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AMZA vs. VEMY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AMZA vs. VEMY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in InfraCap MLP ETF (AMZA) and Virtus Stone Harbor Emerging Markets High Yield Bond ETF (VEMY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AMZA achieves a 30.46% return, which is significantly higher than VEMY's 5.65% return.


AMZA

1D
0.65%
1M
5.94%
6M
21.61%
YTD
30.46%
1Y
23.26%
3Y*
22.79%
5Y*
22.88%
10Y*
5.46%
ALL TIME*
-0.35%

VEMY

1D
0.04%
1M
-0.85%
6M
3.07%
YTD
5.65%
1Y
12.83%
3Y*
13.84%
5Y*
10Y*
ALL TIME*
13.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.66M$1.65M$1.75M
$966.52K$884.39K$876.68K

AMZA vs. VEMY - Yearly Performance Comparison


2026 (YTD)2025202420232022
AMZA
InfraCap MLP ETF
30.46%0.17%30.90%23.35%2.70%
VEMY
Virtus Stone Harbor Emerging Markets High Yield Bond ETF
5.65%15.27%13.48%14.45%-1.43%

Correlation

The correlation between AMZA and VEMY is -0.11, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.11

Correlation (3Y)
Balances recent behavior with more history.

0.15

Correlation (All Time)
Calculated using the full available price history since Dec 13, 2022

0.16

The correlation between AMZA and VEMY shifts across timeframes, from -0.11 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

AMZA vs. VEMY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

AMZA
AMZA Risk / Return Rank: 4747
Overall Rank
AMZA Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
AMZA Sortino Ratio Rank: 4848
Sortino Ratio Rank
AMZA Omega Ratio Rank: 4545
Omega Ratio Rank
AMZA Calmar Ratio Rank: 5252
Calmar Ratio Rank
AMZA Martin Ratio Rank: 4242
Martin Ratio Rank

VEMY
VEMY Risk / Return Rank: 8989
Overall Rank
VEMY Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
VEMY Sortino Ratio Rank: 9292
Sortino Ratio Rank
VEMY Omega Ratio Rank: 9191
Omega Ratio Rank
VEMY Calmar Ratio Rank: 8585
Calmar Ratio Rank
VEMY Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

AMZA vs. VEMY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for InfraCap MLP ETF (AMZA) and Virtus Stone Harbor Emerging Markets High Yield Bond ETF (VEMY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AMZAVEMYDifference
Sharpe ratioReturn per unit of total volatility

-0.95

Sortino ratioReturn per unit of downside risk

-1.58

Omega ratioGain probability vs. loss probability

1.21

1.43

-0.22

Calmar ratioReturn relative to maximum drawdown

1.85

3.23

-1.38

Martin ratioReturn relative to average drawdown

4.51

14.88

-10.37

AMZA vs. VEMY - Sharpe Ratio Comparison

The current AMZA Sharpe Ratio is 1.20, which is lower than the VEMY Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of AMZA and VEMY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AMZA vs. VEMY - Drawdown Comparison

The maximum AMZA drawdown since its inception was -91.46%, which is greater than VEMY's maximum drawdown of -8.77%. Use the drawdown chart below to compare losses from any high point for AMZA and VEMY.


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Drawdown Indicators


AMZAVEMYDifference

Max Drawdown

Largest peak-to-trough decline

-91.46%

-8.77%

-82.69%

Max Drawdown (1Y)

Largest decline over 1 year

-11.84%

-4.00%

-7.84%

Max Drawdown (3Y)

Largest decline over 3 years

-18.56%

-6.57%

-11.99%

Max Drawdown (5Y)

Largest decline over 5 years

-25.15%

Max Drawdown (10Y)

Largest decline over 10 years

-86.84%

Current Drawdown

Current decline from peak

-4.13%

-1.07%

-3.06%

Average Drawdown

Average peak-to-trough decline

-44.51%

-1.27%

-43.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.02%

0.87%

+4.15%

Volatility

AMZA vs. VEMY - Volatility Comparison

InfraCap MLP ETF (AMZA) has a higher volatility of 5.43% compared to Virtus Stone Harbor Emerging Markets High Yield Bond ETF (VEMY) at 1.13%. This indicates that AMZA's price experiences larger fluctuations and is considered to be riskier than VEMY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMZAVEMYDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.43%

1.13%

+4.30%

Volatility (6M)

Calculated over the trailing 6-month period

14.17%

4.52%

+9.65%

Volatility (1Y)

Calculated over the trailing 1-year period

18.20%

6.02%

+12.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.27%

7.52%

+17.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.14%

7.52%

+29.62%

AMZA vs. VEMY - Expense Ratio Comparison

AMZA has a 2.01% expense ratio, which is higher than VEMY's 0.58% expense ratio.


Dividends

AMZA vs. VEMY - Dividend Comparison

AMZA's dividend yield for the trailing twelve months is around 7.83%, less than VEMY's 8.12% yield.


PositionTTM20252024202320222021202020192018201720162015
AMZA
InfraCap MLP ETF
7.83%8.81%7.29%9.40%7.65%10.24%22.13%19.47%34.46%24.16%18.36%18.21%
VEMY
Virtus Stone Harbor Emerging Markets High Yield Bond ETF
8.12%8.89%10.28%9.55%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


AMZA and VEMY have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AMZA has higher volatility (5.43%) compared to VEMY (1.13%). In terms of maximum drawdown, AMZA dropped -91.46% vs VEMY's -8.77%.

On 3-year performance, AMZA leads with 22.79% vs 13.84% for VEMY. On fees, VEMY is cheaper at 0.58% per year. On volatility, VEMY has been the lower-risk option at 1.13%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, AMZA has performed better with a 22.79% return vs 13.84%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VEMY is cheaper with a 0.58% expense ratio, compared with 2.01% for AMZA.

VEMY has the higher dividend yield at 8.12%, compared with 7.83% for AMZA.

AMZA is categorized as MLPs, while VEMY is Emerging Markets Bonds. Their fees differ too: 2.01% for AMZA and 0.58% for VEMY.

VEMY currently has the higher Sharpe Ratio (2.15 vs 1.20), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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