AMTR vs. VUG
Compare and contrast key facts about ETRACS Alerian Midstream Energy Total Return Index ETN (AMTR) and Vanguard Growth ETF (VUG).
AMTR and VUG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP U.S. Large Cap Growth Index. It was launched on Jan 26, 2004. Both AMTR and VUG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AMTR or VUG.
Performance
AMTR vs. VUG - Performance Comparison
Returns By Period
In the year-to-date period, AMTR achieves a 47.31% return, which is significantly higher than VUG's 29.03% return.
AMTR
47.31%
10.28%
29.52%
51.31%
N/A
N/A
VUG
29.03%
1.90%
13.65%
36.18%
18.78%
15.45%
Key characteristics
| AMTR | VUG | |
|---|---|---|
| Sharpe Ratio | 4.18 | 2.14 |
| Sortino Ratio | 6.01 | 2.80 |
| Omega Ratio | 1.76 | 1.39 |
| Calmar Ratio | 10.45 | 2.78 |
| Martin Ratio | 37.72 | 10.98 |
| Ulcer Index | 1.43% | 3.29% |
| Daily Std Dev | 12.80% | 16.87% |
| Max Drawdown | -19.33% | -50.68% |
| Current Drawdown | 0.00% | -2.24% |
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AMTR vs. VUG - Expense Ratio Comparison
AMTR has a 0.75% expense ratio, which is higher than VUG's 0.04% expense ratio.
Correlation
The correlation between AMTR and VUG is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
AMTR vs. VUG - 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 Growth ETF (VUG). 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. VUG - Dividend Comparison
AMTR has not paid dividends to shareholders, while VUG's dividend yield for the trailing twelve months is around 0.49%.
| 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% |
VUG Vanguard Growth ETF | 0.49% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
Drawdowns
AMTR vs. VUG - Drawdown Comparison
The maximum AMTR drawdown since its inception was -19.33%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for AMTR and VUG. For additional features, visit the drawdowns tool.
Volatility
AMTR vs. VUG - Volatility Comparison
The current volatility for ETRACS Alerian Midstream Energy Total Return Index ETN (AMTR) is 4.67%, while Vanguard Growth ETF (VUG) has a volatility of 5.47%. This indicates that AMTR experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.