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PXE vs. AMJ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PXE and AMJ is 0.38, 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

PXE vs. AMJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Dynamic Energy Exploration & Production ETF (PXE) and J.P. Morgan Alerian MLP Index ETN (AMJ). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period


PXE

YTD

-4.23%

1M

17.43%

6M

-8.69%

1Y

-15.59%

5Y*

30.18%

10Y*

2.17%

AMJ

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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PXE vs. AMJ - Expense Ratio Comparison

PXE has a 0.63% expense ratio, which is lower than AMJ's 0.85% expense ratio.


Risk-Adjusted Performance

PXE vs. AMJ — Risk-Adjusted Performance Rank

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

PXE
The Risk-Adjusted Performance Rank of PXE is 44
Overall Rank
The Sharpe Ratio Rank of PXE is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of PXE is 55
Sortino Ratio Rank
The Omega Ratio Rank of PXE is 55
Omega Ratio Rank
The Calmar Ratio Rank of PXE is 22
Calmar Ratio Rank
The Martin Ratio Rank of PXE is 33
Martin Ratio Rank

AMJ
The Risk-Adjusted Performance Rank of AMJ is 8383
Overall Rank
The Sharpe Ratio Rank of AMJ is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of AMJ is 9595
Sortino Ratio Rank
The Omega Ratio Rank of AMJ is 9595
Omega Ratio Rank
The Calmar Ratio Rank of AMJ is 3333
Calmar Ratio Rank
The Martin Ratio Rank of AMJ is 9696
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PXE vs. AMJ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Dynamic Energy Exploration & Production ETF (PXE) and J.P. Morgan Alerian MLP Index ETN (AMJ). 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.



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Dividends

PXE vs. AMJ - Dividend Comparison

PXE's dividend yield for the trailing twelve months is around 2.77%, while AMJ has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
PXE
Invesco Dynamic Energy Exploration & Production ETF
2.77%2.54%2.79%3.04%1.86%4.10%1.70%1.28%1.55%6.62%2.58%2.05%
AMJ
J.P. Morgan Alerian MLP Index ETN
0.00%1.49%6.54%6.33%7.31%10.87%8.30%8.38%6.96%47.34%0.00%0.00%

Drawdowns

PXE vs. AMJ - Drawdown Comparison


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Volatility

PXE vs. AMJ - Volatility Comparison


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