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ECLN vs. ENFR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ECLN and ENFR is 0.54, 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

ECLN vs. ENFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust EIP Carbon Impact ETF (ECLN) and Alerian Energy Infrastructure ETF (ENFR). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

ECLN:

1.50

ENFR:

1.44

Sortino Ratio

ECLN:

2.13

ENFR:

1.91

Omega Ratio

ECLN:

1.31

ENFR:

1.29

Calmar Ratio

ECLN:

2.76

ENFR:

1.92

Martin Ratio

ECLN:

8.15

ENFR:

6.80

Ulcer Index

ECLN:

2.87%

ENFR:

4.40%

Daily Std Dev

ECLN:

14.53%

ENFR:

19.83%

Max Drawdown

ECLN:

-32.28%

ENFR:

-68.28%

Current Drawdown

ECLN:

-0.91%

ENFR:

-4.94%

Returns By Period

In the year-to-date period, ECLN achieves a 7.47% return, which is significantly higher than ENFR's 4.12% return.


ECLN

YTD

7.47%

1M

2.27%

6M

5.30%

1Y

21.57%

5Y*

13.05%

10Y*

N/A

ENFR

YTD

4.12%

1M

4.84%

6M

4.22%

1Y

28.27%

5Y*

26.59%

10Y*

6.68%

*Annualized

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ECLN vs. ENFR - Expense Ratio Comparison

ECLN has a 0.97% expense ratio, which is higher than ENFR's 0.35% expense ratio.


Risk-Adjusted Performance

ECLN vs. ENFR — Risk-Adjusted Performance Rank

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

ECLN
The Risk-Adjusted Performance Rank of ECLN is 9292
Overall Rank
The Sharpe Ratio Rank of ECLN is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of ECLN is 9191
Sortino Ratio Rank
The Omega Ratio Rank of ECLN is 9191
Omega Ratio Rank
The Calmar Ratio Rank of ECLN is 9595
Calmar Ratio Rank
The Martin Ratio Rank of ECLN is 9191
Martin Ratio Rank

ENFR
The Risk-Adjusted Performance Rank of ENFR is 9090
Overall Rank
The Sharpe Ratio Rank of ENFR is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of ENFR is 8989
Sortino Ratio Rank
The Omega Ratio Rank of ENFR is 9090
Omega Ratio Rank
The Calmar Ratio Rank of ENFR is 9393
Calmar Ratio Rank
The Martin Ratio Rank of ENFR is 8989
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.

ECLN vs. ENFR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust EIP Carbon Impact ETF (ECLN) and Alerian Energy Infrastructure ETF (ENFR). 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 current ECLN Sharpe Ratio is 1.50, which is comparable to the ENFR Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of ECLN and ENFR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

ECLN vs. ENFR - Dividend Comparison

ECLN's dividend yield for the trailing twelve months is around 2.53%, less than ENFR's 4.48% yield.


TTM20242023202220212020201920182017201620152014
ECLN
First Trust EIP Carbon Impact ETF
2.53%2.52%2.54%1.84%1.66%1.68%0.71%0.00%0.00%0.00%0.00%0.00%
ENFR
Alerian Energy Infrastructure ETF
4.48%4.41%5.48%5.23%7.86%7.57%5.81%3.98%2.98%3.31%3.34%2.15%

Drawdowns

ECLN vs. ENFR - Drawdown Comparison

The maximum ECLN drawdown since its inception was -32.28%, smaller than the maximum ENFR drawdown of -68.28%. Use the drawdown chart below to compare losses from any high point for ECLN and ENFR. For additional features, visit the drawdowns tool.


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Volatility

ECLN vs. ENFR - Volatility Comparison

The current volatility for First Trust EIP Carbon Impact ETF (ECLN) is 4.54%, while Alerian Energy Infrastructure ETF (ENFR) has a volatility of 5.78%. This indicates that ECLN experiences smaller price fluctuations and is considered to be less risky than ENFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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