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

Correlation

The correlation between AMLP and SBLK is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

AMLP vs. SBLK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alerian MLP ETF (AMLP) and Star Bulk Carriers Corp. (SBLK). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%AugustSeptemberOctoberNovemberDecember2025
10.01%
-33.93%
AMLP
SBLK

Key characteristics

Sharpe Ratio

AMLP:

2.21

SBLK:

-0.74

Sortino Ratio

AMLP:

3.02

SBLK:

-0.95

Omega Ratio

AMLP:

1.38

SBLK:

0.90

Calmar Ratio

AMLP:

3.74

SBLK:

-0.22

Martin Ratio

AMLP:

11.34

SBLK:

-1.16

Ulcer Index

AMLP:

2.75%

SBLK:

18.45%

Daily Std Dev

AMLP:

14.10%

SBLK:

29.09%

Max Drawdown

AMLP:

-77.19%

SBLK:

-99.74%

Current Drawdown

AMLP:

0.00%

SBLK:

-96.19%

Returns By Period

In the year-to-date period, AMLP achieves a 7.37% return, which is significantly higher than SBLK's -1.81% return. Over the past 10 years, AMLP has outperformed SBLK with an annualized return of 3.41%, while SBLK has yielded a comparatively lower 1.63% annualized return.


AMLP

YTD

7.37%

1M

9.67%

6M

10.01%

1Y

31.90%

5Y*

12.74%

10Y*

3.41%

SBLK

YTD

-1.81%

1M

-1.94%

6M

-33.93%

1Y

-22.72%

5Y*

19.91%

10Y*

1.63%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

AMLP vs. SBLK — 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 8181
Overall Rank
The Sharpe Ratio Rank of AMLP is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of AMLP is 8282
Sortino Ratio Rank
The Omega Ratio Rank of AMLP is 7777
Omega Ratio Rank
The Calmar Ratio Rank of AMLP is 8686
Calmar Ratio Rank
The Martin Ratio Rank of AMLP is 7777
Martin Ratio Rank

SBLK
The Risk-Adjusted Performance Rank of SBLK is 1717
Overall Rank
The Sharpe Ratio Rank of SBLK is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of SBLK is 1111
Sortino Ratio Rank
The Omega Ratio Rank of SBLK is 1414
Omega Ratio Rank
The Calmar Ratio Rank of SBLK is 3232
Calmar Ratio Rank
The Martin Ratio Rank of SBLK is 1717
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. SBLK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Alerian MLP ETF (AMLP) and Star Bulk Carriers Corp. (SBLK). 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 AMLP, currently valued at 2.21, compared to the broader market0.002.004.002.21-0.74
The chart of Sortino ratio for AMLP, currently valued at 3.02, compared to the broader market0.005.0010.003.02-0.95
The chart of Omega ratio for AMLP, currently valued at 1.38, compared to the broader market0.501.001.502.002.503.001.380.90
The chart of Calmar ratio for AMLP, currently valued at 3.74, compared to the broader market0.005.0010.0015.003.74-0.25
The chart of Martin ratio for AMLP, currently valued at 11.34, compared to the broader market0.0020.0040.0060.0080.00100.0011.34-1.16
AMLP
SBLK

The current AMLP Sharpe Ratio is 2.21, which is higher than the SBLK Sharpe Ratio of -0.74. The chart below compares the historical Sharpe Ratios of AMLP and SBLK, 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 Ratio-1.00-0.500.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
2.21
-0.74
AMLP
SBLK

Dividends

AMLP vs. SBLK - Dividend Comparison

AMLP's dividend yield for the trailing twelve months is around 7.17%, less than SBLK's 17.03% yield.


TTM20242023202220212020201920182017201620152014
AMLP
Alerian MLP ETF
7.17%7.70%7.86%7.70%8.55%12.31%9.12%9.30%7.97%8.09%9.84%6.45%
SBLK
Star Bulk Carriers Corp.
17.03%16.72%7.38%33.80%13.01%0.57%0.42%0.00%0.00%0.00%0.00%0.00%

Drawdowns

AMLP vs. SBLK - Drawdown Comparison

The maximum AMLP drawdown since its inception was -77.19%, smaller than the maximum SBLK drawdown of -99.74%. Use the drawdown chart below to compare losses from any high point for AMLP and SBLK. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember20250
-86.46%
AMLP
SBLK

Volatility

AMLP vs. SBLK - Volatility Comparison

The current volatility for Alerian MLP ETF (AMLP) is 4.60%, while Star Bulk Carriers Corp. (SBLK) has a volatility of 8.41%. This indicates that AMLP experiences smaller price fluctuations and is considered to be less risky than SBLK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
4.60%
8.41%
AMLP
SBLK
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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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