AMLP vs. USAC
AMLP (Alerian MLP ETF) is MLPs fund tracking the Alerian MLP Infrastructure Index, while USAC (USA Compression Partners, LP) is a stock. Over the past 10 years, AMLP returned 7.06%/yr vs 18.20%/yr for USAC. Their 0.53 correlation means they have sometimes moved together and sometimes differently.
Performance
AMLP vs. USAC - Performance Comparison
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Returns By Period
In the year-to-date period, AMLP achieves a 21.95% return, which is significantly higher than USAC's 18.70% return. Over the past 10 years, AMLP has underperformed USAC with an annualized return of 7.06%, while USAC has yielded a comparatively higher 18.20% annualized 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%
USAC
- 1D
- -1.76%
- 1M
- -0.52%
- 6M
- 5.62%
- YTD
- 18.70%
- 1Y
- 20.53%
- 3Y*
- 18.62%
- 5Y*
- 21.79%
- 10Y*
- 18.20%
- ALL TIME*
- 15.03%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
AMLP Alerian MLP ETF | $68.05M | $61.93M | $74.57M |
| $6.16M | $5.49M | $6.51M |
AMLP vs. USAC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AMLP Alerian MLP ETF | 21.95% | 5.78% | 22.76% | 21.40% | 25.47% | 39.09% | -32.26% | 5.99% | -12.67% | -7.89% |
USAC USA Compression Partners, LP | 18.70% | 6.38% | 12.67% | 28.80% | 25.91% | 45.90% | -10.09% | 57.91% | -11.29% | 8.05% |
Correlation
The correlation between AMLP and USAC is 0.56, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.56 |
Correlation (3Y) Balances recent behavior with more history. | 0.59 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.60 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.55 |
Correlation (All Time) Calculated using the full available price history since Jan 15, 2013 | 0.53 |
The correlation between AMLP and USAC has been stable across timeframes, ranging from 0.53 to 0.60 - a consistent structural relationship.
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Return for Risk
AMLP vs. USAC — Risk / Return Rank
AMLP
USAC
AMLP vs. USAC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alerian MLP ETF (AMLP) and USA Compression Partners, LP (USAC). 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.
| AMLP | USAC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.94 | ||
| Sortino ratioReturn per unit of downside risk | +1.15 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.14 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.48 | 1.14 | +1.34 |
| Martin ratioReturn relative to average drawdown | 6.92 | 3.24 | +3.68 |
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Drawdowns
AMLP vs. USAC - Drawdown Comparison
The maximum AMLP drawdown since its inception was -77.19%, roughly equal to the maximum USAC drawdown of -78.96%. Use the drawdown chart below to compare losses from any high point for AMLP and USAC.
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Drawdown Indicators
| AMLP | USAC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.19% | -78.96% | +1.77% |
Max Drawdown (1Y)Largest decline over 1 year | -8.47% | -18.12% | +9.65% |
Max Drawdown (3Y)Largest decline over 3 years | -14.27% | -24.35% | +10.08% |
Max Drawdown (5Y)Largest decline over 5 years | -20.92% | -24.39% | +3.47% |
Max Drawdown (10Y)Largest decline over 10 years | -72.62% | -78.96% | +6.34% |
Current DrawdownCurrent decline from peak | -0.33% | -13.46% | +13.13% |
Average DrawdownAverage peak-to-trough decline | -17.26% | -12.71% | -4.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | 6.35% | -3.33% |
Volatility
AMLP vs. USAC - Volatility Comparison
The current volatility for Alerian MLP ETF (AMLP) is 3.99%, while USA Compression Partners, LP (USAC) has a volatility of 8.86%. This indicates that AMLP experiences smaller price fluctuations and is considered to be less risky than USAC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMLP | USAC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.99% | 8.86% | -4.87% |
Volatility (6M)Calculated over the trailing 6-month period | 9.79% | 21.32% | -11.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.50% | 28.02% | -15.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.37% | 28.91% | -9.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.65% | 42.81% | -15.16% |
Dividends
AMLP vs. USAC - Dividend Comparison
AMLP's dividend yield for the trailing twelve months is around 7.29%, less than USAC's 8.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
USAC USA Compression Partners, LP | 8.17% | 9.13% | 8.91% | 9.20% | 10.75% | 12.03% | 15.44% | 11.58% | 16.18% | 12.70% | 12.14% | 18.06% |
Frequently Asked Questions
AMLP and USAC have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
USAC has higher volatility (8.86%) compared to AMLP (3.99%). In terms of maximum drawdown, AMLP dropped -77.19% vs USAC's -78.96%.
AMLP currently has the higher Sharpe Ratio (1.68 vs 0.74), 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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