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ENFR vs. IDOG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ENFR vs. IDOG - Performance Comparison

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

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ENFR vs. IDOG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ENFR
Alerian Energy Infrastructure ETF
22.85%5.88%42.17%15.63%17.48%39.97%-24.14%21.60%-18.67%-0.19%
IDOG
ALPS International Sector Dividend Dogs ETF
8.50%39.94%1.35%23.57%-4.50%11.33%-1.78%21.93%-13.47%25.61%

Returns By Period

In the year-to-date period, ENFR achieves a 22.85% return, which is significantly higher than IDOG's 8.50% return. Over the past 10 years, ENFR has outperformed IDOG with an annualized return of 13.64%, while IDOG has yielded a comparatively lower 10.63% annualized return.


ENFR

1D
-1.39%
1M
4.03%
YTD
22.85%
6M
20.70%
1Y
22.29%
3Y*
28.68%
5Y*
23.59%
10Y*
13.64%

IDOG

1D
2.48%
1M
-2.23%
YTD
8.50%
6M
18.68%
1Y
37.17%
3Y*
19.99%
5Y*
13.61%
10Y*
10.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ENFR vs. IDOG - Expense Ratio Comparison

ENFR has a 0.35% expense ratio, which is lower than IDOG's 0.50% expense ratio.


Return for Risk

ENFR vs. IDOG — Risk / Return Rank

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

ENFR
ENFR Risk / Return Rank: 6666
Overall Rank
ENFR Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
ENFR Sortino Ratio Rank: 6767
Sortino Ratio Rank
ENFR Omega Ratio Rank: 7171
Omega Ratio Rank
ENFR Calmar Ratio Rank: 6363
Calmar Ratio Rank
ENFR Martin Ratio Rank: 5454
Martin Ratio Rank

IDOG
IDOG Risk / Return Rank: 9494
Overall Rank
IDOG Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
IDOG Sortino Ratio Rank: 9595
Sortino Ratio Rank
IDOG Omega Ratio Rank: 9393
Omega Ratio Rank
IDOG Calmar Ratio Rank: 9191
Calmar Ratio Rank
IDOG Martin Ratio Rank: 9696
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.

ENFR vs. IDOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alerian Energy Infrastructure ETF (ENFR) and ALPS International Sector Dividend Dogs ETF (IDOG). 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.


ENFRIDOGDifference

Sharpe ratio

Return per unit of total volatility

1.25

2.27

-1.02

Sortino ratio

Return per unit of downside risk

1.63

3.08

-1.45

Omega ratio

Gain probability vs. loss probability

1.25

1.43

-0.18

Calmar ratio

Return relative to maximum drawdown

1.49

3.23

-1.74

Martin ratio

Return relative to average drawdown

4.94

16.27

-11.33

ENFR vs. IDOG - Sharpe Ratio Comparison

The current ENFR Sharpe Ratio is 1.25, which is lower than the IDOG Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of ENFR and IDOG, 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


ENFRIDOGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

2.27

-1.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.24

0.88

+0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.61

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.50

-0.15

Correlation

The correlation between ENFR and IDOG is 0.53, 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

ENFR vs. IDOG - Dividend Comparison

ENFR's dividend yield for the trailing twelve months is around 4.02%, more than IDOG's 3.59% yield.


TTM20252024202320222021202020192018201720162015
ENFR
Alerian Energy Infrastructure ETF
4.02%4.77%4.41%5.48%5.23%7.86%7.57%5.81%3.98%2.98%3.31%3.34%
IDOG
ALPS International Sector Dividend Dogs ETF
3.59%4.26%4.90%4.86%4.46%3.85%3.00%5.41%4.50%3.33%4.01%4.19%

Drawdowns

ENFR vs. IDOG - Drawdown Comparison

The maximum ENFR drawdown since its inception was -68.28%, which is greater than IDOG's maximum drawdown of -37.32%. Use the drawdown chart below to compare losses from any high point for ENFR and IDOG.


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Drawdown Indicators


ENFRIDOGDifference

Max Drawdown

Largest peak-to-trough decline

-68.28%

-37.32%

-30.96%

Max Drawdown (1Y)

Largest decline over 1 year

-14.80%

-11.18%

-3.62%

Max Drawdown (5Y)

Largest decline over 5 years

-20.29%

-25.31%

+5.02%

Max Drawdown (10Y)

Largest decline over 10 years

-62.64%

-37.32%

-25.32%

Current Drawdown

Current decline from peak

-2.18%

-2.23%

+0.05%

Average Drawdown

Average peak-to-trough decline

-16.16%

-8.03%

-8.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.47%

2.22%

+2.25%

Volatility

ENFR vs. IDOG - Volatility Comparison

The current volatility for Alerian Energy Infrastructure ETF (ENFR) is 3.72%, while ALPS International Sector Dividend Dogs ETF (IDOG) has a volatility of 6.29%. This indicates that ENFR experiences smaller price fluctuations and is considered to be less risky than IDOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ENFRIDOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.72%

6.29%

-2.57%

Volatility (6M)

Calculated over the trailing 6-month period

10.21%

9.76%

+0.45%

Volatility (1Y)

Calculated over the trailing 1-year period

17.91%

16.45%

+1.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.18%

15.57%

+3.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.74%

17.48%

+7.26%