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AMLP vs. SDOG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AMLP vs. SDOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alerian MLP ETF (AMLP) and ALPS Sector Dividend Dogs ETF (SDOG). The values are adjusted to include any dividend payments, if applicable.

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AMLP vs. SDOG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AMLP
Alerian MLP ETF
14.20%5.78%22.76%21.40%25.47%39.09%-32.26%5.99%-12.67%-7.89%
SDOG
ALPS Sector Dividend Dogs ETF
8.59%11.12%14.70%4.19%-0.20%24.59%-0.35%24.02%-11.43%12.65%

Returns By Period

In the year-to-date period, AMLP achieves a 14.20% return, which is significantly higher than SDOG's 8.59% return. Over the past 10 years, AMLP has underperformed SDOG with an annualized return of 8.63%, while SDOG has yielded a comparatively higher 9.38% annualized return.


AMLP

1D
-1.16%
1M
1.15%
YTD
14.20%
6M
16.89%
1Y
9.93%
3Y*
20.27%
5Y*
20.38%
10Y*
8.63%

SDOG

1D
1.17%
1M
-2.20%
YTD
8.59%
6M
10.01%
1Y
16.26%
3Y*
12.73%
5Y*
8.94%
10Y*
9.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AMLP vs. SDOG - Expense Ratio Comparison

AMLP has a 0.90% expense ratio, which is higher than SDOG's 0.40% expense ratio.


Return for Risk

AMLP vs. SDOG — Risk / Return Rank

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

AMLP
AMLP Risk / Return Rank: 3232
Overall Rank
AMLP Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
AMLP Sortino Ratio Rank: 3333
Sortino Ratio Rank
AMLP Omega Ratio Rank: 3535
Omega Ratio Rank
AMLP Calmar Ratio Rank: 3030
Calmar Ratio Rank
AMLP Martin Ratio Rank: 2525
Martin Ratio Rank

SDOG
SDOG Risk / Return Rank: 5959
Overall Rank
SDOG Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
SDOG Sortino Ratio Rank: 6060
Sortino Ratio Rank
SDOG Omega Ratio Rank: 5959
Omega Ratio Rank
SDOG Calmar Ratio Rank: 5656
Calmar Ratio Rank
SDOG Martin Ratio Rank: 6161
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AMLP vs. SDOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alerian MLP ETF (AMLP) and ALPS Sector Dividend Dogs ETF (SDOG). 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.


AMLPSDOGDifference

Sharpe ratio

Return per unit of total volatility

0.62

1.01

-0.39

Sortino ratio

Return per unit of downside risk

0.89

1.48

-0.59

Omega ratio

Gain probability vs. loss probability

1.13

1.21

-0.08

Calmar ratio

Return relative to maximum drawdown

0.68

1.34

-0.67

Martin ratio

Return relative to average drawdown

1.72

5.74

-4.02

AMLP vs. SDOG - Sharpe Ratio Comparison

The current AMLP Sharpe Ratio is 0.62, which is lower than the SDOG Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of AMLP and SDOG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AMLPSDOGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

1.01

-0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.02

0.58

+0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

0.49

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.63

-0.41

Correlation

The correlation between AMLP and SDOG is 0.58, 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.


Dividends

AMLP vs. SDOG - Dividend Comparison

AMLP's dividend yield for the trailing twelve months is around 7.54%, more than SDOG's 3.52% yield.


TTM20252024202320222021202020192018201720162015
AMLP
Alerian MLP ETF
7.54%8.36%7.70%7.86%7.70%8.55%12.31%9.12%9.29%7.97%8.09%9.84%
SDOG
ALPS Sector Dividend Dogs ETF
3.52%3.68%3.86%4.29%3.87%3.62%3.63%3.37%4.03%3.27%3.32%3.61%

Drawdowns

AMLP vs. SDOG - Drawdown Comparison

The maximum AMLP drawdown since its inception was -77.19%, which is greater than SDOG's maximum drawdown of -43.56%. Use the drawdown chart below to compare losses from any high point for AMLP and SDOG.


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Drawdown Indicators


AMLPSDOGDifference

Max Drawdown

Largest peak-to-trough decline

-77.19%

-43.56%

-33.63%

Max Drawdown (1Y)

Largest decline over 1 year

-14.27%

-13.12%

-1.15%

Max Drawdown (5Y)

Largest decline over 5 years

-20.92%

-19.84%

-1.08%

Max Drawdown (10Y)

Largest decline over 10 years

-72.62%

-43.56%

-29.06%

Current Drawdown

Current decline from peak

-2.17%

-3.25%

+1.08%

Average Drawdown

Average peak-to-trough decline

-17.57%

-4.96%

-12.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.60%

3.08%

+2.52%

Volatility

AMLP vs. SDOG - Volatility Comparison

Alerian MLP ETF (AMLP) and ALPS Sector Dividend Dogs ETF (SDOG) have volatilities of 2.92% and 3.03%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMLPSDOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.92%

3.03%

-0.11%

Volatility (6M)

Calculated over the trailing 6-month period

7.86%

8.43%

-0.57%

Volatility (1Y)

Calculated over the trailing 1-year period

16.08%

16.14%

-0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.18%

15.48%

+4.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.84%

19.09%

+8.75%