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EMLP vs. AMLP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EMLP vs. AMLP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust North American Energy Infrastructure Fund (EMLP) and Alerian MLP ETF (AMLP). The values are adjusted to include any dividend payments, if applicable.

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EMLP vs. AMLP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EMLP
First Trust North American Energy Infrastructure Fund
16.08%9.67%33.39%8.05%10.39%23.20%-13.36%23.40%-8.70%1.07%
AMLP
Alerian MLP ETF
14.20%5.78%22.76%21.40%25.47%39.09%-32.26%5.99%-12.67%-7.89%

Returns By Period

In the year-to-date period, EMLP achieves a 16.08% return, which is significantly higher than AMLP's 14.20% return. Over the past 10 years, EMLP has outperformed AMLP with an annualized return of 11.51%, while AMLP has yielded a comparatively lower 8.63% annualized return.


EMLP

1D
-0.59%
1M
0.43%
YTD
16.08%
6M
15.69%
1Y
20.09%
3Y*
22.08%
5Y*
17.72%
10Y*
11.51%

AMLP

1D
-1.16%
1M
1.15%
YTD
14.20%
6M
16.89%
1Y
9.93%
3Y*
20.27%
5Y*
20.38%
10Y*
8.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EMLP vs. AMLP - Expense Ratio Comparison

EMLP has a 0.96% expense ratio, which is higher than AMLP's 0.90% expense ratio.


Return for Risk

EMLP vs. AMLP — Risk / Return Rank

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

EMLP
EMLP Risk / Return Rank: 7878
Overall Rank
EMLP Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
EMLP Sortino Ratio Rank: 7777
Sortino Ratio Rank
EMLP Omega Ratio Rank: 8181
Omega Ratio Rank
EMLP Calmar Ratio Rank: 7373
Calmar Ratio Rank
EMLP Martin Ratio Rank: 8181
Martin Ratio Rank

AMLP
AMLP Risk / Return Rank: 3232
Overall Rank
AMLP Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
AMLP Sortino Ratio Rank: 3333
Sortino Ratio Rank
AMLP Omega Ratio Rank: 3535
Omega Ratio Rank
AMLP Calmar Ratio Rank: 3030
Calmar Ratio Rank
AMLP Martin Ratio Rank: 2525
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.

EMLP vs. AMLP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust North American Energy Infrastructure Fund (EMLP) 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.


EMLPAMLPDifference

Sharpe ratio

Return per unit of total volatility

1.51

0.62

+0.89

Sortino ratio

Return per unit of downside risk

1.94

0.89

+1.04

Omega ratio

Gain probability vs. loss probability

1.30

1.13

+0.17

Calmar ratio

Return relative to maximum drawdown

1.83

0.68

+1.15

Martin ratio

Return relative to average drawdown

8.54

1.72

+6.81

EMLP vs. AMLP - Sharpe Ratio Comparison

The current EMLP Sharpe Ratio is 1.51, which is higher than the AMLP Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of EMLP 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.


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Sharpe Ratios by Period


EMLPAMLPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

0.62

+0.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.23

1.02

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.31

+0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.22

+0.36

Correlation

The correlation between EMLP and AMLP is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

EMLP vs. AMLP - Dividend Comparison

EMLP's dividend yield for the trailing twelve months is around 2.75%, less than AMLP's 7.54% yield.


TTM20252024202320222021202020192018201720162015
EMLP
First Trust North American Energy Infrastructure Fund
2.75%3.18%3.19%3.92%3.15%3.29%4.70%3.71%4.71%3.80%3.62%4.63%
AMLP
Alerian MLP ETF
7.54%8.36%7.70%7.86%7.70%8.55%12.31%9.12%9.29%7.97%8.09%9.84%

Drawdowns

EMLP vs. AMLP - Drawdown Comparison

The maximum EMLP drawdown since its inception was -43.61%, smaller than the maximum AMLP drawdown of -77.19%. Use the drawdown chart below to compare losses from any high point for EMLP and AMLP.


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Drawdown Indicators


EMLPAMLPDifference

Max Drawdown

Largest peak-to-trough decline

-43.61%

-77.19%

+33.58%

Max Drawdown (1Y)

Largest decline over 1 year

-11.27%

-14.27%

+3.00%

Max Drawdown (5Y)

Largest decline over 5 years

-14.59%

-20.92%

+6.33%

Max Drawdown (10Y)

Largest decline over 10 years

-43.61%

-72.62%

+29.01%

Current Drawdown

Current decline from peak

-0.59%

-2.17%

+1.58%

Average Drawdown

Average peak-to-trough decline

-5.81%

-17.57%

+11.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.41%

5.60%

-3.19%

Volatility

EMLP vs. AMLP - Volatility Comparison

First Trust North American Energy Infrastructure Fund (EMLP) and Alerian MLP ETF (AMLP) have volatilities of 2.80% and 2.92%, 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.


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Volatility by Period


EMLPAMLPDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.80%

2.92%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

6.79%

7.86%

-1.07%

Volatility (1Y)

Calculated over the trailing 1-year period

13.41%

16.08%

-2.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.46%

20.18%

-5.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.72%

27.84%

-10.12%