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

Correlation

The correlation between AMNA and FALN is 0.66, 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.


Performance

AMNA vs. FALN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS Alerian Midstream Energy Index ETN (AMNA) and iShares Fallen Angels USD Bond ETF (FALN). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period


AMNA

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

FALN

YTD

1.45%

1M

2.56%

6M

1.19%

1Y

6.44%

3Y*

7.31%

5Y*

6.31%

10Y*

N/A

*Annualized

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AMNA vs. FALN - Expense Ratio Comparison

AMNA has a 0.75% expense ratio, which is higher than FALN's 0.25% expense ratio.


Risk-Adjusted Performance

AMNA vs. FALN — 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

FALN
The Risk-Adjusted Performance Rank of FALN is 8080
Overall Rank
The Sharpe Ratio Rank of FALN is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of FALN is 7575
Sortino Ratio Rank
The Omega Ratio Rank of FALN is 7878
Omega Ratio Rank
The Calmar Ratio Rank of FALN is 8181
Calmar Ratio Rank
The Martin Ratio Rank of FALN is 8484
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. FALN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS Alerian Midstream Energy Index ETN (AMNA) and iShares Fallen Angels USD Bond ETF (FALN). 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.



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Dividends

AMNA vs. FALN - Dividend Comparison

AMNA has not paid dividends to shareholders, while FALN's dividend yield for the trailing twelve months is around 6.34%.


TTM202420232022202120202019201820172016
AMNA
ETRACS Alerian Midstream Energy Index ETN
2.19%4.32%5.61%5.48%5.84%2.13%0.00%0.00%0.00%0.00%
FALN
iShares Fallen Angels USD Bond ETF
6.34%6.24%5.37%5.08%3.40%5.14%5.35%5.97%6.98%3.55%

Drawdowns

AMNA vs. FALN - Drawdown Comparison


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Volatility

AMNA vs. FALN - Volatility Comparison


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