PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CTRA vs. AMND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CTRA and AMND is 0.62, 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.


-0.50.00.51.00.6

Performance

CTRA vs. AMND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Coterra Energy Inc. (CTRA) and ETRACS Alerian Midstream Energy High Dividend Index ETN due July 19, 2050 (AMND). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
69.26%
188.29%
CTRA
AMND

Key characteristics

Sharpe Ratio

CTRA:

-0.13

AMND:

2.85

Sortino Ratio

CTRA:

-0.03

AMND:

3.69

Omega Ratio

CTRA:

1.00

AMND:

1.57

Calmar Ratio

CTRA:

-0.10

AMND:

5.50

Martin Ratio

CTRA:

-0.32

AMND:

26.92

Ulcer Index

CTRA:

9.54%

AMND:

1.63%

Daily Std Dev

CTRA:

23.17%

AMND:

15.38%

Max Drawdown

CTRA:

-74.41%

AMND:

-18.21%

Current Drawdown

CTRA:

-25.69%

AMND:

-4.78%

Returns By Period

In the year-to-date period, CTRA achieves a -4.15% return, which is significantly lower than AMND's 40.42% return.


CTRA

YTD

-4.15%

1M

-11.74%

6M

-9.52%

1Y

-4.97%

5Y*

11.76%

10Y*

0.31%

AMND

YTD

40.42%

1M

-1.28%

6M

24.50%

1Y

40.33%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

CTRA vs. AMND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Coterra Energy Inc. (CTRA) and ETRACS Alerian Midstream Energy High Dividend Index ETN due July 19, 2050 (AMND). 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 CTRA, currently valued at -0.13, compared to the broader market-4.00-2.000.002.00-0.132.70
The chart of Sortino ratio for CTRA, currently valued at -0.03, compared to the broader market-4.00-2.000.002.004.00-0.033.53
The chart of Omega ratio for CTRA, currently valued at 1.00, compared to the broader market0.501.001.502.001.001.56
The chart of Calmar ratio for CTRA, currently valued at -0.10, compared to the broader market0.002.004.006.00-0.105.19
The chart of Martin ratio for CTRA, currently valued at -0.32, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.3223.13
CTRA
AMND

The current CTRA Sharpe Ratio is -0.13, which is lower than the AMND Sharpe Ratio of 2.85. The chart below compares the historical Sharpe Ratios of CTRA and AMND, 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 Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.13
2.70
CTRA
AMND

Dividends

CTRA vs. AMND - Dividend Comparison

CTRA's dividend yield for the trailing twelve months is around 3.55%, less than AMND's 5.14% yield.


TTM20232022202120202019201820172016201520142013
CTRA
Coterra Energy Inc.
3.55%4.58%10.13%5.89%2.46%2.01%1.12%0.59%0.34%0.45%0.27%0.15%
AMND
ETRACS Alerian Midstream Energy High Dividend Index ETN due July 19, 2050
5.14%6.56%6.37%7.10%2.49%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CTRA vs. AMND - Drawdown Comparison

The maximum CTRA drawdown since its inception was -74.41%, which is greater than AMND's maximum drawdown of -18.21%. Use the drawdown chart below to compare losses from any high point for CTRA and AMND. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-25.69%
-4.78%
CTRA
AMND

Volatility

CTRA vs. AMND - Volatility Comparison

The current volatility for Coterra Energy Inc. (CTRA) is 7.08%, while ETRACS Alerian Midstream Energy High Dividend Index ETN due July 19, 2050 (AMND) has a volatility of 10.53%. This indicates that CTRA experiences smaller price fluctuations and is considered to be less risky than AMND 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
7.08%
10.53%
CTRA
AMND
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab