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EMO vs. NXG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EMO vs. NXG - Performance Comparison

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

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EMO vs. NXG - Yearly Performance Comparison


2026 (YTD)2025202420232022
EMO
ClearBridge Energy Midstream Opportunity Fund
20.88%7.38%44.45%31.76%-3.14%
NXG
NXG NextGen Infrastructure Income Fund
12.14%28.75%51.16%4.54%-5.68%

Returns By Period

In the year-to-date period, EMO achieves a 20.88% return, which is significantly higher than NXG's 12.14% 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%

NXG

1D
0.57%
1M
2.43%
YTD
12.14%
6M
20.04%
1Y
35.95%
3Y*
32.68%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EMO vs. NXG - Expense Ratio Comparison

EMO has a 13.90% expense ratio, which is higher than NXG's 1.00% expense ratio.


Return for Risk

EMO vs. NXG — 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

NXG
NXG Risk / Return Rank: 7373
Overall Rank
NXG Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
NXG Sortino Ratio Rank: 7373
Sortino Ratio Rank
NXG Omega Ratio Rank: 7878
Omega Ratio Rank
NXG Calmar Ratio Rank: 7373
Calmar Ratio Rank
NXG Martin Ratio Rank: 6363
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. NXG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ClearBridge Energy Midstream Opportunity Fund (EMO) and NXG NextGen Infrastructure Income Fund (NXG). 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.


EMONXGDifference

Sharpe ratio

Return per unit of total volatility

0.91

1.41

-0.50

Sortino ratio

Return per unit of downside risk

1.28

1.79

-0.51

Omega ratio

Gain probability vs. loss probability

1.20

1.30

-0.10

Calmar ratio

Return relative to maximum drawdown

1.07

1.67

-0.60

Martin ratio

Return relative to average drawdown

3.23

6.02

-2.80

EMO vs. NXG - Sharpe Ratio Comparison

The current EMO Sharpe Ratio is 0.91, which is lower than the NXG Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of EMO and NXG, 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


EMONXGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

1.41

-0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.94

-0.83

Correlation

The correlation between EMO and NXG is 0.45, 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.


Dividends

EMO vs. NXG - Dividend Comparison

EMO's dividend yield for the trailing twelve months is around 8.11%, less than NXG's 11.71% 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%
NXG
NXG NextGen Infrastructure Income Fund
11.71%12.67%14.15%12.00%1.11%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EMO vs. NXG - Drawdown Comparison

The maximum EMO drawdown since its inception was -95.06%, which is greater than NXG's maximum drawdown of -26.14%. Use the drawdown chart below to compare losses from any high point for EMO and NXG.


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Drawdown Indicators


EMONXGDifference

Max Drawdown

Largest peak-to-trough decline

-95.06%

-26.14%

-68.92%

Max Drawdown (1Y)

Largest decline over 1 year

-18.81%

-20.94%

+2.13%

Max Drawdown (5Y)

Largest decline over 5 years

-28.59%

Max Drawdown (10Y)

Largest decline over 10 years

-93.02%

Current Drawdown

Current decline from peak

-2.55%

-2.83%

+0.28%

Average Drawdown

Average peak-to-trough decline

-32.27%

-6.77%

-25.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.22%

5.80%

+0.42%

Volatility

EMO vs. NXG - Volatility Comparison

The current volatility for ClearBridge Energy Midstream Opportunity Fund (EMO) is 4.63%, while NXG NextGen Infrastructure Income Fund (NXG) has a volatility of 7.47%. This indicates that EMO experiences smaller price fluctuations and is considered to be less risky than NXG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMONXGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.63%

7.47%

-2.84%

Volatility (6M)

Calculated over the trailing 6-month period

11.12%

11.97%

-0.85%

Volatility (1Y)

Calculated over the trailing 1-year period

21.39%

25.72%

-4.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.78%

26.91%

-0.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.41%

26.91%

+14.50%