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AMNA vs. AMND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AMNA and AMND is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.01.0

Performance

AMNA vs. AMND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS Alerian Midstream Energy Index ETN (AMNA) and ETRACS Alerian Midstream Energy High Dividend Index ETN due July 19, 2050 (AMND). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%AugustSeptemberOctoberNovemberDecember
21.41%
18.34%
AMNA
AMND

Key characteristics

Returns By Period


AMNA

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

AMND

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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AMNA vs. AMND - Expense Ratio Comparison

Both AMNA and AMND have an expense ratio of 0.75%.


AMNA
ETRACS Alerian Midstream Energy Index ETN
Expense ratio chart for AMNA: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
Expense ratio chart for AMND: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%

Risk-Adjusted Performance

AMNA vs. AMND — Risk-Adjusted Performance Rank

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

AMNA
The Risk-Adjusted Performance Rank of AMNA is 9898
Overall Rank
The Sharpe Ratio Rank of AMNA is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of AMNA is 9898
Sortino Ratio Rank
The Omega Ratio Rank of AMNA is 9797
Omega Ratio Rank
The Calmar Ratio Rank of AMNA is 9898
Calmar Ratio Rank
The Martin Ratio Rank of AMNA is 9898
Martin Ratio Rank

AMND
The Risk-Adjusted Performance Rank of AMND is 9696
Overall Rank
The Sharpe Ratio Rank of AMND is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of AMND is 9494
Sortino Ratio Rank
The Omega Ratio Rank of AMND is 9696
Omega Ratio Rank
The Calmar Ratio Rank of AMND is 9696
Calmar Ratio Rank
The Martin Ratio Rank of AMND is 9797
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.

AMNA vs. AMND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS Alerian Midstream Energy Index ETN (AMNA) and ETRACS Alerian Midstream Energy High Dividend Index ETN due July 19, 2050 (AMND). 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
No data
AMNA
AMND


Rolling 12-month Sharpe Ratio2.002.503.003.504.00AugustSeptemberOctoberNovemberDecember
3.73
2.85
AMNA
AMND

Dividends

AMNA vs. AMND - Dividend Comparison

Neither AMNA nor AMND has paid dividends to shareholders.


TTM2023202220212020
AMNA
ETRACS Alerian Midstream Energy Index ETN
3.27%5.61%5.48%5.84%2.13%
AMND
ETRACS Alerian Midstream Energy High Dividend Index ETN due July 19, 2050
3.90%6.56%6.37%7.10%2.49%

Drawdowns

AMNA vs. AMND - Drawdown Comparison


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember
-5.20%
-4.78%
AMNA
AMND

Volatility

AMNA vs. AMND - Volatility Comparison

The current volatility for ETRACS Alerian Midstream Energy Index ETN (AMNA) is 5.37%, while ETRACS Alerian Midstream Energy High Dividend Index ETN due July 19, 2050 (AMND) has a volatility of 10.70%. This indicates that AMNA experiences smaller price fluctuations and is considered to be less risky than AMND 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%AugustSeptemberOctoberNovemberDecember
5.37%
10.70%
AMNA
AMND
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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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