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AMLP vs. KYN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AMLP and KYN is 0.47, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

AMLP vs. KYN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alerian MLP ETF (AMLP) and Kayne Anderson Energy Infrastructure Fund, Inc. (KYN). The values are adjusted to include any dividend payments, if applicable.

60.00%70.00%80.00%90.00%100.00%110.00%120.00%NovemberDecember2025FebruaryMarchApril
104.71%
78.44%
AMLP
KYN

Key characteristics

Sharpe Ratio

AMLP:

0.76

KYN:

1.36

Sortino Ratio

AMLP:

1.09

KYN:

1.82

Omega Ratio

AMLP:

1.15

KYN:

1.27

Calmar Ratio

AMLP:

0.97

KYN:

0.86

Martin Ratio

AMLP:

3.87

KYN:

6.47

Ulcer Index

AMLP:

3.58%

KYN:

5.14%

Daily Std Dev

AMLP:

18.26%

KYN:

24.45%

Max Drawdown

AMLP:

-77.19%

KYN:

-91.43%

Current Drawdown

AMLP:

-5.57%

KYN:

-16.05%

Returns By Period

In the year-to-date period, AMLP achieves a 5.03% return, which is significantly higher than KYN's -3.27% return. Over the past 10 years, AMLP has outperformed KYN with an annualized return of 3.12%, while KYN has yielded a comparatively lower -0.76% annualized return.


AMLP

YTD

5.03%

1M

-4.43%

6M

9.99%

1Y

13.11%

5Y*

27.14%

10Y*

3.12%

KYN

YTD

-3.27%

1M

-6.70%

6M

6.23%

1Y

33.27%

5Y*

30.91%

10Y*

-0.76%

*Annualized

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Risk-Adjusted Performance

AMLP vs. KYN — Risk-Adjusted Performance Rank

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

AMLP
The Risk-Adjusted Performance Rank of AMLP is 7575
Overall Rank
The Sharpe Ratio Rank of AMLP is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of AMLP is 7171
Sortino Ratio Rank
The Omega Ratio Rank of AMLP is 7171
Omega Ratio Rank
The Calmar Ratio Rank of AMLP is 8282
Calmar Ratio Rank
The Martin Ratio Rank of AMLP is 8080
Martin Ratio Rank

KYN
The Risk-Adjusted Performance Rank of KYN is 8686
Overall Rank
The Sharpe Ratio Rank of KYN is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of KYN is 8484
Sortino Ratio Rank
The Omega Ratio Rank of KYN is 8585
Omega Ratio Rank
The Calmar Ratio Rank of KYN is 8282
Calmar Ratio Rank
The Martin Ratio Rank of KYN is 9090
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AMLP vs. KYN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Alerian MLP ETF (AMLP) and Kayne Anderson Energy Infrastructure Fund, Inc. (KYN). 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.


The chart of Sharpe ratio for AMLP, currently valued at 0.76, compared to the broader market-1.000.001.002.003.004.00
AMLP: 0.76
KYN: 1.36
The chart of Sortino ratio for AMLP, currently valued at 1.09, compared to the broader market-2.000.002.004.006.008.00
AMLP: 1.09
KYN: 1.82
The chart of Omega ratio for AMLP, currently valued at 1.15, compared to the broader market0.501.001.502.00
AMLP: 1.15
KYN: 1.27
The chart of Calmar ratio for AMLP, currently valued at 0.97, compared to the broader market0.002.004.006.008.0010.0012.00
AMLP: 0.97
KYN: 0.86
The chart of Martin ratio for AMLP, currently valued at 3.87, compared to the broader market0.0020.0040.0060.00
AMLP: 3.87
KYN: 6.47

The current AMLP Sharpe Ratio is 0.76, which is lower than the KYN Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of AMLP and KYN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00NovemberDecember2025FebruaryMarchApril
0.76
1.36
AMLP
KYN

Dividends

AMLP vs. KYN - Dividend Comparison

AMLP's dividend yield for the trailing twelve months is around 7.66%, less than KYN's 7.85% yield.


TTM20242023202220212020201920182017201620152014
AMLP
Alerian MLP ETF
7.66%7.70%7.86%7.70%8.55%12.31%9.12%9.30%7.97%8.09%9.84%6.45%
KYN
Kayne Anderson Energy Infrastructure Fund, Inc.
7.85%8.34%9.45%9.05%6.42%16.17%10.34%14.17%9.97%11.24%15.20%6.61%

Drawdowns

AMLP vs. KYN - Drawdown Comparison

The maximum AMLP drawdown since its inception was -77.19%, smaller than the maximum KYN drawdown of -91.43%. Use the drawdown chart below to compare losses from any high point for AMLP and KYN. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-5.57%
-16.05%
AMLP
KYN

Volatility

AMLP vs. KYN - Volatility Comparison

The current volatility for Alerian MLP ETF (AMLP) is 11.70%, while Kayne Anderson Energy Infrastructure Fund, Inc. (KYN) has a volatility of 16.67%. This indicates that AMLP experiences smaller price fluctuations and is considered to be less risky than KYN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
11.70%
16.67%
AMLP
KYN