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PSCE vs. AMJB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PSCE vs. AMJB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P SmallCap Energy ETF (PSCE) and Alerian MLP Index ETN (AMJB). The values are adjusted to include any dividend payments, if applicable.

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PSCE vs. AMJB - Yearly Performance Comparison


2026 (YTD)20252024
PSCE
Invesco S&P SmallCap Energy ETF
42.67%-9.00%-3.21%
AMJB
Alerian MLP Index ETN
17.28%7.91%17.90%

Returns By Period

In the year-to-date period, PSCE achieves a 42.67% return, which is significantly higher than AMJB's 17.28% return.


PSCE

1D
-0.78%
1M
10.75%
YTD
42.67%
6M
44.85%
1Y
49.10%
3Y*
12.00%
5Y*
14.91%
10Y*
-0.66%

AMJB

1D
-1.43%
1M
1.59%
YTD
17.28%
6M
20.78%
1Y
13.33%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PSCE vs. AMJB - Expense Ratio Comparison

PSCE has a 0.29% expense ratio, which is lower than AMJB's 0.85% expense ratio.


Return for Risk

PSCE vs. AMJB — Risk / Return Rank

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

PSCE
PSCE Risk / Return Rank: 7373
Overall Rank
PSCE Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
PSCE Sortino Ratio Rank: 7373
Sortino Ratio Rank
PSCE Omega Ratio Rank: 7474
Omega Ratio Rank
PSCE Calmar Ratio Rank: 7575
Calmar Ratio Rank
PSCE Martin Ratio Rank: 6666
Martin Ratio Rank

AMJB
AMJB Risk / Return Rank: 3333
Overall Rank
AMJB Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
AMJB Sortino Ratio Rank: 3535
Sortino Ratio Rank
AMJB Omega Ratio Rank: 3535
Omega Ratio Rank
AMJB Calmar Ratio Rank: 3131
Calmar Ratio Rank
AMJB 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.

PSCE vs. AMJB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Energy ETF (PSCE) and Alerian MLP Index ETN (AMJB). 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.


PSCEAMJBDifference

Sharpe ratio

Return per unit of total volatility

1.39

0.67

+0.72

Sortino ratio

Return per unit of downside risk

1.82

0.99

+0.84

Omega ratio

Gain probability vs. loss probability

1.27

1.14

+0.13

Calmar ratio

Return relative to maximum drawdown

1.94

0.76

+1.19

Martin ratio

Return relative to average drawdown

6.52

2.01

+4.50

PSCE vs. AMJB - Sharpe Ratio Comparison

The current PSCE Sharpe Ratio is 1.39, which is higher than the AMJB Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of PSCE and AMJB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PSCEAMJBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

0.67

+0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.09

1.15

-1.24

Correlation

The correlation between PSCE and AMJB is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

PSCE vs. AMJB - Dividend Comparison

PSCE's dividend yield for the trailing twelve months is around 1.83%, less than AMJB's 5.71% yield.


TTM20252024202320222021202020192018201720162015
PSCE
Invesco S&P SmallCap Energy ETF
1.83%2.39%1.70%2.57%1.70%0.46%0.87%0.14%0.22%0.04%0.22%0.82%
AMJB
Alerian MLP Index ETN
5.71%6.52%5.99%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PSCE vs. AMJB - Drawdown Comparison

The maximum PSCE drawdown since its inception was -96.21%, which is greater than AMJB's maximum drawdown of -16.98%. Use the drawdown chart below to compare losses from any high point for PSCE and AMJB.


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Drawdown Indicators


PSCEAMJBDifference

Max Drawdown

Largest peak-to-trough decline

-96.21%

-16.98%

-79.23%

Max Drawdown (1Y)

Largest decline over 1 year

-25.44%

-16.98%

-8.46%

Max Drawdown (5Y)

Largest decline over 5 years

-45.42%

Max Drawdown (10Y)

Largest decline over 10 years

-90.70%

Current Drawdown

Current decline from peak

-74.65%

-3.00%

-71.65%

Average Drawdown

Average peak-to-trough decline

-58.66%

-3.71%

-54.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.59%

6.38%

+1.21%

Volatility

PSCE vs. AMJB - Volatility Comparison

Invesco S&P SmallCap Energy ETF (PSCE) has a higher volatility of 5.33% compared to Alerian MLP Index ETN (AMJB) at 3.70%. This indicates that PSCE's price experiences larger fluctuations and is considered to be riskier than AMJB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSCEAMJBDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.33%

3.70%

+1.63%

Volatility (6M)

Calculated over the trailing 6-month period

18.54%

10.23%

+8.31%

Volatility (1Y)

Calculated over the trailing 1-year period

35.47%

20.11%

+15.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.21%

17.74%

+20.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.44%

17.74%

+25.70%