AMR vs. EMEQ
AMR (Alpha Metallurgical Resources, Inc.) is a stock, while EMEQ (Nomura Focused Emerging Markets Equity ETF) is Emerging Markets Diversified fund actively managed by Nomura. Over the past year, AMR returned 56.59% vs 139.04% for EMEQ. At a 0.19 correlation, their price movements are largely independent.
Performance
AMR vs. EMEQ - Performance Comparison
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Returns By Period
In the year-to-date period, AMR achieves a -18.26% return, which is significantly lower than EMEQ's 78.18% return.
AMR
- 1D
- -1.97%
- 1M
- -6.79%
- YTD
- -18.26%
- 6M
- -21.41%
- 1Y
- 56.59%
- 3Y*
- -0.20%
- 5Y*
- 46.24%
- 10Y*
- —
EMEQ
- 1D
- 0.18%
- 1M
- 12.87%
- YTD
- 78.18%
- 6M
- 83.53%
- 1Y
- 139.04%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AMR vs. EMEQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
AMR Alpha Metallurgical Resources, Inc. | -18.26% | -0.12% | -6.64% |
EMEQ Nomura Focused Emerging Markets Equity ETF | 78.18% | 69.78% | -0.73% |
Correlation
The correlation between AMR and EMEQ is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Sep 5, 2024 | 0.19 |
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Return for Risk
AMR vs. EMEQ — Risk / Return Rank
AMR
EMEQ
AMR vs. EMEQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alpha Metallurgical Resources, Inc. (AMR) and Nomura Focused Emerging Markets Equity ETF (EMEQ). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AMR | EMEQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.84 | ||
| Sortino ratioReturn per unit of downside risk | -2.16 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.59 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | 1.63 | 7.81 | -6.18 |
| Martin ratioReturn relative to average drawdown | 3.45 | 28.78 | -25.32 |
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Drawdowns
AMR vs. EMEQ - Drawdown Comparison
The maximum AMR drawdown since its inception was -97.35%, which is greater than EMEQ's maximum drawdown of -19.99%. Use the drawdown chart below to compare losses from any high point for AMR and EMEQ.
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Drawdown Indicators
| AMR | EMEQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.35% | -19.99% | -77.36% |
Max Drawdown (1Y)Largest decline over 1 year | -34.85% | -17.91% | -16.94% |
Max Drawdown (3Y)Largest decline over 3 years | -77.51% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -77.51% | — | — |
Current DrawdownCurrent decline from peak | -63.05% | -8.29% | -54.76% |
Average DrawdownAverage peak-to-trough decline | -40.42% | -4.04% | -36.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.44% | 4.85% | +11.59% |
Volatility
AMR vs. EMEQ - Volatility Comparison
Alpha Metallurgical Resources, Inc. (AMR) and Nomura Focused Emerging Markets Equity ETF (EMEQ) have volatilities of 22.55% and 21.80%, 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.
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Volatility by Period
| AMR | EMEQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.55% | 21.80% | +0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 39.91% | 34.54% | +5.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 61.88% | 37.37% | +24.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.63% | 32.92% | +26.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 73.65% | 32.92% | +40.73% |
Dividends
AMR vs. EMEQ - Dividend Comparison
AMR has not paid dividends to shareholders, while EMEQ's dividend yield for the trailing twelve months is around 1.55%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
AMR Alpha Metallurgical Resources, Inc. | 0.00% | 0.00% | 0.00% | 0.57% | 4.23% |
EMEQ Nomura Focused Emerging Markets Equity ETF | 1.55% | 2.76% | 0.84% | 0.00% | 0.00% |
Frequently Asked Questions
AMR and EMEQ have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AMR has higher volatility (22.55%) compared to EMEQ (21.80%). In terms of maximum drawdown, AMR dropped -97.35% vs EMEQ's -19.99%.
EMEQ currently has the higher Sharpe Ratio (3.76 vs 0.92), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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