AMNA vs. UMI
Compare and contrast key facts about ETRACS Alerian Midstream Energy Index ETN (AMNA) and USCF Midstream Energy Income Fund ETF (UMI).
AMNA and UMI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AMNA is a passively managed fund by UBS that tracks the performance of the Alerian Midstream Energy Select Index. It was launched on Jun 19, 2020. UMI is an actively managed fund by Wainwright, Inc.. It was launched on Mar 24, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AMNA or UMI.
Key characteristics
| AMNA | UMI | |
|---|---|---|
| YTD Return | 33.79% | 33.55% |
| 1Y Return | 36.81% | 35.61% |
| 3Y Return (Ann) | 19.13% | 20.51% |
| Sharpe Ratio | 3.11 | 2.85 |
| Sortino Ratio | 4.40 | 3.90 |
| Omega Ratio | 1.54 | 1.49 |
| Calmar Ratio | 7.23 | 6.12 |
| Martin Ratio | 25.29 | 21.55 |
| Ulcer Index | 1.47% | 1.65% |
| Daily Std Dev | 11.95% | 12.52% |
| Max Drawdown | -18.83% | -48.08% |
| Current Drawdown | -0.01% | -0.49% |
Correlation
The correlation between AMNA and UMI is 0.88, 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.
Performance
AMNA vs. UMI - Performance Comparison
The year-to-date returns for both stocks are quite close, with AMNA having a 33.79% return and UMI slightly lower at 33.55%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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AMNA vs. UMI - Expense Ratio Comparison
AMNA has a 0.75% expense ratio, which is lower than UMI's 0.85% expense ratio.
Risk-Adjusted Performance
AMNA vs. UMI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ETRACS Alerian Midstream Energy Index ETN (AMNA) and USCF Midstream Energy Income Fund ETF (UMI). 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.
Dividends
AMNA vs. UMI - Dividend Comparison
AMNA's dividend yield for the trailing twelve months is around 4.65%, more than UMI's 4.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
AMNA ETRACS Alerian Midstream Energy Index ETN | 4.65% | 5.61% | 5.48% | 5.84% | 2.12% | 0.00% | 0.00% | 0.00% |
UMI USCF Midstream Energy Income Fund ETF | 4.26% | 4.67% | 4.78% | 3.37% | 2.18% | 2.47% | 2.48% | 0.15% |
Drawdowns
AMNA vs. UMI - Drawdown Comparison
The maximum AMNA drawdown since its inception was -18.83%, smaller than the maximum UMI drawdown of -48.08%. Use the drawdown chart below to compare losses from any high point for AMNA and UMI. For additional features, visit the drawdowns tool.
Volatility
AMNA vs. UMI - Volatility Comparison
ETRACS Alerian Midstream Energy Index ETN (AMNA) and USCF Midstream Energy Income Fund ETF (UMI) have volatilities of 2.95% and 2.93%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.