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AMUB vs. PFFL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AMUB vs. PFFL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS Alerian MLP Index ETN Class B (AMUB) and ETRACS 2xMonthly Pay Leveraged Preferred Stock Index ETN (PFFL). The values are adjusted to include any dividend payments, if applicable.

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AMUB vs. PFFL - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
AMUB
ETRACS Alerian MLP Index ETN Class B
15.44%8.70%23.05%25.39%29.89%38.64%-29.50%6.26%-18.55%
PFFL
ETRACS 2xMonthly Pay Leveraged Preferred Stock Index ETN
-3.25%2.18%4.77%8.65%-39.15%7.52%-15.47%30.21%-11.05%

Returns By Period

In the year-to-date period, AMUB achieves a 15.44% return, which is significantly higher than PFFL's -3.25% return.


AMUB

1D
-0.95%
1M
-1.49%
YTD
15.44%
6M
19.38%
1Y
10.77%
3Y*
23.05%
5Y*
22.97%
10Y*
10.21%

PFFL

1D
1.16%
1M
-6.53%
YTD
-3.25%
6M
-4.74%
1Y
2.41%
3Y*
2.52%
5Y*
-5.88%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AMUB vs. PFFL - Expense Ratio Comparison

AMUB has a 0.80% expense ratio, which is lower than PFFL's 0.85% expense ratio.


Return for Risk

AMUB vs. PFFL — Risk / Return Rank

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

AMUB
AMUB Risk / Return Rank: 2727
Overall Rank
AMUB Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
AMUB Sortino Ratio Rank: 2727
Sortino Ratio Rank
AMUB Omega Ratio Rank: 2929
Omega Ratio Rank
AMUB Calmar Ratio Rank: 2727
Calmar Ratio Rank
AMUB Martin Ratio Rank: 2424
Martin Ratio Rank

PFFL
PFFL Risk / Return Rank: 1515
Overall Rank
PFFL Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
PFFL Sortino Ratio Rank: 1414
Sortino Ratio Rank
PFFL Omega Ratio Rank: 1414
Omega Ratio Rank
PFFL Calmar Ratio Rank: 1515
Calmar Ratio Rank
PFFL Martin Ratio Rank: 1515
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. PFFL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS Alerian MLP Index ETN Class B (AMUB) and ETRACS 2xMonthly Pay Leveraged Preferred Stock Index ETN (PFFL). 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.


AMUBPFFLDifference

Sharpe ratio

Return per unit of total volatility

0.57

0.12

+0.45

Sortino ratio

Return per unit of downside risk

0.84

0.30

+0.54

Omega ratio

Gain probability vs. loss probability

1.13

1.04

+0.09

Calmar ratio

Return relative to maximum drawdown

0.70

0.17

+0.53

Martin ratio

Return relative to average drawdown

1.80

0.43

+1.36

AMUB vs. PFFL - Sharpe Ratio Comparison

The current AMUB Sharpe Ratio is 0.57, which is higher than the PFFL Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of AMUB and PFFL, 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


AMUBPFFLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

0.12

+0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.15

-0.25

+1.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

-0.08

+0.34

Correlation

The correlation between AMUB and PFFL is 0.31, 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.


Dividends

AMUB vs. PFFL - Dividend Comparison

AMUB's dividend yield for the trailing twelve months is around 5.84%, less than PFFL's 13.52% yield.


TTM20252024202320222021202020192018201720162015
AMUB
ETRACS Alerian MLP Index ETN Class B
5.84%6.54%6.02%6.54%6.35%7.34%10.94%8.36%8.48%7.00%6.61%2.25%
PFFL
ETRACS 2xMonthly Pay Leveraged Preferred Stock Index ETN
13.52%13.27%13.76%13.71%13.90%8.82%9.75%11.21%2.02%0.00%0.00%0.00%

Drawdowns

AMUB vs. PFFL - Drawdown Comparison

The maximum AMUB drawdown since its inception was -73.13%, smaller than the maximum PFFL drawdown of -80.68%. Use the drawdown chart below to compare losses from any high point for AMUB and PFFL.


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Drawdown Indicators


AMUBPFFLDifference

Max Drawdown

Largest peak-to-trough decline

-73.13%

-80.68%

+7.55%

Max Drawdown (1Y)

Largest decline over 1 year

-17.04%

-11.92%

-5.12%

Max Drawdown (5Y)

Largest decline over 5 years

-20.58%

-48.51%

+27.93%

Max Drawdown (10Y)

Largest decline over 10 years

-73.13%

Current Drawdown

Current decline from peak

-3.88%

-40.40%

+36.52%

Average Drawdown

Average peak-to-trough decline

-14.31%

-28.32%

+14.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.63%

4.78%

+1.85%

Volatility

AMUB vs. PFFL - Volatility Comparison

The current volatility for ETRACS Alerian MLP Index ETN Class B (AMUB) is 3.64%, while ETRACS 2xMonthly Pay Leveraged Preferred Stock Index ETN (PFFL) has a volatility of 6.91%. This indicates that AMUB experiences smaller price fluctuations and is considered to be less risky than PFFL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMUBPFFLDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.64%

6.91%

-3.27%

Volatility (6M)

Calculated over the trailing 6-month period

9.03%

12.32%

-3.29%

Volatility (1Y)

Calculated over the trailing 1-year period

18.91%

19.43%

-0.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.00%

23.54%

-3.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.88%

55.94%

-29.06%