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EMLP vs. AMUB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMLP vs. AMUB - Performance Comparison

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

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Returns By Period

In the year-to-date period, EMLP achieves a 14.62% return, which is significantly lower than AMUB's 16.97% return. Over the past 10 years, EMLP has outperformed AMUB with an annualized return of 10.24%, while AMUB has yielded a comparatively lower 3.05% annualized return.


EMLP

1D
-0.07%
1M
-3.08%
YTD
14.62%
6M
13.20%
1Y
18.77%
3Y*
21.22%
5Y*
15.47%
10Y*
10.24%

AMUB

1D
-0.23%
1M
-2.08%
YTD
16.97%
6M
15.25%
1Y
15.77%
3Y*
15.80%
5Y*
12.34%
10Y*
3.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMLP vs. AMUB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EMLP
First Trust North American Energy Infrastructure Fund
14.62%9.67%33.39%8.05%10.39%23.20%-13.36%23.40%-8.70%1.07%
AMUB
ETRACS Alerian MLP Index ETN Class B
16.97%2.05%15.68%16.89%21.91%28.83%-36.47%-1.78%-19.25%-13.07%

Correlation

The correlation between EMLP and AMUB is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.72

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

0.73

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

0.78

Correlation (10Y)
Calculated over the trailing 10-year period

0.65

Correlation (All Time)
Calculated using the full available price history since Oct 12, 2015

0.61

The correlation between EMLP and AMUB shifts across timeframes, from 0.61 (all time) to 0.78 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

EMLP vs. AMUB — Risk / Return Rank

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

EMLP
EMLP Risk / Return Rank: 6161
Overall Rank
EMLP Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
EMLP Sortino Ratio Rank: 5757
Sortino Ratio Rank
EMLP Omega Ratio Rank: 5151
Omega Ratio Rank
EMLP Calmar Ratio Rank: 7575
Calmar Ratio Rank
EMLP Martin Ratio Rank: 6767
Martin Ratio Rank

AMUB
AMUB Risk / Return Rank: 3131
Overall Rank
AMUB Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
AMUB Sortino Ratio Rank: 3131
Sortino Ratio Rank
AMUB Omega Ratio Rank: 3030
Omega Ratio Rank
AMUB Calmar Ratio Rank: 3131
Calmar Ratio Rank
AMUB Martin Ratio Rank: 3131
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. AMUB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust North American Energy Infrastructure Fund (EMLP) and ETRACS Alerian MLP Index ETN Class B (AMUB). 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.


EMLPAMUBDifference
Sharpe ratioReturn per unit of total volatility

+0.72

Sortino ratioReturn per unit of downside risk

+1.04

Omega ratioGain probability vs. loss probability

1.32

1.20

+0.12

Calmar ratioReturn relative to maximum drawdown

3.82

1.53

+2.28

Martin ratioReturn relative to average drawdown

12.42

4.52

+7.90

EMLP vs. AMUB - Sharpe Ratio Comparison

The current EMLP Sharpe Ratio is 1.89, which is higher than the AMUB Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of EMLP and AMUB, 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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Sharpe Ratios by Period


EMLPAMUBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.89

1.18

+0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.07

0.61

+0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.11

+0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.00

+0.57

Drawdowns

EMLP vs. AMUB - Drawdown Comparison

The maximum EMLP drawdown since its inception was -43.61%, smaller than the maximum AMUB drawdown of -79.46%. Use the drawdown chart below to compare losses from any high point for EMLP and AMUB.


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Drawdown Indicators


EMLPAMUBDifference

Max Drawdown

Largest peak-to-trough decline

-43.61%

-79.46%

+35.85%

Max Drawdown (1Y)

Largest decline over 1 year

-4.94%

-10.37%

+5.43%

Max Drawdown (3Y)

Largest decline over 3 years

-11.47%

-17.22%

+5.75%

Max Drawdown (5Y)

Largest decline over 5 years

-14.59%

-20.58%

+5.99%

Max Drawdown (10Y)

Largest decline over 10 years

-43.61%

-78.86%

+35.25%

Current Drawdown

Current decline from peak

-3.62%

-6.15%

+2.53%

Average Drawdown

Average peak-to-trough decline

-5.76%

-29.23%

+23.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.52%

3.51%

-1.99%

Volatility

EMLP vs. AMUB - Volatility Comparison

The current volatility for First Trust North American Energy Infrastructure Fund (EMLP) is 4.10%, while ETRACS Alerian MLP Index ETN Class B (AMUB) has a volatility of 5.40%. This indicates that EMLP experiences smaller price fluctuations and is considered to be less risky than AMUB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMLPAMUBDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.10%

5.40%

-1.30%

Volatility (6M)

Calculated over the trailing 6-month period

7.87%

9.82%

-1.95%

Volatility (1Y)

Calculated over the trailing 1-year period

9.97%

13.60%

-3.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.53%

20.24%

-5.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.69%

27.09%

-9.40%

EMLP vs. AMUB - Expense Ratio Comparison

EMLP has a 0.96% expense ratio, which is higher than AMUB's 0.80% expense ratio.


Dividends

EMLP vs. AMUB - Dividend Comparison

EMLP's dividend yield for the trailing twelve months is around 2.79%, while AMUB has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
AMUB
ETRACS Alerian MLP Index ETN Class B
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EMLP
First Trust North American Energy Infrastructure Fund
2.79%3.18%3.19%3.92%3.15%3.29%4.70%3.71%4.71%3.80%3.62%4.63%

Frequently Asked Questions


EMLP and AMUB have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AMUB has higher volatility (5.40%) compared to EMLP (4.10%). In terms of maximum drawdown, EMLP dropped -43.61% vs AMUB's -79.46%.

On 10-year performance, EMLP leads with 10.24% vs 3.05% for AMUB. On fees, AMUB is cheaper at 0.80% per year. On volatility, EMLP has been the lower-risk option at 4.10%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, EMLP has performed better with a 10.24% return vs 3.05%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AMUB is cheaper with a 0.80% expense ratio, compared with 0.96% for EMLP.

EMLP has the higher dividend yield at 2.79%, compared with 0.00% for AMUB.

They also come from different issuers: First Trust and UBS. Their fees differ too: 0.96% for EMLP and 0.80% for AMUB.

EMLP currently has the higher Sharpe Ratio (1.89 vs 1.18), 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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