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

Correlation

The correlation between KYN and AMLP is 0.76, 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.


-0.50.00.51.00.8

Performance

KYN vs. AMLP - Performance Comparison

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

0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
26.10%
14.45%
KYN
AMLP

Key characteristics

Sharpe Ratio

KYN:

3.10

AMLP:

1.64

Sortino Ratio

KYN:

4.05

AMLP:

2.28

Omega Ratio

KYN:

1.51

AMLP:

1.28

Calmar Ratio

KYN:

1.32

AMLP:

2.82

Martin Ratio

KYN:

19.06

AMLP:

8.53

Ulcer Index

KYN:

2.96%

AMLP:

2.76%

Daily Std Dev

KYN:

18.23%

AMLP:

14.38%

Max Drawdown

KYN:

-91.43%

AMLP:

-77.19%

Current Drawdown

KYN:

-11.29%

AMLP:

-1.30%

Returns By Period

In the year-to-date period, KYN achieves a 2.20% return, which is significantly lower than AMLP's 9.41% return. Over the past 10 years, KYN has underperformed AMLP with an annualized return of -0.16%, while AMLP has yielded a comparatively higher 3.57% annualized return.


KYN

YTD

2.20%

1M

-4.72%

6M

26.10%

1Y

53.07%

5Y*

10.34%

10Y*

-0.16%

AMLP

YTD

9.41%

1M

1.43%

6M

14.45%

1Y

21.64%

5Y*

15.94%

10Y*

3.57%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

KYN vs. AMLP — Risk-Adjusted Performance Rank

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

KYN
The Risk-Adjusted Performance Rank of KYN is 9494
Overall Rank
The Sharpe Ratio Rank of KYN is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of KYN is 9696
Sortino Ratio Rank
The Omega Ratio Rank of KYN is 9595
Omega Ratio Rank
The Calmar Ratio Rank of KYN is 8484
Calmar Ratio Rank
The Martin Ratio Rank of KYN is 9797
Martin Ratio Rank

AMLP
The Risk-Adjusted Performance Rank of AMLP is 7272
Overall Rank
The Sharpe Ratio Rank of AMLP is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of AMLP is 7070
Sortino Ratio Rank
The Omega Ratio Rank of AMLP is 6666
Omega Ratio Rank
The Calmar Ratio Rank of AMLP is 8181
Calmar Ratio Rank
The Martin Ratio Rank of AMLP is 7171
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

KYN vs. AMLP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Kayne Anderson Energy Infrastructure Fund, Inc. (KYN) 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 KYN, currently valued at 3.10, compared to the broader market-2.000.002.003.101.64
The chart of Sortino ratio for KYN, currently valued at 4.05, compared to the broader market-4.00-2.000.002.004.006.004.052.28
The chart of Omega ratio for KYN, currently valued at 1.51, compared to the broader market0.501.001.502.001.511.28
The chart of Calmar ratio for KYN, currently valued at 1.32, compared to the broader market0.002.004.006.001.322.82
The chart of Martin ratio for KYN, currently valued at 19.06, compared to the broader market-10.000.0010.0020.0030.0019.068.53
KYN
AMLP

The current KYN Sharpe Ratio is 3.10, which is higher than the AMLP Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of KYN 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 Ratio1.002.003.004.005.00SeptemberOctoberNovemberDecember2025February
3.10
1.64
KYN
AMLP

Dividends

KYN vs. AMLP - Dividend Comparison

KYN's dividend yield for the trailing twelve months is around 7.79%, more than AMLP's 7.35% yield.


TTM20242023202220212020201920182017201620152014
KYN
Kayne Anderson Energy Infrastructure Fund, Inc.
7.79%8.34%9.45%9.05%6.42%16.17%10.34%14.17%9.97%11.24%15.21%6.61%
AMLP
Alerian MLP ETF
7.35%7.70%7.86%7.70%8.55%12.31%9.12%9.30%7.97%8.09%9.84%6.45%

Drawdowns

KYN vs. AMLP - Drawdown Comparison

The maximum KYN drawdown since its inception was -91.43%, which is greater than AMLP's maximum drawdown of -77.19%. Use the drawdown chart below to compare losses from any high point for KYN and AMLP. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-11.29%
-1.30%
KYN
AMLP

Volatility

KYN vs. AMLP - Volatility Comparison

Kayne Anderson Energy Infrastructure Fund, Inc. (KYN) has a higher volatility of 5.50% compared to Alerian MLP ETF (AMLP) at 4.95%. This indicates that KYN'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%8.00%SeptemberOctoberNovemberDecember2025February
5.50%
4.95%
KYN
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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