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

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.


-0.50.00.51.00.3

Performance

ARLP vs. VTSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alliance Resource Partners, L.P. (ARLP) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). The values are adjusted to include any dividend payments, if applicable.

1,000.00%2,000.00%3,000.00%4,000.00%JulyAugustSeptemberOctoberNovemberDecember
3,999.31%
623.86%
ARLP
VTSAX

Key characteristics

Sharpe Ratio

ARLP:

2.05

VTSAX:

1.90

Sortino Ratio

ARLP:

2.60

VTSAX:

2.54

Omega Ratio

ARLP:

1.36

VTSAX:

1.35

Calmar Ratio

ARLP:

2.65

VTSAX:

2.87

Martin Ratio

ARLP:

9.73

VTSAX:

12.36

Ulcer Index

ARLP:

5.10%

VTSAX:

1.99%

Daily Std Dev

ARLP:

24.20%

VTSAX:

12.93%

Max Drawdown

ARLP:

-90.52%

VTSAX:

-55.34%

Current Drawdown

ARLP:

-10.01%

VTSAX:

-4.05%

Returns By Period

In the year-to-date period, ARLP achieves a 36.85% return, which is significantly higher than VTSAX's 23.58% return. Over the past 10 years, ARLP has underperformed VTSAX with an annualized return of 4.77%, while VTSAX has yielded a comparatively higher 12.46% annualized return.


ARLP

YTD

36.85%

1M

-4.23%

6M

13.53%

1Y

45.80%

5Y*

29.27%

10Y*

4.77%

VTSAX

YTD

23.58%

1M

-0.42%

6M

8.49%

1Y

23.68%

5Y*

13.88%

10Y*

12.46%

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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.


Sharpe ratio
The chart of Sharpe ratio for ARLP, currently valued at 2.05, compared to the broader market-4.00-2.000.002.002.051.90
The chart of Sortino ratio for ARLP, currently valued at 2.60, compared to the broader market-4.00-2.000.002.004.002.602.54
The chart of Omega ratio for ARLP, currently valued at 1.36, compared to the broader market0.501.001.502.001.361.35
The chart of Calmar ratio for ARLP, currently valued at 2.65, compared to the broader market0.002.004.006.002.652.87
The chart of Martin ratio for ARLP, currently valued at 9.73, compared to the broader market0.0010.0020.009.7312.36
ARLP
VTSAX

The current ARLP Sharpe Ratio is 2.05, which is comparable to the VTSAX Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of ARLP and VTSAX, 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.05
1.90
ARLP
VTSAX

Dividends

ARLP vs. VTSAX - Dividend Comparison

ARLP's dividend yield for the trailing twelve months is around 10.89%, more than VTSAX's 1.28% yield.


TTM20232022202120202019201820172016201520142013
ARLP
Alliance Resource Partners, L.P.
10.89%13.22%7.38%3.16%8.93%19.82%11.94%9.55%8.86%19.74%5.75%5.93%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
0.93%1.43%1.65%1.20%1.41%1.77%2.04%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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.01%
-4.05%
ARLP
VTSAX

Volatility

ARLP vs. VTSAX - Volatility Comparison

Alliance Resource Partners, L.P. (ARLP) has a higher volatility of 7.51% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 3.93%. This indicates that ARLP's price experiences larger fluctuations and is considered to be riskier than VTSAX 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%JulyAugustSeptemberOctoberNovemberDecember
7.51%
3.93%
ARLP
VTSAX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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