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

Correlation

The correlation between AMTR and AMNA is 0.99, 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.


-0.50.00.51.01.0

Performance

AMTR vs. AMNA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS Alerian Midstream Energy Total Return Index ETN (AMTR) and ETRACS Alerian Midstream Energy Index ETN (AMNA). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%25.00%Aug 25SeptemberSep 08Sep 15Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08
18.12%
17.98%
AMTR
AMNA

Key characteristics

Returns By Period


AMTR

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

AMNA

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


AMTR vs. AMNA - Expense Ratio Comparison

Both AMTR and AMNA have an expense ratio of 0.75%.


AMTR
ETRACS Alerian Midstream Energy Total Return Index ETN
Expense ratio chart for AMTR: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
Expense ratio chart for AMNA: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%

Risk-Adjusted Performance

AMTR vs. AMNA — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AMTR
The Risk-Adjusted Performance Rank of AMTR is 9898
Overall Rank
The Sharpe Ratio Rank of AMTR is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of AMTR is 9898
Sortino Ratio Rank
The Omega Ratio Rank of AMTR is 9797
Omega Ratio Rank
The Calmar Ratio Rank of AMTR is 9898
Calmar Ratio Rank
The Martin Ratio Rank of AMTR is 9898
Martin Ratio Rank

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
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.

AMTR vs. AMNA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS Alerian Midstream Energy Total Return Index ETN (AMTR) and ETRACS Alerian Midstream Energy Index ETN (AMNA). 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.


Sharpe ratio
No data
AMTR
AMNA


Rolling 12-month Sharpe Ratio2.503.003.504.00Aug 25SeptemberSep 08Sep 15Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08
3.62
3.73
AMTR
AMNA

Dividends

AMTR vs. AMNA - Dividend Comparison

Neither AMTR nor AMNA has paid dividends to shareholders.


TTM2023202220212020
AMTR
ETRACS Alerian Midstream Energy Total Return Index ETN
0.00%0.00%0.00%0.00%0.00%
AMNA
ETRACS Alerian Midstream Energy Index ETN
3.27%5.61%5.48%5.84%2.13%

Drawdowns

AMTR vs. AMNA - Drawdown Comparison


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%Aug 25SeptemberSep 08Sep 15Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08
-5.24%
-5.20%
AMTR
AMNA

Volatility

AMTR vs. AMNA - Volatility Comparison

ETRACS Alerian Midstream Energy Total Return Index ETN (AMTR) has a higher volatility of 5.77% compared to ETRACS Alerian Midstream Energy Index ETN (AMNA) at 5.37%. This indicates that AMTR's price experiences larger fluctuations and is considered to be riskier than AMNA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%Aug 25SeptemberSep 08Sep 15Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08
5.77%
5.37%
AMTR
AMNA
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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