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PFFL vs. AMUB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PFFL vs. AMUB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS Monthly Pay 2xLeveraged Preferred Stock ETN (PFFL) and ETRACS Alerian MLP Index ETN Class B (AMUB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PFFL achieves a -1.90% return, which is significantly lower than AMUB's 14.01% return.


PFFL

1D
-0.19%
1M
-1.40%
YTD
-1.90%
6M
-2.44%
1Y
4.83%
3Y*
4.18%
5Y*
-6.57%
10Y*

AMUB

1D
1.92%
1M
-7.94%
YTD
14.01%
6M
13.63%
1Y
13.10%
3Y*
15.44%
5Y*
11.55%
10Y*
2.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PFFL vs. AMUB - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
PFFL
ETRACS Monthly Pay 2xLeveraged Preferred Stock ETN
-1.90%2.18%4.77%8.65%-39.15%7.52%-15.47%30.21%-10.77%
AMUB
ETRACS Alerian MLP Index ETN Class B
14.01%2.05%15.68%16.89%21.91%28.83%-36.47%-1.78%-20.04%

Correlation

The correlation between PFFL and AMUB is 0.09, 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

0.09

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

0.22

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

0.28

Correlation (All Time)
Calculated using the full available price history since Sep 26, 2018

0.29

Over the past year, the correlation between PFFL and AMUB has dropped to 0.09 - well below their long-term average of 0.29, suggesting their price drivers have been diverging.

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Return for Risk

PFFL vs. AMUB — Risk / Return Rank

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

PFFL
PFFL Risk / Return Rank: 1313
Overall Rank
PFFL Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
PFFL Sortino Ratio Rank: 1212
Sortino Ratio Rank
PFFL Omega Ratio Rank: 1212
Omega Ratio Rank
PFFL Calmar Ratio Rank: 1414
Calmar Ratio Rank
PFFL Martin Ratio Rank: 1313
Martin Ratio Rank

AMUB
AMUB Risk / Return Rank: 2727
Overall Rank
AMUB Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
AMUB Sortino Ratio Rank: 2727
Sortino Ratio Rank
AMUB Omega Ratio Rank: 2626
Omega Ratio Rank
AMUB Calmar Ratio Rank: 2727
Calmar Ratio Rank
AMUB Martin Ratio Rank: 2626
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.

PFFL vs. AMUB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS Monthly Pay 2xLeveraged Preferred Stock ETN (PFFL) and ETRACS Alerian MLP Index ETN Class B (AMUB). 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.


PFFLAMUBDifference
Sharpe ratioReturn per unit of total volatility

-0.67

Sortino ratioReturn per unit of downside risk

-0.89

Omega ratioGain probability vs. loss probability

1.07

1.17

-0.10

Calmar ratioReturn relative to maximum drawdown

0.41

1.24

-0.83

Martin ratioReturn relative to average drawdown

0.94

3.36

-2.41

PFFL vs. AMUB - Sharpe Ratio Comparison

The current PFFL Sharpe Ratio is 0.28, which is lower than the AMUB Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of PFFL and AMUB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PFFL vs. AMUB - Drawdown Comparison

The maximum PFFL drawdown since its inception was -80.68%, roughly equal to the maximum AMUB drawdown of -79.46%. Use the drawdown chart below to compare losses from any high point for PFFL and AMUB.


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Drawdown Indicators


PFFLAMUBDifference

Max Drawdown

Largest peak-to-trough decline

-80.68%

-79.46%

-1.22%

Max Drawdown (1Y)

Largest decline over 1 year

-11.92%

-10.69%

-1.23%

Max Drawdown (3Y)

Largest decline over 3 years

-23.75%

-17.22%

-6.53%

Max Drawdown (5Y)

Largest decline over 5 years

-48.51%

-20.58%

-27.93%

Max Drawdown (10Y)

Largest decline over 10 years

-78.86%

Current Drawdown

Current decline from peak

-39.57%

-8.53%

-31.04%

Average Drawdown

Average peak-to-trough decline

-28.59%

-29.11%

+0.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.14%

3.92%

+1.22%

Volatility

PFFL vs. AMUB - Volatility Comparison

The current volatility for ETRACS Monthly Pay 2xLeveraged Preferred Stock ETN (PFFL) is 4.10%, while ETRACS Alerian MLP Index ETN Class B (AMUB) has a volatility of 5.28%. This indicates that PFFL experiences smaller price fluctuations and is considered to be less risky than AMUB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PFFLAMUBDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.10%

5.28%

-1.18%

Volatility (6M)

Calculated over the trailing 6-month period

10.67%

10.09%

+0.58%

Volatility (1Y)

Calculated over the trailing 1-year period

17.12%

13.85%

+3.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.66%

20.12%

+3.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

55.16%

27.13%

+28.03%

PFFL vs. AMUB - Expense Ratio Comparison

PFFL has a 0.85% expense ratio, which is higher than AMUB's 0.80% expense ratio.


Dividends

PFFL vs. AMUB - Dividend Comparison

PFFL's dividend yield for the trailing twelve months is around 13.14%, while AMUB has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
AMUB
ETRACS Alerian MLP Index ETN Class B
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PFFL
ETRACS Monthly Pay 2xLeveraged Preferred Stock ETN
13.14%13.27%13.76%13.71%13.90%8.82%9.75%11.21%2.02%

Frequently Asked Questions


PFFL and AMUB have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AMUB has higher volatility (5.28%) compared to PFFL (4.10%). In terms of maximum drawdown, PFFL dropped -80.68% vs AMUB's -79.46%.

On 5-year performance, AMUB leads with 11.55% vs -6.57% for PFFL. On fees, AMUB is cheaper at 0.80% per year. On volatility, PFFL has been the lower-risk option at 4.10%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, AMUB has performed better with a 11.55% return vs -6.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AMUB is cheaper with a 0.80% expense ratio, compared with 0.85% for PFFL.

PFFL has the higher dividend yield at 13.14%, compared with 0.00% for AMUB.

PFFL is categorized as Preferred Stock/Convertible Bonds, while AMUB is MLPs. PFFL tracks Solactive Preferred Stock ETF Index, while AMUB tracks Alerian MLP Index. Their fees differ too: 0.85% for PFFL and 0.80% for AMUB.

AMUB currently has the higher Sharpe Ratio (0.96 vs 0.28), 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 PFFL and AMUB

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