of 5.60% compared to SPDR Portfolio Long Term Treasury ETF (SPTL) at 2.73%. This indicates that AM's price experiences larger fluctuations and is considered to be riskier than SPTL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMSPTLDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.60%

2.73%

+2.87%

Volatility (6M)

Calculated over the trailing 6-month period

14.22%

6.12%

+8.10%

Volatility (1Y)

Calculated over the trailing 1-year period

20.77%

8.83%

+11.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.53%

14.61%

+11.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.97%

13.95%

+28.02%

Dividends

AM vs. SPTL - Dividend Comparison

AM's dividend yield for the trailing twelve months is around 4.15%, less than SPTL's 4.20% yield.


PositionTTM20252024202320222021202020192018201720162015
AM
Antero Midstream Corporation
4.15%5.06%5.96%7.18%8.34%10.15%15.95%18.28%7.53%4.27%3.14%2.93%
SPTL
SPDR Portfolio Long Term Treasury ETF
4.20%4.12%4.03%3.24%2.75%1.68%1.71%2.45%2.69%2.53%2.56%2.60%

Frequently Asked Questions


AM and SPTL have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AM has higher volatility (5.60%) compared to SPTL (2.73%). In terms of maximum drawdown, AM dropped -93.01% vs SPTL's -46.20%.

AM currently has the higher Sharpe Ratio (1.19 vs 0.37), 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

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