AMR vs. TUR
AMR (Alpha Metallurgical Resources, Inc.) is a stock, while TUR (iShares MSCI Turkey ETF) is Emerging Markets Equities fund tracking the MSCI Turkey Investable Market Index. Over the past 5 years, AMR returned 51.08%/yr vs 16.25%/yr for TUR. At a 0.14 correlation, their price movements are largely independent.
Performance
AMR vs. TUR - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, AMR achieves a -12.40% return, which is significantly lower than TUR's 19.14% return.
AMR
- 1D
- -5.75%
- 1M
- -0.12%
- YTD
- -12.40%
- 6M
- -14.62%
- 1Y
- 63.62%
- 3Y*
- 2.13%
- 5Y*
- 51.08%
- 10Y*
- —
TUR
- 1D
- -1.10%
- 1M
- 4.24%
- YTD
- 19.14%
- 6M
- 18.49%
- 1Y
- 38.28%
- 3Y*
- 15.27%
- 5Y*
- 16.25%
- 10Y*
- 3.55%
AMR vs. TUR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AMR Alpha Metallurgical Resources, Inc. | -12.40% | -0.12% | -40.95% | 133.87% | 150.06% | 436.94% | 25.64% | -86.23% | 10.71% | -4.69% |
TUR iShares MSCI Turkey ETF | 19.14% | -1.54% | 12.91% | -8.83% | 105.75% | -27.41% | -1.19% | 14.49% | -41.46% | 23.61% |
Correlation
The correlation between AMR and TUR is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Mar 24, 2017 | 0.14 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
AMR vs. TUR — Risk / Return Rank
AMR
TUR
AMR vs. TUR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alpha Metallurgical Resources, Inc. (AMR) and iShares MSCI Turkey ETF (TUR). 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 | TUR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.47 | ||
| Sortino ratioReturn per unit of downside risk | -0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.29 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.83 | 2.39 | -0.56 |
| Martin ratioReturn relative to average drawdown | 3.95 | 6.74 | -2.79 |
Loading charts...
Drawdowns
AMR vs. TUR - Drawdown Comparison
The maximum AMR drawdown since its inception was -97.35%, which is greater than TUR's maximum drawdown of -72.34%. Use the drawdown chart below to compare losses from any high point for AMR and TUR.
Loading charts...
Drawdown Indicators
| AMR | TUR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.35% | -72.34% | -25.01% |
Max Drawdown (1Y)Largest decline over 1 year | -34.85% | -16.07% | -18.78% |
Max Drawdown (3Y)Largest decline over 3 years | -77.51% | -31.63% | -45.88% |
Max Drawdown (5Y)Largest decline over 5 years | -77.51% | -31.63% | -45.88% |
Max Drawdown (10Y)Largest decline over 10 years | — | -59.25% | — |
Current DrawdownCurrent decline from peak | -60.41% | -25.02% | -35.39% |
Average DrawdownAverage peak-to-trough decline | -40.40% | -39.86% | -0.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.17% | 5.70% | +10.47% |
Volatility
AMR vs. TUR - Volatility Comparison
Alpha Metallurgical Resources, Inc. (AMR) has a higher volatility of 22.06% compared to iShares MSCI Turkey ETF (TUR) at 14.40%. This indicates that AMR's price experiences larger fluctuations and is considered to be riskier than TUR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| AMR | TUR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.06% | 14.40% | +7.66% |
Volatility (6M)Calculated over the trailing 6-month period | 39.81% | 20.43% | +19.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 61.77% | 25.51% | +36.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.65% | 34.16% | +25.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 73.66% | 34.39% | +39.27% |
Dividends
AMR vs. TUR - Dividend Comparison
AMR has not paid dividends to shareholders, while TUR's dividend yield for the trailing twelve months is around 2.07%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMR Alpha Metallurgical Resources, Inc. | 0.00% | 0.00% | 0.00% | 0.57% | 4.23% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TUR iShares MSCI Turkey ETF | 2.07% | 2.40% | 1.79% | 4.43% | 1.97% | 4.22% | 0.87% | 3.29% | 4.05% | 2.64% | 2.89% | 3.04% |
Frequently Asked Questions
AMR and TUR have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AMR has higher volatility (22.06%) compared to TUR (14.40%). In terms of maximum drawdown, AMR dropped -97.35% vs TUR's -72.34%.
TUR currently has the higher Sharpe Ratio (1.51 vs 1.04), 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.
Find the right allocation for AMR and TUR
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer