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AMJ vs. XOM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AMJ and XOM is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

AMJ vs. XOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in J.P. Morgan Alerian MLP Index ETN (AMJ) and Exxon Mobil Corporation (XOM). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
797.47%
73.11%
AMJ
XOM

Key characteristics

Returns By Period


AMJ

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

XOM

YTD

9.50%

1M

-13.17%

6M

-2.85%

1Y

7.43%

5Y*

13.97%

10Y*

5.74%

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Risk-Adjusted Performance

AMJ vs. XOM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for J.P. Morgan Alerian MLP Index ETN (AMJ) and Exxon Mobil Corporation (XOM). 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.


Sharpe ratio
The chart of Sharpe ratio for AMJ, currently valued at 1.62, compared to the broader market0.002.004.001.620.42
The chart of Sortino ratio for AMJ, currently valued at 2.37, compared to the broader market-2.000.002.004.006.008.0010.002.370.72
The chart of Omega ratio for AMJ, currently valued at 1.46, compared to the broader market0.501.001.502.002.503.001.461.08
The chart of Calmar ratio for AMJ, currently valued at 0.19, compared to the broader market0.005.0010.0015.000.190.43
The chart of Martin ratio for AMJ, currently valued at 6.31, compared to the broader market0.0020.0040.0060.0080.00100.006.311.69
AMJ
XOM


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.62
0.42
AMJ
XOM

Dividends

AMJ vs. XOM - Dividend Comparison

AMJ has not paid dividends to shareholders, while XOM's dividend yield for the trailing twelve months is around 3.63%.


TTM20232022202120202019201820172016201520142013
AMJ
J.P. Morgan Alerian MLP Index ETN
1.49%6.54%6.33%7.31%10.87%8.30%8.38%6.96%47.34%0.00%0.00%0.00%
XOM
Exxon Mobil Corporation
3.63%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%2.92%2.43%

Drawdowns

AMJ vs. XOM - Drawdown Comparison


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-66.94%
-14.86%
AMJ
XOM

Volatility

AMJ vs. XOM - Volatility Comparison

The current volatility for J.P. Morgan Alerian MLP Index ETN (AMJ) is 0.00%, while Exxon Mobil Corporation (XOM) has a volatility of 4.42%. This indicates that AMJ experiences smaller price fluctuations and is considered to be less risky than XOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember0
4.42%
AMJ
XOM
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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