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FTAL.L vs. AMLP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


FTAL.LAMLP
YTD Return9.48%18.33%
1Y Return12.23%21.73%
3Y Return (Ann)7.46%22.98%
5Y Return (Ann)5.59%9.42%
10Y Return (Ann)5.73%1.35%
Sharpe Ratio1.101.58
Daily Std Dev10.14%14.33%
Max Drawdown-35.26%-77.19%
Current Drawdown-1.10%-1.65%

Correlation

-0.50.00.51.00.4

The correlation between FTAL.L and AMLP is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

FTAL.L vs. AMLP - Performance Comparison

In the year-to-date period, FTAL.L achieves a 9.48% return, which is significantly lower than AMLP's 18.33% return. Over the past 10 years, FTAL.L has outperformed AMLP with an annualized return of 5.73%, while AMLP has yielded a comparatively lower 1.35% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
13.11%
4.22%
FTAL.L
AMLP

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


FTAL.L vs. AMLP - Expense Ratio Comparison

FTAL.L has a 0.20% 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 FTAL.L: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

FTAL.L vs. AMLP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR FTSE UK All Share UCITS ETF (FTAL.L) 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.


FTAL.L
Sharpe ratio
The chart of Sharpe ratio for FTAL.L, currently valued at 1.71, compared to the broader market0.002.004.001.71
Sortino ratio
The chart of Sortino ratio for FTAL.L, currently valued at 2.55, compared to the broader market-2.000.002.004.006.008.0010.0012.002.55
Omega ratio
The chart of Omega ratio for FTAL.L, currently valued at 1.31, compared to the broader market0.501.001.502.002.503.001.31
Calmar ratio
The chart of Calmar ratio for FTAL.L, currently valued at 1.69, compared to the broader market0.005.0010.0015.001.69
Martin ratio
The chart of Martin ratio for FTAL.L, currently valued at 10.33, compared to the broader market0.0020.0040.0060.0080.00100.00120.0010.33
AMLP
Sharpe ratio
The chart of Sharpe ratio for AMLP, currently valued at 1.62, compared to the broader market0.002.004.001.62
Sortino ratio
The chart of Sortino ratio for AMLP, currently valued at 2.31, compared to the broader market-2.000.002.004.006.008.0010.0012.002.31
Omega ratio
The chart of Omega ratio for AMLP, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.001.29
Calmar ratio
The chart of Calmar ratio for AMLP, currently valued at 2.25, compared to the broader market0.005.0010.0015.002.25
Martin ratio
The chart of Martin ratio for AMLP, currently valued at 8.90, compared to the broader market0.0020.0040.0060.0080.00100.00120.008.90

FTAL.L vs. AMLP - Sharpe Ratio Comparison

The current FTAL.L Sharpe Ratio is 1.10, which is lower than the AMLP Sharpe Ratio of 1.58. The chart below compares the 12-month rolling Sharpe Ratio of FTAL.L and AMLP.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50AprilMayJuneJulyAugustSeptember
1.71
1.62
FTAL.L
AMLP

Dividends

FTAL.L vs. AMLP - Dividend Comparison

FTAL.L has not paid dividends to shareholders, while AMLP's dividend yield for the trailing twelve months is around 7.69%.


TTM20232022202120202019201820172016201520142013
FTAL.L
SPDR FTSE UK All Share UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AMLP
Alerian MLP ETF
7.69%7.86%7.70%8.55%12.31%9.12%9.29%7.97%8.09%9.84%6.45%6.00%

Drawdowns

FTAL.L vs. AMLP - Drawdown Comparison

The maximum FTAL.L drawdown since its inception was -35.26%, smaller than the maximum AMLP drawdown of -77.19%. Use the drawdown chart below to compare losses from any high point for FTAL.L and AMLP. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-1.40%
-1.65%
FTAL.L
AMLP

Volatility

FTAL.L vs. AMLP - Volatility Comparison

SPDR FTSE UK All Share UCITS ETF (FTAL.L) and Alerian MLP ETF (AMLP) have volatilities of 3.69% and 3.80%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%AprilMayJuneJulyAugustSeptember
3.69%
3.80%
FTAL.L
AMLP