ARLP vs. AGG
ARLP (Alliance Resource Partners, L.P.) is a stock, while AGG (iShares Core U.S. Aggregate Bond ETF) is Total Bond Market fund tracking the Bloomberg U.S. Aggregate Bond Index. Over the past 10 years, ARLP returned 14.94%/yr vs 1.54%/yr for AGG. At a correlation of -0.06, they often move in opposite directions.
Performance
ARLP vs. AGG - Performance Comparison
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Returns By Period
In the year-to-date period, ARLP achieves a 10.94% return, which is significantly higher than AGG's 0.47% return. Over the past 10 years, ARLP has outperformed AGG with an annualized return of 14.94%, while AGG has yielded a comparatively lower 1.54% annualized return.
ARLP
- 1D
- 0.57%
- 1M
- -1.33%
- YTD
- 10.94%
- 6M
- 9.57%
- 1Y
- 4.85%
- 3Y*
- 24.03%
- 5Y*
- 41.47%
- 10Y*
- 14.94%
AGG
- 1D
- 0.08%
- 1M
- 0.61%
- YTD
- 0.47%
- 6M
- 0.55%
- 1Y
- 4.33%
- 3Y*
- 3.96%
- 5Y*
- 0.07%
- 10Y*
- 1.54%
ARLP vs. AGG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ARLP Alliance Resource Partners, L.P. | 10.94% | -2.45% | 39.91% | 18.83% | 73.34% | 195.75% | -56.80% | -28.90% | -1.90% | -4.04% |
AGG iShares Core U.S. Aggregate Bond ETF | 0.47% | 7.19% | 1.31% | 5.65% | -13.02% | -1.77% | 7.48% | 8.46% | 0.09% | 3.55% |
Correlation
The correlation between ARLP and AGG is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.04 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.05 |
Correlation (All Time) Calculated using the full available price history since Sep 26, 2003 | -0.06 |
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Return for Risk
ARLP vs. AGG — Risk / Return Rank
ARLP
AGG
ARLP vs. AGG - Risk-Adjusted Trends 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.
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.
| ARLP | AGG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.93 | ||
| Sortino ratioReturn per unit of downside risk | -1.22 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.20 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 0.28 | 1.57 | -1.30 |
| Martin ratioReturn relative to average drawdown | 0.50 | 4.54 | -4.03 |
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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.
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Drawdown Indicators
| ARLP | AGG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.52% | -18.43% | -72.09% |
Max Drawdown (1Y)Largest decline over 1 year | -17.63% | -2.76% | -14.87% |
Max Drawdown (3Y)Largest decline over 3 years | -20.83% | -6.11% | -14.72% |
Max Drawdown (5Y)Largest decline over 5 years | -29.13% | -17.82% | -11.31% |
Max Drawdown (10Y)Largest decline over 10 years | -85.26% | -18.43% | -66.83% |
Current DrawdownCurrent decline from peak | -13.28% | -1.93% | -11.35% |
Average DrawdownAverage peak-to-trough decline | -24.31% | -2.71% | -21.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.68% | 0.96% | +8.72% |
Volatility
ARLP vs. AGG - Volatility Comparison
Alliance Resource Partners, L.P. (ARLP) has a higher volatility of 7.11% compared to iShares Core U.S. Aggregate Bond ETF (AGG) at 1.10%. 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.
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Volatility by Period
| ARLP | AGG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.11% | 1.10% | +6.01% |
Volatility (6M)Calculated over the trailing 6-month period | 16.51% | 2.83% | +13.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.33% | 3.81% | +19.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.43% | 6.10% | +27.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.19% | 5.41% | +44.78% |
Dividends
ARLP vs. AGG - Dividend Comparison
ARLP's dividend yield for the trailing twelve months is around 9.78%, more than AGG's 3.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGG iShares Core U.S. Aggregate Bond ETF | 3.98% | 3.89% | 3.74% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.72% | 2.32% | 2.39% | 2.45% |
ARLP Alliance Resource Partners, L.P. | 9.78% | 11.19% | 10.65% | 13.22% | 7.38% | 3.16% | 8.93% | 19.82% | 11.94% | 9.54% | 8.85% | 19.74% |
Frequently Asked Questions
ARLP and AGG have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ARLP has higher volatility (7.11%) compared to AGG (1.10%). In terms of maximum drawdown, ARLP dropped -90.52% vs AGG's -18.43%.
AGG currently has the higher Sharpe Ratio (1.14 vs 0.21), 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.
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