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ARLP vs. AGG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ARLP and AGG is -0.13. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.1

Performance

ARLP vs. AGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alliance Resource Partners, L.P. (ARLP) and iShares Core U.S. Aggregate Bond ETF (AGG). The values are adjusted to include any dividend payments, if applicable.

0.00%500.00%1,000.00%1,500.00%2,000.00%NovemberDecember2025FebruaryMarchApril
1,838.57%
90.05%
ARLP
AGG

Key characteristics

Sharpe Ratio

ARLP:

1.62

AGG:

1.31

Sortino Ratio

ARLP:

2.11

AGG:

1.91

Omega Ratio

ARLP:

1.29

AGG:

1.23

Calmar Ratio

ARLP:

3.04

AGG:

0.54

Martin Ratio

ARLP:

7.49

AGG:

3.38

Ulcer Index

ARLP:

5.77%

AGG:

2.09%

Daily Std Dev

ARLP:

26.71%

AGG:

5.38%

Max Drawdown

ARLP:

-90.52%

AGG:

-18.43%

Current Drawdown

ARLP:

-4.80%

AGG:

-6.44%

Returns By Period

In the year-to-date period, ARLP achieves a 5.88% return, which is significantly higher than AGG's 2.74% return. Over the past 10 years, ARLP has outperformed AGG with an annualized return of 8.06%, while AGG has yielded a comparatively lower 1.45% annualized return.


ARLP

YTD

5.88%

1M

2.42%

6M

11.44%

1Y

41.12%

5Y*

64.76%

10Y*

8.06%

AGG

YTD

2.74%

1M

0.73%

6M

1.95%

1Y

7.65%

5Y*

-0.80%

10Y*

1.45%

*Annualized

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Risk-Adjusted Performance

ARLP vs. AGG — Risk-Adjusted Performance Rank

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

ARLP
The Risk-Adjusted Performance Rank of ARLP is 9191
Overall Rank
The Sharpe Ratio Rank of ARLP is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of ARLP is 8787
Sortino Ratio Rank
The Omega Ratio Rank of ARLP is 8787
Omega Ratio Rank
The Calmar Ratio Rank of ARLP is 9797
Calmar Ratio Rank
The Martin Ratio Rank of ARLP is 9292
Martin Ratio Rank

AGG
The Risk-Adjusted Performance Rank of AGG is 7979
Overall Rank
The Sharpe Ratio Rank of AGG is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of AGG is 8787
Sortino Ratio Rank
The Omega Ratio Rank of AGG is 8383
Omega Ratio Rank
The Calmar Ratio Rank of AGG is 6363
Calmar Ratio Rank
The Martin Ratio Rank of AGG is 7676
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.

ARLP vs. AGG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Alliance Resource Partners, L.P. (ARLP) and iShares Core U.S. Aggregate Bond ETF (AGG). 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 ARLP, currently valued at 1.62, compared to the broader market-2.00-1.000.001.002.003.00
ARLP: 1.62
AGG: 1.31
The chart of Sortino ratio for ARLP, currently valued at 2.11, compared to the broader market-6.00-4.00-2.000.002.004.00
ARLP: 2.11
AGG: 1.91
The chart of Omega ratio for ARLP, currently valued at 1.29, compared to the broader market0.501.001.502.00
ARLP: 1.29
AGG: 1.23
The chart of Calmar ratio for ARLP, currently valued at 3.04, compared to the broader market0.001.002.003.004.005.00
ARLP: 3.04
AGG: 0.54
The chart of Martin ratio for ARLP, currently valued at 7.49, compared to the broader market-5.000.005.0010.0015.0020.00
ARLP: 7.49
AGG: 3.38

The current ARLP Sharpe Ratio is 1.62, which is comparable to the AGG Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of ARLP and AGG, 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
1.62
1.31
ARLP
AGG

Dividends

ARLP vs. AGG - Dividend Comparison

ARLP's dividend yield for the trailing twelve months is around 10.32%, more than AGG's 3.76% yield.


TTM20242023202220212020201920182017201620152014
ARLP
Alliance Resource Partners, L.P.
10.32%10.65%13.22%7.38%3.16%8.93%19.82%11.94%9.55%8.86%19.74%5.75%
AGG
iShares Core U.S. Aggregate Bond ETF
3.76%3.74%3.13%2.39%1.77%2.14%2.70%2.96%2.32%2.39%2.45%2.40%

Drawdowns

ARLP vs. AGG - Drawdown Comparison

The maximum ARLP drawdown since its inception was -90.52%, which is greater than AGG's maximum drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for ARLP and AGG. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-4.80%
-6.44%
ARLP
AGG

Volatility

ARLP vs. AGG - Volatility Comparison

Alliance Resource Partners, L.P. (ARLP) has a higher volatility of 9.77% compared to iShares Core U.S. Aggregate Bond ETF (AGG) at 2.25%. This indicates that ARLP's price experiences larger fluctuations and is considered to be riskier than AGG 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%NovemberDecember2025FebruaryMarchApril
9.77%
2.25%
ARLP
AGG