ARLP vs. AGG

Last updated Apr 1, 2026

Compare and contrast key facts about Alliance Resource Partners, L.P. (ARLP) and iShares Core U.S. Aggregate Bond ETF (AGG).

AGG is a passively managed fund by iShares that tracks the performance of the Bloomberg U.S. Aggregate Bond Index. It was launched on Sep 22, 2003.

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.

ARLP vs. AGG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ARLP Alliance Resource Partners, L.P.	22.01%	-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	0.02%	7.19%	1.31%	5.65%	-13.02%	-1.77%	7.48%	8.46%	0.09%	3.55%

Returns By Period

In the year-to-date period, ARLP achieves a 22.01% return, which is significantly higher than AGG's 0.02% return. Over the past 10 years, ARLP has outperformed AGG with an annualized return of 20.24%, while AGG has yielded a comparatively lower 1.66% annualized return.

ARLP

• 1D: -1.78%
• 1M: 4.38%
• YTD: 22.01%
• 6M: 14.85%
• 1Y: 11.83%
• 3Y*: 24.53%
• 5Y*: 50.53%
• 10Y*: 20.24%

AGG

• 1D: 0.23%
• 1M: -1.79%
• YTD: 0.02%
• 6M: 0.97%
• 1Y: 4.36%
• 3Y*: 3.59%
• 5Y*: 0.23%
• 10Y*: 1.66%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

ARLP vs. AGG — Risk / Return Rank

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

ARLP

ARLP Risk / Return Rank: 57
ARLP Sharpe Ratio Rank: 61
ARLP Sortino Ratio Rank: 53
ARLP Omega Ratio Rank: 52
ARLP Calmar Ratio Rank: 61
ARLP Martin Ratio Rank: 60

AGG

AGG Risk / Return Rank: 60
AGG Sharpe Ratio Rank: 60
AGG Sortino Ratio Rank: 58
AGG Omega Ratio Rank: 50
AGG Calmar Ratio Rank: 74
AGG Martin Ratio Rank: 57

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.

	ARLP	AGG	Difference
Sharpe ratio Return per unit of total volatility	0.51	1.00	-0.50
Sortino ratio Return per unit of downside risk	0.87	1.42	-0.56
Omega ratio Gain probability vs. loss probability	1.11	1.18	-0.07
Calmar ratio Return relative to maximum drawdown	0.82	1.81	-0.99
Martin ratio Return relative to average drawdown	1.75	5.07	-3.32
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ARLP vs. AGG - Sharpe Ratio Comparison

The current ARLP Sharpe Ratio is 0.51, which is lower than the AGG Sharpe Ratio of 1.00. 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.

Sharpe Ratios by Period

	ARLP	AGG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.51	1.00	-0.50
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.47	0.04	+1.43
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.40	0.31	+0.09
Sharpe Ratio (All Time) Calculated using the full available price history	0.38	0.59	-0.21

Correlation

The correlation between ARLP and AGG is -0.06. 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.

Dividends

ARLP vs. AGG - Dividend Comparison

ARLP's dividend yield for the trailing twelve months is around 9.04%, more than AGG's 3.93% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ARLP Alliance Resource Partners, L.P.	9.04%	11.19%	10.65%	13.22%	7.38%	3.16%	8.93%	19.82%	11.94%	9.54%	8.85%	19.74%
AGG iShares Core U.S. Aggregate Bond ETF	3.93%	3.89%	3.74%	3.13%	2.39%	1.77%	2.14%	2.70%	2.72%	2.32%	2.39%	2.45%

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.

Drawdown Indicators

	ARLP	AGG	Difference
Max Drawdown Largest peak-to-trough decline	-90.52%	-18.43%	-72.09%
Max Drawdown (1Y) Largest decline over 1 year	-17.63%	-2.52%	-15.11%
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 Drawdown Current decline from peak	-4.62%	-2.36%	-2.26%
Average Drawdown Average peak-to-trough decline	-24.43%	-2.71%	-21.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.25%	0.90%	+7.35%

Volatility

ARLP vs. AGG - Volatility Comparison

Alliance Resource Partners, L.P. (ARLP) has a higher volatility of 7.15% compared to iShares Core U.S. Aggregate Bond ETF (AGG) at 1.66%. 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.

Volatility by Period

	ARLP	AGG	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.15%	1.66%	+5.49%
Volatility (6M) Calculated over the trailing 6-month period	16.05%	2.55%	+13.50%
Volatility (1Y) Calculated over the trailing 1-year period	23.61%	4.37%	+19.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	34.67%	6.07%	+28.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	50.47%	5.39%	+45.08%