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

Performance

AMZA vs. UMI - Performance Comparison

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

0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
20.25%
34.20%
AMZA
UMI

Returns By Period

In the year-to-date period, AMZA achieves a 38.19% return, which is significantly lower than UMI's 52.42% return.


AMZA

YTD

38.19%

1M

14.02%

6M

20.25%

1Y

36.58%

5Y (annualized)

13.53%

10Y (annualized)

-2.45%

UMI

YTD

52.42%

1M

13.80%

6M

34.58%

1Y

54.05%

5Y (annualized)

19.21%

10Y (annualized)

N/A

Key characteristics


AMZAUMI
Sharpe Ratio1.934.20
Sortino Ratio2.615.73
Omega Ratio1.321.74
Calmar Ratio0.809.40
Martin Ratio9.0834.20
Ulcer Index4.03%1.60%
Daily Std Dev18.92%13.02%
Max Drawdown-91.46%-48.08%
Current Drawdown-22.61%0.00%

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AMZA vs. UMI - Expense Ratio Comparison

AMZA has a 2.01% expense ratio, which is higher than UMI's 0.85% expense ratio.


AMZA
InfraCap MLP ETF
Expense ratio chart for AMZA: current value at 2.01% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%2.01%
Expense ratio chart for UMI: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%

Correlation

-0.50.00.51.00.7

The correlation between AMZA and UMI is 0.67, 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.

Risk-Adjusted Performance

AMZA vs. UMI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for InfraCap MLP ETF (AMZA) 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.


Sharpe ratio
The chart of Sharpe ratio for AMZA, currently valued at 1.93, compared to the broader market0.002.004.006.001.934.15
The chart of Sortino ratio for AMZA, currently valued at 2.61, compared to the broader market-2.000.002.004.006.008.0010.0012.002.615.69
The chart of Omega ratio for AMZA, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.001.321.74
The chart of Calmar ratio for AMZA, currently valued at 2.78, compared to the broader market0.005.0010.0015.002.789.30
The chart of Martin ratio for AMZA, currently valued at 9.08, compared to the broader market0.0020.0040.0060.0080.00100.00120.009.0833.85
AMZA
UMI

The current AMZA Sharpe Ratio is 1.93, which is lower than the UMI Sharpe Ratio of 4.20. The chart below compares the historical Sharpe Ratios of AMZA 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 Ratio1.001.502.002.503.003.504.004.50JuneJulyAugustSeptemberOctoberNovember
1.93
4.15
AMZA
UMI

Dividends

AMZA vs. UMI - Dividend Comparison

AMZA's dividend yield for the trailing twelve months is around 6.82%, more than UMI's 3.73% yield.


TTM202320222021202020192018201720162015
AMZA
InfraCap MLP ETF
6.82%9.40%7.65%10.24%22.13%19.47%34.46%24.16%18.36%18.21%
UMI
USCF Midstream Energy Income Fund ETF
3.73%4.67%4.78%3.37%2.18%2.47%2.48%0.15%0.00%0.00%

Drawdowns

AMZA vs. UMI - Drawdown Comparison

The maximum AMZA drawdown since its inception was -91.46%, which is greater than UMI's maximum drawdown of -48.08%. Use the drawdown chart below to compare losses from any high point for AMZA and UMI. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember00
AMZA
UMI

Volatility

AMZA vs. UMI - Volatility Comparison

InfraCap MLP ETF (AMZA) has a higher volatility of 5.51% compared to USCF Midstream Energy Income Fund ETF (UMI) at 4.75%. This indicates that AMZA'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.


3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
5.51%
4.75%
AMZA
UMI