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

Key characteristics


BIBLAMLP
YTD Return21.35%20.38%
1Y Return39.57%24.11%
3Y Return (Ann)3.27%19.72%
5Y Return (Ann)12.63%12.49%
Sharpe Ratio2.551.76
Sortino Ratio3.532.47
Omega Ratio1.451.31
Calmar Ratio1.773.29
Martin Ratio15.309.30
Ulcer Index2.51%2.57%
Daily Std Dev15.06%13.59%
Max Drawdown-36.12%-77.19%
Current Drawdown0.00%-0.41%

Correlation

-0.50.00.51.00.5

The correlation between BIBL and AMLP is 0.49, 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.

Performance

BIBL vs. AMLP - Performance Comparison

The year-to-date returns for both stocks are quite close, with BIBL having a 21.35% return and AMLP slightly lower at 20.38%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
11.56%
6.22%
BIBL
AMLP

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BIBL vs. AMLP - Expense Ratio Comparison

BIBL has a 0.35% expense ratio, which is lower than AMLP's 0.90% expense ratio.


AMLP
Alerian MLP ETF
Expense ratio chart for AMLP: current value at 0.90% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.90%
Expense ratio chart for BIBL: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Risk-Adjusted Performance

BIBL vs. AMLP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Inspire 100 ETF (BIBL) 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.


BIBL
Sharpe ratio
The chart of Sharpe ratio for BIBL, currently valued at 2.55, compared to the broader market-2.000.002.004.006.002.55
Sortino ratio
The chart of Sortino ratio for BIBL, currently valued at 3.53, compared to the broader market0.005.0010.003.53
Omega ratio
The chart of Omega ratio for BIBL, currently valued at 1.45, compared to the broader market1.001.502.002.503.001.45
Calmar ratio
The chart of Calmar ratio for BIBL, currently valued at 1.77, compared to the broader market0.005.0010.0015.001.77
Martin ratio
The chart of Martin ratio for BIBL, currently valued at 15.30, compared to the broader market0.0020.0040.0060.0080.00100.00120.0015.30
AMLP
Sharpe ratio
The chart of Sharpe ratio for AMLP, currently valued at 1.76, compared to the broader market-2.000.002.004.006.001.76
Sortino ratio
The chart of Sortino ratio for AMLP, currently valued at 2.47, compared to the broader market0.005.0010.002.47
Omega ratio
The chart of Omega ratio for AMLP, currently valued at 1.31, compared to the broader market1.001.502.002.503.001.31
Calmar ratio
The chart of Calmar ratio for AMLP, currently valued at 3.29, compared to the broader market0.005.0010.0015.003.29
Martin ratio
The chart of Martin ratio for AMLP, currently valued at 9.30, compared to the broader market0.0020.0040.0060.0080.00100.00120.009.30

BIBL vs. AMLP - Sharpe Ratio Comparison

The current BIBL Sharpe Ratio is 2.55, which is higher than the AMLP Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of BIBL 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 Ratio1.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
2.55
1.76
BIBL
AMLP

Dividends

BIBL vs. AMLP - Dividend Comparison

BIBL's dividend yield for the trailing twelve months is around 0.94%, less than AMLP's 5.73% yield.


TTM20232022202120202019201820172016201520142013
BIBL
Inspire 100 ETF
0.94%1.02%0.98%17.87%1.67%1.30%1.62%0.31%0.00%0.00%0.00%0.00%
AMLP
Alerian MLP ETF
5.73%7.86%7.70%8.55%12.31%9.12%9.30%7.97%8.09%9.84%6.45%6.00%

Drawdowns

BIBL vs. AMLP - Drawdown Comparison

The maximum BIBL drawdown since its inception was -36.12%, smaller than the maximum AMLP drawdown of -77.19%. Use the drawdown chart below to compare losses from any high point for BIBL and AMLP. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-0.41%
BIBL
AMLP

Volatility

BIBL vs. AMLP - Volatility Comparison

Inspire 100 ETF (BIBL) has a higher volatility of 4.97% compared to Alerian MLP ETF (AMLP) at 3.15%. This indicates that BIBL's price experiences larger fluctuations and is considered to be riskier than AMLP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
4.97%
3.15%
BIBL
AMLP