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MVRL vs. AMND
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MVRL vs. AMND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS Monthly Pay 1.5x Leveraged Mortgage REIT ETN (MVRL) 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.

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Returns By Period


MVRL

1D
-2.09%
1M
-7.86%
YTD
-5.20%
6M
-5.45%
1Y
11.96%
3Y*
7.15%
5Y*
-8.72%
10Y*

AMND

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MVRL vs. AMND - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
MVRL
ETRACS Monthly Pay 1.5x Leveraged Mortgage REIT ETN
-5.20%14.96%-3.45%12.30%-42.41%21.71%44.89%
AMND
ETRACS Alerian Midstream Energy High Dividend Index ETN due July 19, 2050
0.00%0.00%40.42%13.60%21.27%34.91%10.45%

Correlation

The correlation between MVRL and AMND is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (3Y)
Calculated over the trailing 3-year period

0.31

Correlation (5Y)
Calculated over the trailing 5-year period

0.46

Correlation (All Time)
Calculated using the full available price history since Jul 17, 2020

0.48

The correlation between MVRL and AMND shifts across timeframes, from 0.31 (3 years) to 0.48 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

MVRL vs. AMND — Risk / Return Rank

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

MVRL
MVRL Risk / Return Rank: 1616
Overall Rank
MVRL Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
MVRL Sortino Ratio Rank: 1616
Sortino Ratio Rank
MVRL Omega Ratio Rank: 1616
Omega Ratio Rank
MVRL Calmar Ratio Rank: 1616
Calmar Ratio Rank
MVRL Martin Ratio Rank: 1616
Martin Ratio Rank

AMND
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.

MVRL vs. AMND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS Monthly Pay 1.5x Leveraged Mortgage REIT ETN (MVRL) 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.


MVRLAMNDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.10

Calmar ratioReturn relative to maximum drawdown

0.57

Martin ratioReturn relative to average drawdown

1.60

MVRL vs. AMND - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MVRLAMNDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

Drawdowns

MVRL vs. AMND - Drawdown Comparison


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Drawdown Indicators


MVRLAMNDDifference

Max Drawdown

Largest peak-to-trough decline

-60.25%

Max Drawdown (1Y)

Largest decline over 1 year

-20.93%

Max Drawdown (3Y)

Largest decline over 3 years

-32.20%

Max Drawdown (5Y)

Largest decline over 5 years

-60.25%

Current Drawdown

Current decline from peak

-39.93%

Average Drawdown

Average peak-to-trough decline

-31.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.51%

Volatility

MVRL vs. AMND - Volatility Comparison


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Volatility by Period


MVRLAMNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.87%

Volatility (6M)

Calculated over the trailing 6-month period

20.18%

Volatility (1Y)

Calculated over the trailing 1-year period

27.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.63%

MVRL vs. AMND - Expense Ratio Comparison

MVRL has a 0.95% expense ratio, which is higher than AMND's 0.75% expense ratio.


Dividends

MVRL vs. AMND - Dividend Comparison

MVRL's dividend yield for the trailing twelve months is around 21.21%, while AMND has not paid dividends to shareholders.


PositionTTM202520242023202220212020
AMND
ETRACS Alerian Midstream Energy High Dividend Index ETN due July 19, 2050
0.00%0.00%5.14%6.56%6.37%7.10%2.49%
MVRL
ETRACS Monthly Pay 1.5x Leveraged Mortgage REIT ETN
21.21%19.15%19.27%18.69%25.21%12.33%5.63%

Frequently Asked Questions


MVRL and AMND have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AMND is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AMND is cheaper with a 0.75% expense ratio, compared with 0.95% for MVRL.

MVRL has the higher dividend yield at 21.21%, compared with 0.00% for AMND.

MVRL is categorized as REIT, while AMND is Energy Equities. MVRL tracks MVIS US Mortgage REITs Index (150%), while AMND tracks Alerian Midstream Energy Dividend Index. Their fees differ too: 0.95% for MVRL and 0.75% for AMND.

Portfolio Optimizer

Find the right allocation for MVRL and AMND

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