AMR vs. XME
Compare and contrast key facts about Alpha Metallurgical Resources, Inc. (AMR) and SPDR S&P Metals & Mining ETF (XME).
XME is a passively managed fund by State Street that tracks the performance of the S&P Metals & Mining Select Industry Index. It was launched on Jun 19, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AMR or XME.
Key characteristics
| AMR | XME | |
|---|---|---|
| YTD Return | -1.81% | 1.87% |
| 1Y Return | 140.89% | 30.08% |
| 3Y Return (Ann) | 198.03% | 12.96% |
| 5Y Return (Ann) | 42.85% | 17.53% |
| Sharpe Ratio | 2.86 | 1.19 |
| Daily Std Dev | 49.68% | 23.10% |
| Max Drawdown | -97.35% | -85.94% |
| Current Drawdown | -24.75% | -19.37% |
Correlation
The correlation between AMR and XME is 0.44, 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
AMR vs. XME - Performance Comparison
In the year-to-date period, AMR achieves a -1.81% return, which is significantly lower than XME's 1.87% return. 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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Risk-Adjusted Performance
AMR vs. XME - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Alpha Metallurgical Resources, Inc. (AMR) and SPDR S&P Metals & Mining ETF (XME). 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
AMR vs. XME - Dividend Comparison
AMR's dividend yield for the trailing twelve months is around 0.45%, less than XME's 0.87% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMR Alpha Metallurgical Resources, Inc. | 0.45% | 0.57% | 4.23% | 0.00% | 0.00% | 0.00% | 0.00% | 15.15% | 0.00% | 0.00% | 0.00% | 0.00% |
XME SPDR S&P Metals & Mining ETF | 0.87% | 1.00% | 1.64% | 0.70% | 0.99% | 2.43% | 2.23% | 1.15% | 1.02% | 2.61% | 2.21% | 1.32% |
Drawdowns
AMR vs. XME - Drawdown Comparison
The maximum AMR drawdown since its inception was -97.35%, which is greater than XME's maximum drawdown of -85.94%. Use the drawdown chart below to compare losses from any high point for AMR and XME. For additional features, visit the drawdowns tool.
Volatility
AMR vs. XME - Volatility Comparison
Alpha Metallurgical Resources, Inc. (AMR) has a higher volatility of 12.29% compared to SPDR S&P Metals & Mining ETF (XME) at 5.68%. This indicates that AMR's price experiences larger fluctuations and is considered to be riskier than XME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.