PortfoliosLab logoPortfoliosLab logo
PAX vs. AMLP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PAX vs. AMLP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Patria Investments Limited (PAX) and Alerian MLP ETF (AMLP). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, PAX achieves a -29.59% return, which is significantly lower than AMLP's 18.74% return.


PAX

1D
-1.27%
1M
-5.54%
6M
-35.07%
YTD
-29.59%
1Y
-16.35%
3Y*
-5.63%
5Y*
-1.74%
10Y*

AMLP

1D
1.88%
1M
2.99%
6M
15.34%
YTD
18.74%
1Y
19.21%
3Y*
19.54%
5Y*
18.25%
10Y*
6.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PAX vs. AMLP - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PAX
Patria Investments Limited
-29.59%43.06%-20.01%18.86%-9.94%-21.34%
AMLP
Alerian MLP ETF
18.74%5.78%22.76%21.40%25.47%27.69%

Correlation

The correlation between PAX and AMLP is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.04

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

0.22

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

0.29

Correlation (All Time)
Calculated using the full available price history since Jan 22, 2021

0.29

The correlation between PAX and AMLP shifts across timeframes, from -0.04 (1 year) to 0.29 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

PAX vs. AMLP — Risk / Return Rank

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

PAX
PAX Risk / Return Rank: 2424
Overall Rank
PAX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
PAX Sortino Ratio Rank: 2020
Sortino Ratio Rank
PAX Omega Ratio Rank: 2121
Omega Ratio Rank
PAX Calmar Ratio Rank: 3030
Calmar Ratio Rank
PAX Martin Ratio Rank: 2929
Martin Ratio Rank

AMLP
AMLP Risk / Return Rank: 5454
Overall Rank
AMLP Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
AMLP Sortino Ratio Rank: 5757
Sortino Ratio Rank
AMLP Omega Ratio Rank: 5454
Omega Ratio Rank
AMLP Calmar Ratio Rank: 5454
Calmar Ratio Rank
AMLP Martin Ratio Rank: 4646
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.

PAX vs. AMLP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Patria Investments Limited (PAX) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PAXAMLPDifference
Sharpe ratioReturn per unit of total volatility

-2.11

Sortino ratioReturn per unit of downside risk

-2.78

Omega ratioGain probability vs. loss probability

0.93

1.27

-0.34

Calmar ratioReturn relative to maximum drawdown

-0.44

2.16

-2.60

Martin ratioReturn relative to average drawdown

-0.80

6.04

-6.84

PAX vs. AMLP - Sharpe Ratio Comparison

The current PAX Sharpe Ratio is -0.56, which is lower than the AMLP Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of PAX and AMLP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

PAX vs. AMLP - Drawdown Comparison

The maximum PAX drawdown since its inception was -46.17%, smaller than the maximum AMLP drawdown of -77.19%. Use the drawdown chart below to compare losses from any high point for PAX and AMLP.


Loading charts...

Drawdown Indicators


PAXAMLPDifference

Max Drawdown

Largest peak-to-trough decline

-46.17%

-77.19%

+31.02%

Max Drawdown (1Y)

Largest decline over 1 year

-37.33%

-8.94%

-28.39%

Max Drawdown (3Y)

Largest decline over 3 years

-37.33%

-14.27%

-23.06%

Max Drawdown (5Y)

Largest decline over 5 years

-38.88%

-20.92%

-17.96%

Max Drawdown (10Y)

Largest decline over 10 years

-72.62%

Current Drawdown

Current decline from peak

-36.39%

-2.10%

-34.29%

Average Drawdown

Average peak-to-trough decline

-27.27%

-17.32%

-9.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.36%

3.19%

+17.17%

Volatility

PAX vs. AMLP - Volatility Comparison

Patria Investments Limited (PAX) has a higher volatility of 6.08% compared to Alerian MLP ETF (AMLP) at 5.24%. This indicates that PAX'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.


Loading charts...

Volatility by Period


PAXAMLPDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.08%

5.24%

+0.84%

Volatility (6M)

Calculated over the trailing 6-month period

23.60%

9.62%

+13.98%

Volatility (1Y)

Calculated over the trailing 1-year period

29.42%

12.50%

+16.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.22%

19.69%

+11.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.64%

27.65%

+4.99%

Dividends

PAX vs. AMLP - Dividend Comparison

PAX's dividend yield for the trailing twelve months is around 5.61%, less than AMLP's 7.49% yield.


PositionTTM20252024202320222021202020192018201720162015
AMLP
Alerian MLP ETF
7.49%8.36%7.70%7.86%7.70%8.55%12.31%9.12%9.29%7.97%8.09%9.84%
PAX
Patria Investments Limited
5.61%3.78%7.52%6.34%5.04%4.38%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


PAX and AMLP have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PAX has higher volatility (6.08%) compared to AMLP (5.24%). In terms of maximum drawdown, PAX dropped -46.17% vs AMLP's -77.19%.

AMLP currently has the higher Sharpe Ratio (1.55 vs -0.56), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for PAX and AMLP

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer