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AMLP vs. ASGI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AMLP vs. ASGI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alerian MLP ETF (AMLP) and Abrdn Global Infrastructure Income Fund (ASGI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AMLP achieves a 21.95% return, which is significantly higher than ASGI's 12.43% return.


AMLP

1D
-0.33%
1M
5.92%
6M
15.63%
YTD
21.95%
1Y
20.87%
3Y*
19.72%
5Y*
20.29%
10Y*
7.06%
ALL TIME*
5.88%

ASGI

1D
-1.63%
1M
1.99%
6M
8.77%
YTD
12.43%
1Y
24.16%
3Y*
23.53%
5Y*
13.10%
10Y*
ALL TIME*
12.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$68.05M$61.93M$74.57M
$3.89M$5.11M$4.10M

AMLP vs. ASGI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
AMLP
Alerian MLP ETF
21.95%5.78%22.76%21.40%25.47%39.09%15.35%
ASGI
Abrdn Global Infrastructure Income Fund
12.43%44.20%10.26%14.48%-10.50%18.17%-4.74%

Correlation

The correlation between AMLP and ASGI is 0.14, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.14

Correlation (3Y)
Balances recent behavior with more history.

0.28

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.39

Correlation (All Time)
Calculated using the full available price history since Jul 29, 2020

0.38

Over the past year, the correlation between AMLP and ASGI has dropped to 0.14 - well below their long-term average of 0.38, suggesting their price drivers have been diverging.

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Return for Risk

AMLP vs. ASGI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

AMLP
AMLP Risk / Return Rank: 6767
Overall Rank
AMLP Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
AMLP Sortino Ratio Rank: 7171
Sortino Ratio Rank
AMLP Omega Ratio Rank: 6868
Omega Ratio Rank
AMLP Calmar Ratio Rank: 7070
Calmar Ratio Rank
AMLP Martin Ratio Rank: 5757
Martin Ratio Rank

ASGI
ASGI Risk / Return Rank: 3535
Overall Rank
ASGI Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
ASGI Sortino Ratio Rank: 3434
Sortino Ratio Rank
ASGI Omega Ratio Rank: 3636
Omega Ratio Rank
ASGI Calmar Ratio Rank: 3535
Calmar Ratio Rank
ASGI Martin Ratio Rank: 3232
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

AMLP vs. ASGI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alerian MLP ETF (AMLP) and Abrdn Global Infrastructure Income Fund (ASGI). 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.


AMLPASGIDifference
Sharpe ratioReturn per unit of total volatility

+0.45

Sortino ratioReturn per unit of downside risk

+0.66

Omega ratioGain probability vs. loss probability

1.29

1.22

+0.07

Calmar ratioReturn relative to maximum drawdown

2.48

1.60

+0.87

Martin ratioReturn relative to average drawdown

6.92

4.93

+1.99

AMLP vs. ASGI - Sharpe Ratio Comparison

The current AMLP Sharpe Ratio is 1.68, which is higher than the ASGI Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of AMLP and ASGI, 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

AMLP vs. ASGI - Drawdown Comparison

The maximum AMLP drawdown since its inception was -77.19%, which is greater than ASGI's maximum drawdown of -23.71%. Use the drawdown chart below to compare losses from any high point for AMLP and ASGI.


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Drawdown Indicators


AMLPASGIDifference

Max Drawdown

Largest peak-to-trough decline

-77.19%

-23.71%

-53.48%

Max Drawdown (1Y)

Largest decline over 1 year

-8.47%

-15.15%

+6.68%

Max Drawdown (3Y)

Largest decline over 3 years

-14.27%

-15.15%

+0.88%

Max Drawdown (5Y)

Largest decline over 5 years

-20.92%

-22.49%

+1.57%

Max Drawdown (10Y)

Largest decline over 10 years

-72.62%

Current Drawdown

Current decline from peak

-0.33%

-4.24%

+3.91%

Average Drawdown

Average peak-to-trough decline

-17.26%

-5.94%

-11.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

4.92%

-1.90%

Volatility

AMLP vs. ASGI - Volatility Comparison

The current volatility for Alerian MLP ETF (AMLP) is 3.99%, while Abrdn Global Infrastructure Income Fund (ASGI) has a volatility of 6.11%. This indicates that AMLP experiences smaller price fluctuations and is considered to be less risky than ASGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMLPASGIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.99%

6.11%

-2.12%

Volatility (6M)

Calculated over the trailing 6-month period

9.79%

17.06%

-7.27%

Volatility (1Y)

Calculated over the trailing 1-year period

12.50%

19.81%

-7.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.37%

16.94%

+2.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.65%

17.56%

+10.09%

AMLP vs. ASGI - Expense Ratio Comparison

AMLP has a 0.90% expense ratio, which is lower than ASGI's 1.65% expense ratio.


Dividends

AMLP vs. ASGI - Dividend Comparison

AMLP's dividend yield for the trailing twelve months is around 7.29%, less than ASGI's 11.14% yield.


PositionTTM20252024202320222021202020192018201720162015
AMLP
Alerian MLP ETF
7.29%8.36%7.70%7.86%7.70%8.55%12.31%9.12%9.29%7.97%8.09%9.84%
ASGI
Abrdn Global Infrastructure Income Fund
11.14%10.96%12.84%8.03%8.25%6.33%1.76%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


AMLP and ASGI have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ASGI has higher volatility (6.11%) compared to AMLP (3.99%). In terms of maximum drawdown, AMLP dropped -77.19% vs ASGI's -23.71%.

AMLP currently has the higher Sharpe Ratio (1.68 vs 1.23), 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.

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