AMTR vs. KYN
Compare and contrast key facts about ETRACS Alerian Midstream Energy Total Return Index ETN (AMTR) and Kayne Anderson Energy Infrastructure Fund, Inc. (KYN).
AMTR is a passively managed fund by UBS that tracks the performance of the Alerian Midstream Energy Index. It was launched on Oct 20, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AMTR or KYN.
Performance
AMTR vs. KYN - Performance Comparison
Returns By Period
In the year-to-date period, AMTR achieves a 48.97% return, which is significantly lower than KYN's 63.71% return.
AMTR
48.97%
11.53%
30.97%
52.76%
N/A
N/A
KYN
63.71%
11.30%
37.34%
73.81%
11.79%
-1.16%
Key characteristics
| AMTR | KYN | |
|---|---|---|
| Sharpe Ratio | 4.14 | 4.35 |
| Sortino Ratio | 5.94 | 5.70 |
| Omega Ratio | 1.75 | 1.71 |
| Calmar Ratio | 10.30 | 1.51 |
| Martin Ratio | 37.21 | 39.66 |
| Ulcer Index | 1.43% | 1.88% |
| Daily Std Dev | 12.81% | 17.10% |
| Max Drawdown | -19.33% | -91.43% |
| Current Drawdown | 0.00% | -11.44% |
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Correlation
The correlation between AMTR and KYN is 0.83, 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.
Risk-Adjusted Performance
AMTR vs. KYN - 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 Kayne Anderson Energy Infrastructure Fund, Inc. (KYN). 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
AMTR vs. KYN - Dividend Comparison
AMTR has not paid dividends to shareholders, while KYN's dividend yield for the trailing twelve months is around 7.51%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMTR ETRACS Alerian Midstream Energy Total Return Index ETN | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
KYN Kayne Anderson Energy Infrastructure Fund, Inc. | 7.51% | 9.45% | 9.05% | 6.42% | 16.17% | 10.34% | 14.17% | 9.97% | 11.24% | 15.21% | 6.61% | 4.37% |
Drawdowns
AMTR vs. KYN - Drawdown Comparison
The maximum AMTR drawdown since its inception was -19.33%, smaller than the maximum KYN drawdown of -91.43%. Use the drawdown chart below to compare losses from any high point for AMTR and KYN. For additional features, visit the drawdowns tool.
Volatility
AMTR vs. KYN - Volatility Comparison
The current volatility for ETRACS Alerian Midstream Energy Total Return Index ETN (AMTR) is 4.66%, while Kayne Anderson Energy Infrastructure Fund, Inc. (KYN) has a volatility of 6.06%. This indicates that AMTR experiences smaller price fluctuations and is considered to be less risky than KYN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.