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AMUB vs. UMI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AMUB and UMI is 0.44, 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: 0.4

Performance

AMUB vs. UMI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS Alerian MLP Index ETN Class B (AMUB) and USCF Midstream Energy Income Fund ETF (UMI). The values are adjusted to include any dividend payments, if applicable.

80.00%100.00%120.00%140.00%160.00%180.00%NovemberDecember2025FebruaryMarchApril
100.32%
148.61%
AMUB
UMI

Key characteristics

Sharpe Ratio

AMUB:

0.70

UMI:

1.42

Sortino Ratio

AMUB:

1.01

UMI:

1.80

Omega Ratio

AMUB:

1.14

UMI:

1.28

Calmar Ratio

AMUB:

0.85

UMI:

1.69

Martin Ratio

AMUB:

3.39

UMI:

6.24

Ulcer Index

AMUB:

4.28%

UMI:

4.62%

Daily Std Dev

AMUB:

20.82%

UMI:

20.28%

Max Drawdown

AMUB:

-73.03%

UMI:

-48.08%

Current Drawdown

AMUB:

-7.83%

UMI:

-8.56%

Returns By Period

In the year-to-date period, AMUB achieves a 5.23% return, which is significantly higher than UMI's 1.02% return.


AMUB

YTD

5.23%

1M

-6.52%

6M

10.47%

1Y

14.00%

5Y*

28.74%

10Y*

N/A

UMI

YTD

1.02%

1M

-4.28%

6M

8.22%

1Y

27.74%

5Y*

26.87%

10Y*

N/A

*Annualized

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AMUB vs. UMI - Expense Ratio Comparison

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


Expense ratio chart for UMI: current value is 0.85%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
UMI: 0.85%
Expense ratio chart for AMUB: current value is 0.80%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AMUB: 0.80%

Risk-Adjusted Performance

AMUB vs. UMI — Risk-Adjusted Performance Rank

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

AMUB
The Risk-Adjusted Performance Rank of AMUB is 7373
Overall Rank
The Sharpe Ratio Rank of AMUB is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of AMUB is 6868
Sortino Ratio Rank
The Omega Ratio Rank of AMUB is 6969
Omega Ratio Rank
The Calmar Ratio Rank of AMUB is 8080
Calmar Ratio Rank
The Martin Ratio Rank of AMUB is 7777
Martin Ratio Rank

UMI
The Risk-Adjusted Performance Rank of UMI is 8888
Overall Rank
The Sharpe Ratio Rank of UMI is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of UMI is 8686
Sortino Ratio Rank
The Omega Ratio Rank of UMI is 8888
Omega Ratio Rank
The Calmar Ratio Rank of UMI is 9191
Calmar Ratio Rank
The Martin Ratio Rank of UMI is 8888
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.

AMUB vs. UMI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS Alerian MLP Index ETN Class B (AMUB) and USCF Midstream Energy Income Fund ETF (UMI). 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 AMUB, currently valued at 0.70, compared to the broader market-1.000.001.002.003.004.00
AMUB: 0.70
UMI: 1.42
The chart of Sortino ratio for AMUB, currently valued at 1.01, compared to the broader market-2.000.002.004.006.008.00
AMUB: 1.01
UMI: 1.80
The chart of Omega ratio for AMUB, currently valued at 1.14, compared to the broader market0.501.001.502.002.50
AMUB: 1.14
UMI: 1.28
The chart of Calmar ratio for AMUB, currently valued at 0.85, compared to the broader market0.002.004.006.008.0010.0012.00
AMUB: 0.85
UMI: 1.69
The chart of Martin ratio for AMUB, currently valued at 3.39, compared to the broader market0.0020.0040.0060.00
AMUB: 3.39
UMI: 6.24

The current AMUB Sharpe Ratio is 0.70, which is lower than the UMI Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of AMUB and UMI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.70
1.42
AMUB
UMI

Dividends

AMUB vs. UMI - Dividend Comparison

AMUB's dividend yield for the trailing twelve months is around 6.00%, more than UMI's 4.00% yield.


TTM2024202320222021202020192018201720162015
AMUB
ETRACS Alerian MLP Index ETN Class B
6.00%6.02%6.54%6.35%7.34%10.94%8.36%8.48%7.01%6.61%0.00%
UMI
USCF Midstream Energy Income Fund ETF
4.00%4.39%4.67%4.78%3.37%2.18%2.47%2.48%0.15%0.00%0.00%

Drawdowns

AMUB vs. UMI - Drawdown Comparison

The maximum AMUB drawdown since its inception was -73.03%, which is greater than UMI's maximum drawdown of -48.08%. Use the drawdown chart below to compare losses from any high point for AMUB and UMI. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.83%
-8.56%
AMUB
UMI

Volatility

AMUB vs. UMI - Volatility Comparison

ETRACS Alerian MLP Index ETN Class B (AMUB) has a higher volatility of 14.15% compared to USCF Midstream Energy Income Fund ETF (UMI) at 13.03%. This indicates that AMUB's price experiences larger fluctuations and is considered to be riskier than UMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.15%
13.03%
AMUB
UMI