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AMUB vs. EMLP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AMUB vs. EMLP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS Alerian MLP Index ETN Class B (AMUB) and First Trust North American Energy Infrastructure Fund (EMLP). The values are adjusted to include any dividend payments, if applicable.

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AMUB vs. EMLP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AMUB
ETRACS Alerian MLP Index ETN Class B
16.54%8.70%23.05%25.39%29.89%38.64%-29.50%6.26%-13.33%-7.19%
EMLP
First Trust North American Energy Infrastructure Fund
16.08%9.67%33.39%8.05%10.39%23.20%-13.36%23.40%-8.70%1.07%

Returns By Period

The year-to-date returns for both stocks are quite close, with AMUB having a 16.54% return and EMLP slightly lower at 16.08%. Over the past 10 years, AMUB has underperformed EMLP with an annualized return of 10.32%, while EMLP has yielded a comparatively higher 11.51% annualized return.


AMUB

1D
-1.33%
1M
1.05%
YTD
16.54%
6M
20.87%
1Y
12.97%
3Y*
23.44%
5Y*
23.20%
10Y*
10.32%

EMLP

1D
-0.59%
1M
0.43%
YTD
16.08%
6M
15.69%
1Y
20.09%
3Y*
22.08%
5Y*
17.72%
10Y*
11.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AMUB vs. EMLP - Expense Ratio Comparison

AMUB has a 0.80% expense ratio, which is lower than EMLP's 0.96% expense ratio.


Return for Risk

AMUB vs. EMLP — Risk / Return Rank

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

AMUB
AMUB Risk / Return Rank: 3333
Overall Rank
AMUB Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
AMUB Sortino Ratio Rank: 3535
Sortino Ratio Rank
AMUB Omega Ratio Rank: 3939
Omega Ratio Rank
AMUB Calmar Ratio Rank: 3030
Calmar Ratio Rank
AMUB Martin Ratio Rank: 2525
Martin Ratio Rank

EMLP
EMLP Risk / Return Rank: 7878
Overall Rank
EMLP Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
EMLP Sortino Ratio Rank: 7777
Sortino Ratio Rank
EMLP Omega Ratio Rank: 8181
Omega Ratio Rank
EMLP Calmar Ratio Rank: 7373
Calmar Ratio Rank
EMLP Martin Ratio Rank: 8181
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AMUB vs. EMLP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS Alerian MLP Index ETN Class B (AMUB) and First Trust North American Energy Infrastructure Fund (EMLP). 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.


AMUBEMLPDifference

Sharpe ratio

Return per unit of total volatility

0.69

1.51

-0.82

Sortino ratio

Return per unit of downside risk

0.98

1.94

-0.96

Omega ratio

Gain probability vs. loss probability

1.15

1.30

-0.15

Calmar ratio

Return relative to maximum drawdown

0.72

1.83

-1.11

Martin ratio

Return relative to average drawdown

1.85

8.54

-6.68

AMUB vs. EMLP - Sharpe Ratio Comparison

The current AMUB Sharpe Ratio is 0.69, which is lower than the EMLP Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of AMUB and EMLP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AMUBEMLPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

1.51

-0.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.17

1.23

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.65

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.58

-0.32

Correlation

The correlation between AMUB and EMLP is 0.61, 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.


Dividends

AMUB vs. EMLP - Dividend Comparison

AMUB's dividend yield for the trailing twelve months is around 5.79%, more than EMLP's 2.75% yield.


TTM20252024202320222021202020192018201720162015
AMUB
ETRACS Alerian MLP Index ETN Class B
5.79%6.54%6.02%6.54%6.35%7.34%10.94%8.36%8.48%7.00%6.61%2.25%
EMLP
First Trust North American Energy Infrastructure Fund
2.75%3.18%3.19%3.92%3.15%3.29%4.70%3.71%4.71%3.80%3.62%4.63%

Drawdowns

AMUB vs. EMLP - Drawdown Comparison

The maximum AMUB drawdown since its inception was -73.13%, which is greater than EMLP's maximum drawdown of -43.61%. Use the drawdown chart below to compare losses from any high point for AMUB and EMLP.


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Drawdown Indicators


AMUBEMLPDifference

Max Drawdown

Largest peak-to-trough decline

-73.13%

-43.61%

-29.52%

Max Drawdown (1Y)

Largest decline over 1 year

-17.04%

-11.27%

-5.77%

Max Drawdown (5Y)

Largest decline over 5 years

-20.58%

-14.59%

-5.99%

Max Drawdown (10Y)

Largest decline over 10 years

-73.13%

-43.61%

-29.52%

Current Drawdown

Current decline from peak

-2.96%

-0.59%

-2.37%

Average Drawdown

Average peak-to-trough decline

-14.32%

-5.81%

-8.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.62%

2.41%

+4.21%

Volatility

AMUB vs. EMLP - Volatility Comparison

ETRACS Alerian MLP Index ETN Class B (AMUB) has a higher volatility of 3.54% compared to First Trust North American Energy Infrastructure Fund (EMLP) at 2.80%. This indicates that AMUB's price experiences larger fluctuations and is considered to be riskier than EMLP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMUBEMLPDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.54%

2.80%

+0.74%

Volatility (6M)

Calculated over the trailing 6-month period

8.96%

6.79%

+2.17%

Volatility (1Y)

Calculated over the trailing 1-year period

18.90%

13.41%

+5.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.01%

14.46%

+5.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.89%

17.72%

+9.17%