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

Correlation

The correlation between AMTR and VDE is 0.47, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

AMTR vs. VDE - 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 Vanguard Energy ETF (VDE). The values are adjusted to include any dividend payments, if applicable.

180.00%200.00%220.00%240.00%260.00%280.00%300.00%NovemberDecember2025FebruaryMarchApril
210.13%
240.88%
AMTR
VDE

Key characteristics

Returns By Period


AMTR

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VDE

YTD

-4.81%

1M

-11.15%

6M

-7.12%

1Y

-11.38%

5Y*

24.41%

10Y*

3.41%

*Annualized

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AMTR vs. VDE - Expense Ratio Comparison

AMTR has a 0.75% expense ratio, which is higher than VDE's 0.10% expense ratio.


Expense ratio chart for AMTR: current value is 0.75%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AMTR: 0.75%
Expense ratio chart for VDE: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VDE: 0.10%

Risk-Adjusted Performance

AMTR vs. VDE — 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

VDE
The Risk-Adjusted Performance Rank of VDE is 44
Overall Rank
The Sharpe Ratio Rank of VDE is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of VDE is 66
Sortino Ratio Rank
The Omega Ratio Rank of VDE is 66
Omega Ratio Rank
The Calmar Ratio Rank of VDE is 22
Calmar Ratio Rank
The Martin Ratio Rank of VDE is 22
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. VDE - 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 Vanguard Energy ETF (VDE). 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.


The chart of Sharpe ratio for AMTR, currently valued at 2.79, compared to the broader market-1.000.001.002.003.004.00
AMTR: 2.79
VDE: -0.46
The chart of Sortino ratio for AMTR, currently valued at 4.12, compared to the broader market-2.000.002.004.006.008.00
AMTR: 4.12
VDE: -0.45
The chart of Omega ratio for AMTR, currently valued at 1.71, compared to the broader market0.501.001.502.002.50
AMTR: 1.71
VDE: 0.94
The chart of Calmar ratio for AMTR, currently valued at 6.24, compared to the broader market0.002.004.006.008.0010.0012.00
AMTR: 6.24
VDE: -0.54
The chart of Martin ratio for AMTR, currently valued at 9.89, compared to the broader market0.0020.0040.0060.00
AMTR: 9.89
VDE: -1.51


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
2.79
-0.46
AMTR
VDE

Dividends

AMTR vs. VDE - Dividend Comparison

AMTR has not paid dividends to shareholders, while VDE's dividend yield for the trailing twelve months is around 3.42%.


TTM20242023202220212020201920182017201620152014
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%
VDE
Vanguard Energy ETF
3.42%3.23%3.34%3.65%4.13%4.76%3.59%3.35%2.90%2.31%3.17%1.98%

Drawdowns

AMTR vs. VDE - Drawdown Comparison


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-5.24%
-14.90%
AMTR
VDE

Volatility

AMTR vs. VDE - Volatility Comparison

The current volatility for ETRACS Alerian Midstream Energy Total Return Index ETN (AMTR) is 0.00%, while Vanguard Energy ETF (VDE) has a volatility of 17.51%. This indicates that AMTR experiences smaller price fluctuations and is considered to be less risky than VDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril0
17.51%
AMTR
VDE