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DLY vs. AM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DLY vs. AM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DoubleLine Yield Opportunities Fund (DLY) and Antero Midstream Corporation (AM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DLY achieves a -0.52% return, which is significantly lower than AM's 24.57% return.


DLY

1D
0.14%
1M
-1.28%
YTD
-0.52%
6M
-0.27%
1Y
-2.75%
3Y*
8.64%
5Y*
1.84%
10Y*

AM

1D
1.45%
1M
0.51%
YTD
24.57%
6M
23.32%
1Y
24.58%
3Y*
33.49%
5Y*
23.97%
10Y*
7.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DLY vs. AM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
DLY
DoubleLine Yield Opportunities Fund
-0.52%0.63%16.29%25.48%-23.08%8.56%-1.90%
AM
Antero Midstream Corporation
24.57%24.37%28.46%25.73%21.98%39.55%107.72%

Correlation

The correlation between DLY and AM is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.02

Correlation (3Y)
Calculated over the trailing 3-year period

0.15

Correlation (5Y)
Calculated over the trailing 5-year period

0.24

Correlation (All Time)
Calculated using the full available price history since Feb 26, 2020

0.21

The correlation between DLY and AM shifts across timeframes, from -0.02 (1 year) to 0.24 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

DLY vs. AM — Risk / Return Rank

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

DLY
DLY Risk / Return Rank: 22
Overall Rank
DLY Sharpe Ratio Rank: 22
Sharpe Ratio Rank
DLY Sortino Ratio Rank: 22
Sortino Ratio Rank
DLY Omega Ratio Rank: 22
Omega Ratio Rank
DLY Calmar Ratio Rank: 22
Calmar Ratio Rank
DLY Martin Ratio Rank: 22
Martin Ratio Rank

AM
AM Risk / Return Rank: 7474
Overall Rank
AM Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
AM Sortino Ratio Rank: 7373
Sortino Ratio Rank
AM Omega Ratio Rank: 7070
Omega Ratio Rank
AM Calmar Ratio Rank: 7676
Calmar Ratio Rank
AM Martin Ratio Rank: 7373
Martin Ratio Rank
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.

DLY vs. AM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DoubleLine Yield Opportunities Fund (DLY) and Antero Midstream Corporation (AM). 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.


DLYAMDifference
Sharpe ratioReturn per unit of total volatility

-1.53

Sortino ratioReturn per unit of downside risk

-2.21

Omega ratioGain probability vs. loss probability

0.95

1.21

-0.27

Calmar ratioReturn relative to maximum drawdown

-0.32

1.95

-2.26

Martin ratioReturn relative to average drawdown

-0.79

4.00

-4.78

DLY vs. AM - Sharpe Ratio Comparison

The current DLY Sharpe Ratio is -0.34, which is lower than the AM Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of DLY and AM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DLY vs. AM - Drawdown Comparison

The maximum DLY drawdown since its inception was -28.61%, smaller than the maximum AM drawdown of -93.01%. Use the drawdown chart below to compare losses from any high point for DLY and AM.


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Drawdown Indicators


DLYAMDifference

Max Drawdown

Largest peak-to-trough decline

-28.61%

-93.01%

+64.40%

Max Drawdown (1Y)

Largest decline over 1 year

-8.74%

-12.67%

+3.93%

Max Drawdown (3Y)

Largest decline over 3 years

-10.81%

-13.98%

+3.17%

Max Drawdown (5Y)

Largest decline over 5 years

-28.61%

-21.91%

-6.70%

Max Drawdown (10Y)

Largest decline over 10 years

-93.01%

Current Drawdown

Current decline from peak

-4.62%

-7.22%

+2.60%

Average Drawdown

Average peak-to-trough decline

-7.81%

-31.88%

+24.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.50%

6.16%

-2.66%

Volatility

DLY vs. AM - Volatility Comparison

The current volatility for DoubleLine Yield Opportunities Fund (DLY) is 1.97%, while Antero Midstream Corporation (AM) has a volatility of 5.60%. This indicates that DLY experiences smaller price fluctuations and is considered to be less risky than AM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DLYAMDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.97%

5.60%

-3.63%

Volatility (6M)

Calculated over the trailing 6-month period

6.84%

14.22%

-7.38%

Volatility (1Y)

Calculated over the trailing 1-year period

8.09%

20.77%

-12.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.57%

26.53%

-12.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.02%

41.97%

-26.95%

Dividends

DLY vs. AM - Dividend Comparison

DLY's dividend yield for the trailing twelve months is around 10.08%, more than AM's 4.15% yield.


PositionTTM20252024202320222021202020192018201720162015
AM
Antero Midstream Corporation
4.15%5.06%5.96%7.18%8.34%10.15%15.95%18.28%7.53%4.27%3.14%2.93%
DLY
DoubleLine Yield Opportunities Fund
10.08%9.63%8.85%9.84%10.67%7.49%5.67%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DLY and AM have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AM has higher volatility (5.60%) compared to DLY (1.97%). In terms of maximum drawdown, DLY dropped -28.61% vs AM's -93.01%.

AM currently has the higher Sharpe Ratio (1.19 vs -0.34), 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.

Portfolio Optimizer

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