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AMZA vs. GCC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AMZA and GCC is 0.29, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

AMZA vs. GCC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in InfraCap MLP ETF (AMZA) and WisdomTree Enhanced Commodity Strategy Fund (GCC). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%NovemberDecember2025FebruaryMarchApril
-23.94%
13.49%
AMZA
GCC

Key characteristics

Sharpe Ratio

AMZA:

0.59

GCC:

0.28

Sortino Ratio

AMZA:

0.89

GCC:

0.47

Omega Ratio

AMZA:

1.12

GCC:

1.06

Calmar Ratio

AMZA:

0.40

GCC:

0.12

Martin Ratio

AMZA:

2.80

GCC:

0.92

Ulcer Index

AMZA:

5.39%

GCC:

4.26%

Daily Std Dev

AMZA:

25.46%

GCC:

13.97%

Max Drawdown

AMZA:

-91.46%

GCC:

-63.19%

Current Drawdown

AMZA:

-23.94%

GCC:

-25.46%

Returns By Period

In the year-to-date period, AMZA achieves a 3.75% return, which is significantly higher than GCC's 3.03% return. Over the past 10 years, AMZA has underperformed GCC with an annualized return of -1.93%, while GCC has yielded a comparatively higher 2.62% annualized return.


AMZA

YTD

3.75%

1M

-9.17%

6M

11.08%

1Y

14.23%

5Y*

35.35%

10Y*

-1.93%

GCC

YTD

3.03%

1M

-0.67%

6M

4.51%

1Y

3.01%

5Y*

14.20%

10Y*

2.62%

*Annualized

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AMZA vs. GCC - Expense Ratio Comparison

AMZA has a 2.01% expense ratio, which is higher than GCC's 0.55% expense ratio.


Expense ratio chart for AMZA: current value is 2.01%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AMZA: 2.01%
Expense ratio chart for GCC: current value is 0.55%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GCC: 0.55%

Risk-Adjusted Performance

AMZA vs. GCC — Risk-Adjusted Performance Rank

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

AMZA
The Risk-Adjusted Performance Rank of AMZA is 6161
Overall Rank
The Sharpe Ratio Rank of AMZA is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of AMZA is 6161
Sortino Ratio Rank
The Omega Ratio Rank of AMZA is 6060
Omega Ratio Rank
The Calmar Ratio Rank of AMZA is 5353
Calmar Ratio Rank
The Martin Ratio Rank of AMZA is 7070
Martin Ratio Rank

GCC
The Risk-Adjusted Performance Rank of GCC is 3636
Overall Rank
The Sharpe Ratio Rank of GCC is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of GCC is 3838
Sortino Ratio Rank
The Omega Ratio Rank of GCC is 3434
Omega Ratio Rank
The Calmar Ratio Rank of GCC is 3030
Calmar Ratio Rank
The Martin Ratio Rank of GCC is 3939
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.

AMZA vs. GCC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for InfraCap MLP ETF (AMZA) and WisdomTree Enhanced Commodity Strategy Fund (GCC). 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 AMZA, currently valued at 0.59, compared to the broader market-1.000.001.002.003.004.00
AMZA: 0.59
GCC: 0.28
The chart of Sortino ratio for AMZA, currently valued at 0.89, compared to the broader market-2.000.002.004.006.008.00
AMZA: 0.89
GCC: 0.47
The chart of Omega ratio for AMZA, currently valued at 1.12, compared to the broader market0.501.001.502.002.50
AMZA: 1.12
GCC: 1.06
The chart of Calmar ratio for AMZA, currently valued at 0.40, compared to the broader market0.002.004.006.008.0010.0012.00
AMZA: 0.40
GCC: 0.21
The chart of Martin ratio for AMZA, currently valued at 2.79, compared to the broader market0.0020.0040.0060.00
AMZA: 2.80
GCC: 0.92

The current AMZA Sharpe Ratio is 0.59, which is higher than the GCC Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of AMZA and GCC, 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 Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.59
0.28
AMZA
GCC

Dividends

AMZA vs. GCC - Dividend Comparison

AMZA's dividend yield for the trailing twelve months is around 7.49%, more than GCC's 3.41% yield.


TTM2024202320222021202020192018201720162015
AMZA
InfraCap MLP ETF
7.49%7.29%9.40%7.65%10.24%22.13%19.47%34.46%24.16%18.36%18.21%
GCC
WisdomTree Enhanced Commodity Strategy Fund
3.41%3.51%3.68%22.49%9.76%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

AMZA vs. GCC - Drawdown Comparison

The maximum AMZA drawdown since its inception was -91.46%, which is greater than GCC's maximum drawdown of -63.19%. Use the drawdown chart below to compare losses from any high point for AMZA and GCC. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-23.94%
-8.95%
AMZA
GCC

Volatility

AMZA vs. GCC - Volatility Comparison

InfraCap MLP ETF (AMZA) has a higher volatility of 15.83% compared to WisdomTree Enhanced Commodity Strategy Fund (GCC) at 7.49%. This indicates that AMZA's price experiences larger fluctuations and is considered to be riskier than GCC 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%16.00%NovemberDecember2025FebruaryMarchApril
15.83%
7.49%
AMZA
GCC