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ASGI vs. AMLP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ASGI and AMLP is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

ASGI vs. AMLP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Abrdn Global Infrastructure Income Fund (ASGI) and Alerian MLP ETF (AMLP). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%NovemberDecember2025FebruaryMarchApril
46.80%
202.80%
ASGI
AMLP

Key characteristics

Sharpe Ratio

ASGI:

1.31

AMLP:

0.73

Sortino Ratio

ASGI:

1.83

AMLP:

1.06

Omega Ratio

ASGI:

1.25

AMLP:

1.14

Calmar Ratio

ASGI:

1.71

AMLP:

0.93

Martin Ratio

ASGI:

4.63

AMLP:

3.69

Ulcer Index

ASGI:

4.91%

AMLP:

3.59%

Daily Std Dev

ASGI:

17.42%

AMLP:

18.26%

Max Drawdown

ASGI:

-23.72%

AMLP:

-77.19%

Current Drawdown

ASGI:

-1.41%

AMLP:

-5.90%

Returns By Period

In the year-to-date period, ASGI achieves a 10.50% return, which is significantly higher than AMLP's 4.67% return.


ASGI

YTD

10.50%

1M

1.47%

6M

-1.11%

1Y

22.61%

5Y*

N/A

10Y*

N/A

AMLP

YTD

4.67%

1M

-4.99%

6M

9.78%

1Y

12.68%

5Y*

26.22%

10Y*

3.02%

*Annualized

Compare stocks, funds, or ETFs

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ASGI vs. AMLP - Expense Ratio Comparison

ASGI has a 1.65% expense ratio, which is higher than AMLP's 0.90% expense ratio.


Expense ratio chart for ASGI: current value is 1.65%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ASGI: 1.65%
Expense ratio chart for AMLP: current value is 0.90%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AMLP: 0.90%

Risk-Adjusted Performance

ASGI vs. AMLP — Risk-Adjusted Performance Rank

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

ASGI
The Risk-Adjusted Performance Rank of ASGI is 8585
Overall Rank
The Sharpe Ratio Rank of ASGI is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of ASGI is 8282
Sortino Ratio Rank
The Omega Ratio Rank of ASGI is 8484
Omega Ratio Rank
The Calmar Ratio Rank of ASGI is 9191
Calmar Ratio Rank
The Martin Ratio Rank of ASGI is 8383
Martin Ratio Rank

AMLP
The Risk-Adjusted Performance Rank of AMLP is 7474
Overall Rank
The Sharpe Ratio Rank of AMLP is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of AMLP is 7070
Sortino Ratio Rank
The Omega Ratio Rank of AMLP is 6969
Omega Ratio Rank
The Calmar Ratio Rank of AMLP is 8181
Calmar Ratio Rank
The Martin Ratio Rank of AMLP is 7979
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.

ASGI vs. AMLP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Abrdn Global Infrastructure Income Fund (ASGI) and Alerian MLP ETF (AMLP). 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 ASGI, currently valued at 1.31, compared to the broader market-1.000.001.002.003.00
ASGI: 1.31
AMLP: 0.73
The chart of Sortino ratio for ASGI, currently valued at 1.83, compared to the broader market-2.000.002.004.006.008.00
ASGI: 1.83
AMLP: 1.06
The chart of Omega ratio for ASGI, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.00
ASGI: 1.25
AMLP: 1.14
The chart of Calmar ratio for ASGI, currently valued at 1.71, compared to the broader market0.002.004.006.008.0010.00
ASGI: 1.71
AMLP: 0.93
The chart of Martin ratio for ASGI, currently valued at 4.63, compared to the broader market0.0010.0020.0030.0040.0050.00
ASGI: 4.63
AMLP: 3.69

The current ASGI Sharpe Ratio is 1.31, which is higher than the AMLP Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of ASGI and AMLP, 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 Ratio0.000.501.001.502.002.503.003.50NovemberDecember2025FebruaryMarchApril
1.31
0.73
ASGI
AMLP

Dividends

ASGI vs. AMLP - Dividend Comparison

ASGI's dividend yield for the trailing twelve months is around 13.04%, more than AMLP's 7.68% yield.


TTM20242023202220212020201920182017201620152014
ASGI
Abrdn Global Infrastructure Income Fund
13.04%12.84%8.03%8.25%6.33%1.76%0.00%0.00%0.00%0.00%0.00%0.00%
AMLP
Alerian MLP ETF
7.68%7.70%7.86%7.70%8.55%12.31%9.12%9.30%7.97%8.09%9.84%6.45%

Drawdowns

ASGI vs. AMLP - Drawdown Comparison

The maximum ASGI drawdown since its inception was -23.72%, smaller than the maximum AMLP drawdown of -77.19%. Use the drawdown chart below to compare losses from any high point for ASGI and AMLP. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.41%
-5.90%
ASGI
AMLP

Volatility

ASGI vs. AMLP - Volatility Comparison

The current volatility for Abrdn Global Infrastructure Income Fund (ASGI) is 8.56%, while Alerian MLP ETF (AMLP) has a volatility of 11.68%. This indicates that ASGI experiences smaller price fluctuations and is considered to be less risky than AMLP 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
8.56%
11.68%
ASGI
AMLP