AMJ vs. XOM
Compare and contrast key facts about J.P. Morgan Alerian MLP Index ETN (AMJ) and Exxon Mobil Corporation (XOM).
AMJ is a passively managed fund by JPMorgan Chase that tracks the performance of the Alerian MLP Index. It was launched on Apr 2, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AMJ or XOM.
Key characteristics
| AMJ | XOM | |
|---|---|---|
| YTD Return | 13.48% | 22.48% |
| 1Y Return | 36.33% | 8.85% |
| 3Y Return (Ann) | 26.12% | 35.21% |
| 5Y Return (Ann) | 10.47% | 14.24% |
| 10Y Return (Ann) | 1.79% | 6.35% |
| Sharpe Ratio | 2.74 | 0.37 |
| Daily Std Dev | 13.32% | 21.35% |
| Max Drawdown | -81.21% | -62.40% |
| Current Drawdown | -2.11% | -0.71% |
Correlation
The correlation between AMJ and XOM is 0.55, 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.
Performance
AMJ vs. XOM - Performance Comparison
In the year-to-date period, AMJ achieves a 13.48% return, which is significantly lower than XOM's 22.48% return. Over the past 10 years, AMJ has underperformed XOM with an annualized return of 1.79%, while XOM has yielded a comparatively higher 6.35% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Dividends
AMJ vs. XOM - Dividend Comparison
AMJ's dividend yield for the trailing twelve months is around 5.94%, more than XOM's 3.07% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMJ J.P. Morgan Alerian MLP Index ETN | 5.94% | 6.54% | 6.33% | 7.31% | 10.87% | 8.30% | 8.38% | 6.96% | 6.57% | 7.93% | 5.69% | 4.72% |
XOM Exxon Mobil Corporation | 3.07% | 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
The maximum AMJ drawdown since its inception was -81.21%, which is greater than XOM's maximum drawdown of -62.40%. Use the drawdown chart below to compare losses from any high point for AMJ and XOM. For additional features, visit the drawdowns tool.
Volatility
AMJ vs. XOM - Volatility Comparison
J.P. Morgan Alerian MLP Index ETN (AMJ) has a higher volatility of 4.11% compared to Exxon Mobil Corporation (XOM) at 3.59%. This indicates that AMJ's price experiences larger fluctuations and is considered to be riskier than XOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.