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

Correlation

The correlation between AMLP and VDE 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. VDE - Performance Comparison

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

80.00%100.00%120.00%140.00%160.00%180.00%NovemberDecember2025FebruaryMarchApril
104.71%
138.01%
AMLP
VDE

Key characteristics

Sharpe Ratio

AMLP:

0.76

VDE:

-0.44

Sortino Ratio

AMLP:

1.09

VDE:

-0.43

Omega Ratio

AMLP:

1.15

VDE:

0.94

Calmar Ratio

AMLP:

0.97

VDE:

-0.52

Martin Ratio

AMLP:

3.87

VDE:

-1.47

Ulcer Index

AMLP:

3.58%

VDE:

7.58%

Daily Std Dev

AMLP:

18.26%

VDE:

25.31%

Max Drawdown

AMLP:

-77.19%

VDE:

-74.16%

Current Drawdown

AMLP:

-5.57%

VDE:

-14.89%

Returns By Period

In the year-to-date period, AMLP achieves a 5.03% return, which is significantly higher than VDE's -4.80% return. Over the past 10 years, AMLP has underperformed VDE with an annualized return of 3.12%, while VDE has yielded a comparatively higher 3.57% annualized return.


AMLP

YTD

5.03%

1M

-4.43%

6M

9.99%

1Y

13.11%

5Y*

27.14%

10Y*

3.12%

VDE

YTD

-4.80%

1M

-11.44%

6M

-7.01%

1Y

-11.64%

5Y*

24.95%

10Y*

3.57%

*Annualized

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AMLP vs. VDE - Expense Ratio Comparison

AMLP has a 0.90% expense ratio, which is higher than VDE's 0.10% expense ratio.


Expense ratio chart for AMLP: current value is 0.90%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AMLP: 0.90%
Expense ratio chart for VDE: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VDE: 0.10%

Risk-Adjusted Performance

AMLP vs. VDE — 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

VDE
The Risk-Adjusted Performance Rank of VDE is 55
Overall Rank
The Sharpe Ratio Rank of VDE is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of VDE is 77
Sortino Ratio Rank
The Omega Ratio Rank of VDE is 66
Omega Ratio Rank
The Calmar Ratio Rank of VDE is 22
Calmar Ratio Rank
The Martin Ratio Rank of VDE is 22
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. VDE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Alerian MLP ETF (AMLP) and Vanguard Energy ETF (VDE). 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
VDE: -0.44
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
VDE: -0.43
The chart of Omega ratio for AMLP, currently valued at 1.15, compared to the broader market0.501.001.502.002.50
AMLP: 1.15
VDE: 0.94
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
VDE: -0.52
The chart of Martin ratio for AMLP, currently valued at 3.87, compared to the broader market0.0020.0040.0060.00
AMLP: 3.87
VDE: -1.47

The current AMLP Sharpe Ratio is 0.76, which is higher than the VDE Sharpe Ratio of -0.44. The chart below compares the historical Sharpe Ratios of AMLP and VDE, 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-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.76
-0.44
AMLP
VDE

Dividends

AMLP vs. VDE - Dividend Comparison

AMLP's dividend yield for the trailing twelve months is around 7.66%, more than VDE's 3.42% 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%
VDE
Vanguard Energy ETF
3.42%3.23%3.34%3.65%4.13%4.76%3.59%3.35%2.90%2.31%3.17%1.98%

Drawdowns

AMLP vs. VDE - Drawdown Comparison

The maximum AMLP drawdown since its inception was -77.19%, roughly equal to the maximum VDE drawdown of -74.16%. Use the drawdown chart below to compare losses from any high point for AMLP and VDE. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-5.57%
-14.89%
AMLP
VDE

Volatility

AMLP vs. VDE - Volatility Comparison

The current volatility for Alerian MLP ETF (AMLP) is 11.70%, while Vanguard Energy ETF (VDE) has a volatility of 17.54%. This indicates that AMLP experiences smaller price fluctuations and is considered to be less risky than VDE 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%
17.54%
AMLP
VDE