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EMO vs. AMZA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EMO vs. AMZA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ClearBridge Energy Midstream Opportunity Fund (EMO) and InfraCap MLP ETF (AMZA). The values are adjusted to include any dividend payments, if applicable.

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EMO vs. AMZA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EMO
ClearBridge Energy Midstream Opportunity Fund
20.88%7.38%44.45%31.76%40.13%74.70%-64.47%19.60%-25.73%0.07%
AMZA
InfraCap MLP ETF
19.38%0.17%30.90%23.35%33.20%51.22%-49.25%6.27%-26.78%-6.90%

Returns By Period

In the year-to-date period, EMO achieves a 20.88% return, which is significantly higher than AMZA's 19.38% return. Over the past 10 years, EMO has outperformed AMZA with an annualized return of 9.52%, while AMZA has yielded a comparatively lower 7.88% annualized return.


EMO

1D
-0.92%
1M
2.78%
YTD
20.88%
6M
23.15%
1Y
19.30%
3Y*
34.99%
5Y*
33.19%
10Y*
9.52%

AMZA

1D
-1.45%
1M
2.49%
YTD
19.38%
6M
20.02%
1Y
5.74%
3Y*
22.86%
5Y*
23.82%
10Y*
7.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EMO vs. AMZA - Expense Ratio Comparison

EMO has a 13.90% expense ratio, which is higher than AMZA's 2.01% expense ratio.


Return for Risk

EMO vs. AMZA — Risk / Return Rank

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

EMO
EMO Risk / Return Rank: 4242
Overall Rank
EMO Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
EMO Sortino Ratio Rank: 4343
Sortino Ratio Rank
EMO Omega Ratio Rank: 4848
Omega Ratio Rank
EMO Calmar Ratio Rank: 4242
Calmar Ratio Rank
EMO Martin Ratio Rank: 3030
Martin Ratio Rank

AMZA
AMZA Risk / Return Rank: 1919
Overall Rank
AMZA Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
AMZA Sortino Ratio Rank: 1919
Sortino Ratio Rank
AMZA Omega Ratio Rank: 1919
Omega Ratio Rank
AMZA Calmar Ratio Rank: 1919
Calmar Ratio Rank
AMZA Martin Ratio Rank: 1616
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.

EMO vs. AMZA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ClearBridge Energy Midstream Opportunity Fund (EMO) and InfraCap MLP ETF (AMZA). 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.


EMOAMZADifference

Sharpe ratio

Return per unit of total volatility

0.91

0.25

+0.66

Sortino ratio

Return per unit of downside risk

1.28

0.47

+0.81

Omega ratio

Gain probability vs. loss probability

1.20

1.07

+0.13

Calmar ratio

Return relative to maximum drawdown

1.07

0.30

+0.76

Martin ratio

Return relative to average drawdown

3.23

0.55

+2.68

EMO vs. AMZA - Sharpe Ratio Comparison

The current EMO Sharpe Ratio is 0.91, which is higher than the AMZA Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of EMO and AMZA, 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


EMOAMZADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

0.25

+0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.25

0.92

+0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

0.21

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

-0.03

+0.14

Correlation

The correlation between EMO and AMZA is 0.81, 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

EMO vs. AMZA - Dividend Comparison

EMO's dividend yield for the trailing twelve months is around 8.11%, more than AMZA's 7.88% yield.


TTM20252024202320222021202020192018201720162015
EMO
ClearBridge Energy Midstream Opportunity Fund
8.11%9.41%7.16%6.79%6.71%6.71%15.82%10.94%16.39%10.85%9.76%11.88%
AMZA
InfraCap MLP ETF
7.88%8.81%7.29%9.40%7.65%10.24%22.13%19.47%34.46%24.16%18.36%18.21%

Drawdowns

EMO vs. AMZA - Drawdown Comparison

The maximum EMO drawdown since its inception was -95.06%, roughly equal to the maximum AMZA drawdown of -91.46%. Use the drawdown chart below to compare losses from any high point for EMO and AMZA.


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Drawdown Indicators


EMOAMZADifference

Max Drawdown

Largest peak-to-trough decline

-95.06%

-91.46%

-3.60%

Max Drawdown (1Y)

Largest decline over 1 year

-18.81%

-17.90%

-0.91%

Max Drawdown (5Y)

Largest decline over 5 years

-28.59%

-25.15%

-3.44%

Max Drawdown (10Y)

Largest decline over 10 years

-93.02%

-86.84%

-6.18%

Current Drawdown

Current decline from peak

-2.55%

-12.28%

+9.73%

Average Drawdown

Average peak-to-trough decline

-32.27%

-45.54%

+13.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.22%

9.91%

-3.69%

Volatility

EMO vs. AMZA - Volatility Comparison

The current volatility for ClearBridge Energy Midstream Opportunity Fund (EMO) is 4.63%, while InfraCap MLP ETF (AMZA) has a volatility of 5.70%. This indicates that EMO experiences smaller price fluctuations and is considered to be less risky than AMZA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMOAMZADifference

Volatility (1M)

Calculated over the trailing 1-month period

4.63%

5.70%

-1.07%

Volatility (6M)

Calculated over the trailing 6-month period

11.12%

12.41%

-1.29%

Volatility (1Y)

Calculated over the trailing 1-year period

21.39%

23.23%

-1.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.78%

25.96%

+0.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.41%

37.45%

+3.96%