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

Correlation

The correlation between ENFR and AMLP is 0.85, 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.


-0.50.00.51.00.9

Performance

ENFR vs. AMLP - Performance Comparison

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

20.00%40.00%60.00%80.00%100.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
106.61%
34.49%
ENFR
AMLP

Key characteristics

Sharpe Ratio

ENFR:

3.03

AMLP:

1.59

Sortino Ratio

ENFR:

4.00

AMLP:

2.23

Omega Ratio

ENFR:

1.53

AMLP:

1.27

Calmar Ratio

ENFR:

4.18

AMLP:

2.61

Martin Ratio

ENFR:

21.46

AMLP:

8.83

Ulcer Index

ENFR:

1.93%

AMLP:

2.47%

Daily Std Dev

ENFR:

13.67%

AMLP:

13.72%

Max Drawdown

ENFR:

-68.28%

AMLP:

-77.19%

Current Drawdown

ENFR:

-7.58%

AMLP:

-7.35%

Returns By Period

In the year-to-date period, ENFR achieves a 39.66% return, which is significantly higher than AMLP's 21.21% return. Over the past 10 years, ENFR has outperformed AMLP with an annualized return of 6.03%, while AMLP has yielded a comparatively lower 2.39% annualized return.


ENFR

YTD

39.66%

1M

-4.85%

6M

21.15%

1Y

40.26%

5Y*

15.23%

10Y*

6.03%

AMLP

YTD

21.21%

1M

-1.94%

6M

5.92%

1Y

20.95%

5Y*

11.46%

10Y*

2.39%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ENFR vs. AMLP - Expense Ratio Comparison

ENFR has a 0.35% expense ratio, which is lower than AMLP's 0.90% expense ratio.


AMLP
Alerian MLP ETF
Expense ratio chart for AMLP: current value at 0.90% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.90%
Expense ratio chart for ENFR: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Risk-Adjusted Performance

ENFR vs. AMLP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Alerian Energy Infrastructure ETF (ENFR) 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.


Sharpe ratio
The chart of Sharpe ratio for ENFR, currently valued at 3.03, compared to the broader market0.002.004.003.031.59
The chart of Sortino ratio for ENFR, currently valued at 4.00, compared to the broader market-2.000.002.004.006.008.0010.004.002.23
The chart of Omega ratio for ENFR, currently valued at 1.53, compared to the broader market0.501.001.502.002.503.001.531.27
The chart of Calmar ratio for ENFR, currently valued at 4.18, compared to the broader market0.005.0010.0015.004.182.61
The chart of Martin ratio for ENFR, currently valued at 21.46, compared to the broader market0.0020.0040.0060.0080.00100.0021.468.83
ENFR
AMLP

The current ENFR Sharpe Ratio is 3.03, which is higher than the AMLP Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of ENFR 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.


Rolling 12-month Sharpe Ratio1.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
3.03
1.59
ENFR
AMLP

Dividends

ENFR vs. AMLP - Dividend Comparison

ENFR's dividend yield for the trailing twelve months is around 4.48%, less than AMLP's 7.80% yield.


TTM20232022202120202019201820172016201520142013
ENFR
Alerian Energy Infrastructure ETF
4.48%5.48%5.22%7.86%7.58%5.82%3.98%2.98%3.31%3.34%2.15%0.26%
AMLP
Alerian MLP ETF
7.80%7.86%7.70%8.55%12.31%9.12%9.30%7.97%8.09%9.84%6.45%6.00%

Drawdowns

ENFR vs. AMLP - Drawdown Comparison

The maximum ENFR drawdown since its inception was -68.28%, smaller than the maximum AMLP drawdown of -77.19%. Use the drawdown chart below to compare losses from any high point for ENFR and AMLP. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.58%
-7.35%
ENFR
AMLP

Volatility

ENFR vs. AMLP - Volatility Comparison

Alerian Energy Infrastructure ETF (ENFR) has a higher volatility of 6.63% compared to Alerian MLP ETF (AMLP) at 5.45%. This indicates that ENFR's price experiences larger fluctuations and is considered to be riskier than AMLP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
6.63%
5.45%
ENFR
AMLP
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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