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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.

0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
27.51%
24.44%
AMNA
AMND

Key characteristics

Sharpe Ratio

AMNA:

3.73

AMND:

2.85

Sortino Ratio

AMNA:

5.15

AMND:

3.69

Omega Ratio

AMNA:

1.69

AMND:

1.57

Calmar Ratio

AMNA:

9.32

AMND:

5.50

Martin Ratio

AMNA:

33.60

AMND:

26.92

Ulcer Index

AMNA:

1.44%

AMND:

1.63%

Daily Std Dev

AMNA:

12.97%

AMND:

15.38%

Max Drawdown

AMNA:

-18.83%

AMND:

-18.21%

Current Drawdown

AMNA:

-5.20%

AMND:

-4.78%

Returns By Period

In the year-to-date period, AMNA achieves a 44.30% return, which is significantly higher than AMND's 40.42% return.


AMNA

YTD

44.30%

1M

-1.77%

6M

28.70%

1Y

44.63%

5Y*

N/A

10Y*

N/A

AMND

YTD

40.42%

1M

-0.35%

6M

25.40%

1Y

40.30%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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 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
The chart of Sharpe ratio for AMNA, currently valued at 3.73, compared to the broader market0.002.004.003.732.85
The chart of Sortino ratio for AMNA, currently valued at 5.15, compared to the broader market-2.000.002.004.006.008.0010.005.153.69
The chart of Omega ratio for AMNA, currently valued at 1.69, compared to the broader market0.501.001.502.002.503.001.691.57
The chart of Calmar ratio for AMNA, currently valued at 9.32, compared to the broader market0.005.0010.0015.009.325.50
The chart of Martin ratio for AMNA, currently valued at 33.60, compared to the broader market0.0020.0040.0060.0080.00100.0033.6026.92
AMNA
AMND

The current AMNA Sharpe Ratio is 3.73, which is higher than the AMND Sharpe Ratio of 2.85. The chart below compares the historical Sharpe Ratios of AMNA and AMND, 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 Ratio2.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
3.73
2.85
AMNA
AMND

Dividends

AMNA vs. AMND - Dividend Comparison

AMNA's dividend yield for the trailing twelve months is around 4.32%, less than AMND's 5.14% yield.


TTM2023202220212020
AMNA
ETRACS Alerian Midstream Energy Index ETN
4.32%5.61%5.48%5.84%2.13%
AMND
ETRACS Alerian Midstream Energy High Dividend Index ETN due July 19, 2050
5.14%6.56%6.37%7.10%2.49%

Drawdowns

AMNA vs. AMND - Drawdown Comparison

The maximum AMNA drawdown since its inception was -18.83%, roughly equal to the maximum AMND drawdown of -18.21%. Use the drawdown chart below to compare losses from any high point for AMNA and AMND. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-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%JulyAugustSeptemberOctoberNovemberDecember
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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