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MPLX vs. AMND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MPLX and AMND is 0.39, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

MPLX vs. AMND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MPLX LP (MPLX) and ETRACS Alerian Midstream Energy High Dividend Index ETN due July 19, 2050 (AMND). The values are adjusted to include any dividend payments, if applicable.

200.00%250.00%300.00%350.00%NovemberDecember2025FebruaryMarchApril
360.83%
188.29%
MPLX
AMND

Key characteristics

Returns By Period


MPLX

YTD

11.88%

1M

-2.16%

6M

24.42%

1Y

35.98%

5Y*

39.56%

10Y*

4.91%

AMND

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

MPLX vs. AMND — Risk-Adjusted Performance Rank

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

MPLX
The Risk-Adjusted Performance Rank of MPLX is 9494
Overall Rank
The Sharpe Ratio Rank of MPLX is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of MPLX is 9292
Sortino Ratio Rank
The Omega Ratio Rank of MPLX is 9191
Omega Ratio Rank
The Calmar Ratio Rank of MPLX is 9696
Calmar Ratio Rank
The Martin Ratio Rank of MPLX is 9595
Martin Ratio Rank

AMND
The Risk-Adjusted Performance Rank of AMND is 9696
Overall Rank
The Sharpe Ratio Rank of AMND is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of AMND is 9494
Sortino Ratio Rank
The Omega Ratio Rank of AMND is 9696
Omega Ratio Rank
The Calmar Ratio Rank of AMND is 9696
Calmar Ratio Rank
The Martin Ratio Rank of AMND is 9797
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.

MPLX vs. AMND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MPLX LP (MPLX) and ETRACS Alerian Midstream Energy High Dividend Index ETN due July 19, 2050 (AMND). 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.


The chart of Sharpe ratio for MPLX, currently valued at 1.91, compared to the broader market-2.00-1.000.001.002.003.00
MPLX: 1.91
AMND: 2.03
The chart of Sortino ratio for MPLX, currently valued at 2.56, compared to the broader market-6.00-4.00-2.000.002.004.00
MPLX: 2.56
AMND: 2.76
The chart of Omega ratio for MPLX, currently valued at 1.35, compared to the broader market0.501.001.502.00
MPLX: 1.35
AMND: 1.57
The chart of Calmar ratio for MPLX, currently valued at 2.56, compared to the broader market0.001.002.003.004.005.00
MPLX: 2.56
AMND: 3.54
The chart of Martin ratio for MPLX, currently valued at 9.96, compared to the broader market-5.000.005.0010.0015.0020.00
MPLX: 9.96
AMND: 9.02


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.504.004.50NovemberDecember2025FebruaryMarchApril
1.91
2.03
MPLX
AMND

Dividends

MPLX vs. AMND - Dividend Comparison

MPLX's dividend yield for the trailing twelve months is around 6.88%, while AMND has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
MPLX
MPLX LP
6.88%7.33%8.65%8.80%11.30%12.71%10.42%8.22%6.23%5.86%4.33%1.83%
AMND
ETRACS Alerian Midstream Energy High Dividend Index ETN due July 19, 2050
2.64%5.14%6.56%6.37%7.10%2.49%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

MPLX vs. AMND - Drawdown Comparison


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-3.82%
-4.78%
MPLX
AMND

Volatility

MPLX vs. AMND - Volatility Comparison

MPLX LP (MPLX) has a higher volatility of 11.42% compared to ETRACS Alerian Midstream Energy High Dividend Index ETN due July 19, 2050 (AMND) at 0.00%. This indicates that MPLX's price experiences larger fluctuations and is considered to be riskier than AMND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.42%
0
MPLX
AMND