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AMLP vs. MLPI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AMLP vs. MLPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alerian MLP ETF (AMLP) and NEOS MLP & Energy Infrastructure High Income ETF (MLPI). 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 22.35% return, which is significantly higher than MLPI's 18.15% return.


AMLP

1D
0.89%
1M
6.26%
6M
14.99%
YTD
22.35%
1Y
21.27%
3Y*
19.27%
5Y*
19.50%
10Y*
7.29%
ALL TIME*
5.90%

MLPI

1D
-0.07%
1M
-0.05%
6M
11.52%
YTD
18.15%
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$65.00M$60.75M$74.60M
$23.44M$21.53M$19.40M

AMLP vs. MLPI - Yearly Performance Comparison


2026 (YTD)2025
AMLP
Alerian MLP ETF
22.35%-0.11%
MLPI
NEOS MLP & Energy Infrastructure High Income ETF
18.15%0.36%

Correlation

The correlation between AMLP and MLPI is 0.69, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 18, 2025

0.69

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Return for Risk

AMLP vs. MLPI — Risk / Return Rank

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

AMLP
AMLP Risk / Return Rank: 6666
Overall Rank
AMLP Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
AMLP Sortino Ratio Rank: 6868
Sortino Ratio Rank
AMLP Omega Ratio Rank: 6565
Omega Ratio Rank
AMLP Calmar Ratio Rank: 6868
Calmar Ratio Rank
AMLP Martin Ratio Rank: 5656
Martin Ratio Rank

MLPI

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. MLPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alerian MLP ETF (AMLP) and NEOS MLP & Energy Infrastructure High Income ETF (MLPI). 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.


AMLPMLPIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.27

Calmar ratioReturn relative to maximum drawdown

2.35

Martin ratioReturn relative to average drawdown

6.55

AMLP vs. MLPI - Sharpe Ratio Comparison


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Drawdowns

AMLP vs. MLPI - Drawdown Comparison

The maximum AMLP drawdown since its inception was -77.19%, which is greater than MLPI's maximum drawdown of -5.38%. Use the drawdown chart below to compare losses from any high point for AMLP and MLPI.


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Drawdown Indicators


AMLPMLPIDifference

Max Drawdown

Largest peak-to-trough decline

-77.19%

-5.38%

-71.81%

Max Drawdown (1Y)

Largest decline over 1 year

-8.47%

Max Drawdown (3Y)

Largest decline over 3 years

-14.27%

Max Drawdown (5Y)

Largest decline over 5 years

-20.92%

Max Drawdown (10Y)

Largest decline over 10 years

-72.62%

Current Drawdown

Current decline from peak

0.00%

-3.36%

+3.36%

Average Drawdown

Average peak-to-trough decline

-17.26%

-1.63%

-15.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

Volatility

AMLP vs. MLPI - Volatility Comparison


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Volatility by Period


AMLPMLPIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.98%

Volatility (6M)

Calculated over the trailing 6-month period

9.81%

Volatility (1Y)

Calculated over the trailing 1-year period

12.55%

13.31%

-0.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.37%

13.31%

+6.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.64%

13.31%

+14.33%

AMLP vs. MLPI - Expense Ratio Comparison

AMLP has a 0.90% expense ratio, which is higher than MLPI's 0.68% expense ratio.


Dividends

AMLP vs. MLPI - Dividend Comparison

AMLP's dividend yield for the trailing twelve months is around 7.27%, less than MLPI's 8.63% yield.


PositionTTM20252024202320222021202020192018201720162015
AMLP
Alerian MLP ETF
7.27%8.36%7.70%7.86%7.70%8.55%12.31%9.12%9.29%7.97%8.09%9.84%
MLPI
NEOS MLP & Energy Infrastructure High Income ETF
8.63%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


AMLP and MLPI have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MLPI is cheaper at 0.68% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MLPI is cheaper with a 0.68% expense ratio, compared with 0.90% for AMLP.

MLPI has the higher dividend yield at 8.63%, compared with 7.27% for AMLP.

AMLP is categorized as MLPs, while MLPI is Infrastructure Equities. They also come from different issuers: SS&C and Neos. Their fees differ too: 0.90% for AMLP and 0.68% for MLPI.

Portfolio Optimizer

Find the right allocation for AMLP and MLPI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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