PII vs. AMZA
Compare and contrast key facts about Polaris Industries Inc. (PII) and InfraCap MLP ETF (AMZA).
AMZA is an actively managed fund by Virtus Investment Partners. It was launched on Oct 7, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PII or AMZA.
Key characteristics
| PII | AMZA | |
|---|---|---|
| YTD Return | -25.57% | 26.62% |
| 1Y Return | -18.16% | 30.28% |
| 3Y Return (Ann) | -14.95% | 24.59% |
| 5Y Return (Ann) | -5.49% | 10.96% |
| 10Y Return (Ann) | -5.74% | -3.02% |
| Sharpe Ratio | -0.59 | 1.60 |
| Sortino Ratio | -0.67 | 2.21 |
| Omega Ratio | 0.92 | 1.27 |
| Calmar Ratio | -0.42 | 0.66 |
| Martin Ratio | -1.38 | 7.50 |
| Ulcer Index | 14.91% | 4.03% |
| Daily Std Dev | 35.02% | 18.86% |
| Max Drawdown | -77.57% | -91.46% |
| Current Drawdown | -48.70% | -29.09% |
Correlation
The correlation between PII and AMZA is 0.36, 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.
Performance
PII vs. AMZA - Performance Comparison
In the year-to-date period, PII achieves a -25.57% return, which is significantly lower than AMZA's 26.62% return. Over the past 10 years, PII has underperformed AMZA with an annualized return of -5.74%, while AMZA has yielded a comparatively higher -3.02% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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
PII vs. AMZA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Polaris Industries Inc. (PII) and InfraCap MLP ETF (AMZA). 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.
Dividends
PII vs. AMZA - Dividend Comparison
PII's dividend yield for the trailing twelve months is around 3.82%, less than AMZA's 7.35% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PII Polaris Industries Inc. | 3.82% | 2.74% | 2.53% | 2.29% | 2.60% | 2.40% | 3.13% | 1.87% | 2.67% | 2.47% | 1.27% | 1.15% |
AMZA InfraCap MLP ETF | 7.35% | 9.40% | 7.65% | 10.24% | 22.13% | 19.47% | 34.46% | 24.16% | 18.36% | 18.21% | 0.00% | 0.00% |
Drawdowns
PII vs. AMZA - Drawdown Comparison
The maximum PII drawdown since its inception was -77.57%, smaller than the maximum AMZA drawdown of -91.46%. Use the drawdown chart below to compare losses from any high point for PII and AMZA. For additional features, visit the drawdowns tool.
Volatility
PII vs. AMZA - Volatility Comparison
Polaris Industries Inc. (PII) has a higher volatility of 13.19% compared to InfraCap MLP ETF (AMZA) at 5.59%. This indicates that PII's price experiences larger fluctuations and is considered to be riskier than AMZA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.