COAL vs. AMOM

Last updated Jun 24, 2026

COAL (Range Global Coal Index ETF) and AMOM (QRAFT AI-Enhanced U.S. Large Cap Momentum ETF) are both exchange-traded funds - COAL is a Energy Equities fund tracking the VettaFi Global Coal Index, while AMOM is a Momentum fund actively managed by Exchange Traded Concepts. COAL is passively managed, while AMOM is actively managed. Over the past year, COAL returned 42.11% vs 40.35% for AMOM. At a 0.27 correlation, their price movements are largely independent. COAL charges 0.85%/yr vs 0.75%/yr for AMOM.

Performance

COAL vs. AMOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Range Global Coal Index ETF (COAL) and QRAFT AI-Enhanced U.S. Large Cap Momentum ETF (AMOM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, COAL achieves a 3.46% return, which is significantly lower than AMOM's 26.78% return.

COAL

• 1D: -2.16%
• 1M: -4.10%
• YTD: 3.46%
• 6M: 2.56%
• 1Y: 42.11%
• 3Y*: —
• 5Y*: —
• 10Y*: —

AMOM

• 1D: -4.33%
• 1M: 5.97%
• YTD: 26.78%
• 6M: 24.27%
• 1Y: 40.35%
• 3Y*: 26.54%
• 5Y*: 11.70%
• 10Y*: —

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

COAL vs. AMOM - Yearly Performance Comparison

	2026 (YTD)	2025	2024
COAL Range Global Coal Index ETF	3.46%	12.65%	-17.23%
AMOM QRAFT AI-Enhanced U.S. Large Cap Momentum ETF	26.78%	7.69%	28.33%

Correlation

The correlation between COAL and AMOM is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.19
Correlation (All Time) Calculated using the full available price history since Jan 24, 2024	0.27

COAL vs. AMOM - Sectors Allocation Comparison

Sectors	COAL	AMOM
Energy	48.2%	11.8%
Basic Materials	45.0%	4.6%
Industrials	6.9%	21.9%
Communication Services	-	7.4%
Consumer Cyclical	-	3.0%
Consumer Defensive	-	5.0%
Financial Services	-	6.2%
Healthcare	-	7.7%
Real Estate	-	1.9%
Technology	-	50.2%
Utilities	-	1.1%

Return for Risk

COAL vs. AMOM — Risk / Return Rank

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

COAL

COAL Risk / Return Rank: 45
COAL Sharpe Ratio Rank: 43
COAL Sortino Ratio Rank: 45
COAL Omega Ratio Rank: 40
COAL Calmar Ratio Rank: 55
COAL Martin Ratio Rank: 41

AMOM

AMOM Risk / Return Rank: 55
AMOM Sharpe Ratio Rank: 52
AMOM Sortino Ratio Rank: 47
AMOM Omega Ratio Rank: 49
AMOM Calmar Ratio Rank: 65
AMOM Martin Ratio Rank: 62

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.

COAL vs. AMOM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Range Global Coal Index ETF (COAL) and QRAFT AI-Enhanced U.S. Large Cap Momentum ETF (AMOM). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	COAL	AMOM	Difference
Sharpe ratio: Return per unit of total volatility	1.40	1.67	-0.27
Sortino ratio: Return per unit of downside risk	2.07	2.21	-0.14
Omega ratio: Gain probability vs. loss probability	1.24	1.30	-0.06
Calmar ratio: Return relative to maximum drawdown	2.50	3.09	-0.59
Martin ratio: Return relative to average drawdown	6.11	10.70	-4.60

COAL vs. AMOM - Sharpe Ratio Comparison

The current COAL Sharpe Ratio is 1.40, which is comparable to the AMOM Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of COAL and AMOM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

COAL vs. AMOM - Drawdown Comparison

The maximum COAL drawdown since its inception was -42.29%, which is greater than AMOM's maximum drawdown of -39.68%. Use the drawdown chart below to compare losses from any high point for COAL and AMOM.

Drawdown Indicators

	COAL	AMOM	Difference
Max Drawdown Largest peak-to-trough decline	-42.29%	-39.68%	-2.61%
Max Drawdown (1Y) Largest decline over 1 year	-16.90%	-13.10%	-3.80%
Max Drawdown (3Y) Largest decline over 3 years	—	-30.26%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-39.68%	—
Current Drawdown Current decline from peak	-16.90%	-4.33%	-12.57%
Average Drawdown Average peak-to-trough decline	-14.18%	-10.75%	-3.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.92%	3.78%	+3.14%

Volatility

COAL vs. AMOM - Volatility Comparison

Range Global Coal Index ETF (COAL) and QRAFT AI-Enhanced U.S. Large Cap Momentum ETF (AMOM) have volatilities of 12.57% and 12.24%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	COAL	AMOM	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.57%	12.24%	+0.33%
Volatility (6M) Calculated over the trailing 6-month period	21.94%	19.66%	+2.28%
Volatility (1Y) Calculated over the trailing 1-year period	30.30%	24.29%	+6.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.78%	24.26%	+3.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.78%	25.22%	+2.56%

COAL vs. AMOM - Expense Ratio Comparison

COAL has a 0.85% expense ratio, which is higher than AMOM's 0.75% expense ratio.

Dividends

COAL vs. AMOM - Dividend Comparison

COAL's dividend yield for the trailing twelve months is around 2.54%, more than AMOM's 0.07% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
AMOM QRAFT AI-Enhanced U.S. Large Cap Momentum ETF	0.07%	0.09%	0.00%	0.47%	0.72%	0.74%	24.31%	5.51%
COAL Range Global Coal Index ETF	2.54%	2.63%	1.80%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both COAL and AMOM in my portfolio?

COAL and AMOM have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, COAL or AMOM?

COAL has higher volatility (12.57%) compared to AMOM (12.24%). In terms of maximum drawdown, COAL dropped -42.29% vs AMOM's -39.68%.

Which ETF is better, COAL or AMOM?

On 1-year performance, COAL leads with 42.11% vs 40.35% for AMOM. On fees, AMOM is cheaper at 0.75% per year. On volatility, AMOM has been the lower-risk option at 12.24%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, COAL or AMOM?

Over the 1-year period, COAL has performed better with a 42.11% return vs 40.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, COAL or AMOM?

AMOM is cheaper with a 0.75% expense ratio, compared with 0.85% for COAL.

Which ETF pays a higher dividend yield, COAL or AMOM?

COAL has the higher dividend yield at 2.54%, compared with 0.07% for AMOM.

What is the main difference between COAL and AMOM?

COAL is categorized as Energy Equities, while AMOM is Momentum. Their fees differ too: 0.85% for COAL and 0.75% for AMOM.

Which has better risk-adjusted returns?

AMOM currently has the higher Sharpe Ratio (1.67 vs 1.40), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.