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AMANX vs. SPUS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AMANX vs. SPUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amana Mutual Funds Trust Income Fund (AMANX) and SP Funds S&P 500 Sharia Industry Exclusions ETF (SPUS). The values are adjusted to include any dividend payments, if applicable.

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AMANX vs. SPUS - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
AMANX
Amana Mutual Funds Trust Income Fund
-4.82%16.41%12.85%13.60%-8.86%22.53%13.98%1.17%
SPUS
SP Funds S&P 500 Sharia Industry Exclusions ETF
-5.55%19.77%26.49%34.24%-22.76%35.92%25.68%0.81%

Returns By Period

In the year-to-date period, AMANX achieves a -4.82% return, which is significantly higher than SPUS's -5.55% return.


AMANX

1D
-0.66%
1M
-10.44%
YTD
-4.82%
6M
-0.88%
1Y
12.28%
3Y*
11.43%
5Y*
8.58%
10Y*
10.55%

SPUS

1D
3.24%
1M
-5.39%
YTD
-5.55%
6M
-2.24%
1Y
24.49%
3Y*
19.34%
5Y*
13.72%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AMANX vs. SPUS - Expense Ratio Comparison

AMANX has a 1.01% expense ratio, which is higher than SPUS's 0.49% expense ratio.


Return for Risk

AMANX vs. SPUS — Risk / Return Rank

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

AMANX
AMANX Risk / Return Rank: 4040
Overall Rank
AMANX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
AMANX Sortino Ratio Rank: 4242
Sortino Ratio Rank
AMANX Omega Ratio Rank: 3636
Omega Ratio Rank
AMANX Calmar Ratio Rank: 4141
Calmar Ratio Rank
AMANX Martin Ratio Rank: 4141
Martin Ratio Rank

SPUS
SPUS Risk / Return Rank: 7676
Overall Rank
SPUS Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
SPUS Sortino Ratio Rank: 7575
Sortino Ratio Rank
SPUS Omega Ratio Rank: 7474
Omega Ratio Rank
SPUS Calmar Ratio Rank: 7878
Calmar Ratio Rank
SPUS Martin Ratio Rank: 8282
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.

AMANX vs. SPUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amana Mutual Funds Trust Income Fund (AMANX) and SP Funds S&P 500 Sharia Industry Exclusions ETF (SPUS). 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.


AMANXSPUSDifference

Sharpe ratio

Return per unit of total volatility

0.82

1.18

-0.36

Sortino ratio

Return per unit of downside risk

1.25

1.80

-0.54

Omega ratio

Gain probability vs. loss probability

1.17

1.26

-0.09

Calmar ratio

Return relative to maximum drawdown

1.04

1.96

-0.92

Martin ratio

Return relative to average drawdown

4.20

8.40

-4.20

AMANX vs. SPUS - Sharpe Ratio Comparison

The current AMANX Sharpe Ratio is 0.82, which is lower than the SPUS Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of AMANX and SPUS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AMANXSPUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

1.18

-0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.72

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.75

-0.16

Correlation

The correlation between AMANX and SPUS is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

AMANX vs. SPUS - Dividend Comparison

AMANX's dividend yield for the trailing twelve months is around 5.66%, more than SPUS's 0.63% yield.


TTM20252024202320222021202020192018201720162015
AMANX
Amana Mutual Funds Trust Income Fund
5.66%5.39%5.69%5.24%8.14%4.66%6.53%7.81%6.55%5.75%4.15%6.88%
SPUS
SP Funds S&P 500 Sharia Industry Exclusions ETF
0.63%0.60%0.70%0.87%1.21%1.15%1.04%0.00%0.00%0.00%0.00%0.00%

Drawdowns

AMANX vs. SPUS - Drawdown Comparison

The maximum AMANX drawdown since its inception was -37.82%, which is greater than SPUS's maximum drawdown of -30.80%. Use the drawdown chart below to compare losses from any high point for AMANX and SPUS.


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Drawdown Indicators


AMANXSPUSDifference

Max Drawdown

Largest peak-to-trough decline

-37.82%

-30.80%

-7.02%

Max Drawdown (1Y)

Largest decline over 1 year

-11.03%

-12.76%

+1.73%

Max Drawdown (5Y)

Largest decline over 5 years

-19.19%

-28.06%

+8.87%

Max Drawdown (10Y)

Largest decline over 10 years

-31.48%

Current Drawdown

Current decline from peak

-11.03%

-7.77%

-3.26%

Average Drawdown

Average peak-to-trough decline

-6.01%

-6.35%

+0.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.72%

2.98%

-0.26%

Volatility

AMANX vs. SPUS - Volatility Comparison

The current volatility for Amana Mutual Funds Trust Income Fund (AMANX) is 4.56%, while SP Funds S&P 500 Sharia Industry Exclusions ETF (SPUS) has a volatility of 6.04%. This indicates that AMANX experiences smaller price fluctuations and is considered to be less risky than SPUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMANXSPUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.56%

6.04%

-1.48%

Volatility (6M)

Calculated over the trailing 6-month period

9.22%

11.25%

-2.03%

Volatility (1Y)

Calculated over the trailing 1-year period

15.66%

20.90%

-5.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.75%

19.20%

-5.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.85%

21.43%

-5.58%