ARLP vs. VTSAX
Compare and contrast key facts about Alliance Resource Partners, L.P. (ARLP) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ARLP or VTSAX.
Key characteristics
| ARLP | VTSAX | |
|---|---|---|
| YTD Return | 4.98% | 5.48% |
| 1Y Return | 19.19% | 26.09% |
| 3Y Return (Ann) | 68.51% | 6.18% |
| 5Y Return (Ann) | 11.34% | 12.47% |
| 10Y Return (Ann) | 1.77% | 11.90% |
| Sharpe Ratio | 0.71 | 2.10 |
| Daily Std Dev | 25.01% | 12.17% |
| Max Drawdown | -90.52% | -55.34% |
| Current Drawdown | -5.05% | -4.11% |
Correlation
The correlation between ARLP and VTSAX is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
ARLP vs. VTSAX - Performance Comparison
In the year-to-date period, ARLP achieves a 4.98% return, which is significantly lower than VTSAX's 5.48% return. Over the past 10 years, ARLP has underperformed VTSAX with an annualized return of 1.77%, while VTSAX has yielded a comparatively higher 11.90% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ARLP vs. VTSAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Alliance Resource Partners, L.P. (ARLP) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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.
Dividends
ARLP vs. VTSAX - Dividend Comparison
ARLP's dividend yield for the trailing twelve months is around 13.02%, more than VTSAX's 1.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARLP Alliance Resource Partners, L.P. | 13.02% | 13.22% | 7.38% | 3.16% | 8.93% | 19.82% | 11.94% | 9.54% | 8.85% | 19.74% | 5.74% | 5.93% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.41% | 1.43% | 1.65% | 1.20% | 1.41% | 1.76% | 2.03% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
ARLP vs. VTSAX - Drawdown Comparison
The maximum ARLP drawdown since its inception was -90.52%, which is greater than VTSAX's maximum drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for ARLP and VTSAX. For additional features, visit the drawdowns tool.
Volatility
ARLP vs. VTSAX - Volatility Comparison
The current volatility for Alliance Resource Partners, L.P. (ARLP) is 2.99%, while Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) has a volatility of 3.71%. This indicates that ARLP experiences smaller price fluctuations and is considered to be less risky than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.