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RRC vs. AMLP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RRC and AMLP is 0.47, 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.


Performance

RRC vs. AMLP - Performance Comparison

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

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Key characteristics

Sharpe Ratio

RRC:

0.10

AMLP:

0.51

Sortino Ratio

RRC:

0.33

AMLP:

0.84

Omega Ratio

RRC:

1.04

AMLP:

1.11

Calmar Ratio

RRC:

0.03

AMLP:

0.71

Martin Ratio

RRC:

0.15

AMLP:

2.57

Ulcer Index

RRC:

14.77%

AMLP:

3.96%

Daily Std Dev

RRC:

37.31%

AMLP:

18.50%

Max Drawdown

RRC:

-97.86%

AMLP:

-77.19%

Current Drawdown

RRC:

-57.07%

AMLP:

-7.86%

Returns By Period

In the year-to-date period, RRC achieves a 5.48% return, which is significantly higher than AMLP's 2.49% return. Over the past 10 years, RRC has underperformed AMLP with an annualized return of -4.38%, while AMLP has yielded a comparatively higher 2.84% annualized return.


RRC

YTD

5.48%

1M

17.40%

6M

15.15%

1Y

7.58%

5Y*

44.37%

10Y*

-4.38%

AMLP

YTD

2.49%

1M

5.74%

6M

4.52%

1Y

10.09%

5Y*

24.92%

10Y*

2.84%

*Annualized

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Risk-Adjusted Performance

RRC vs. AMLP — Risk-Adjusted Performance Rank

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

RRC
The Risk-Adjusted Performance Rank of RRC is 5151
Overall Rank
The Sharpe Ratio Rank of RRC is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of RRC is 4747
Sortino Ratio Rank
The Omega Ratio Rank of RRC is 4646
Omega Ratio Rank
The Calmar Ratio Rank of RRC is 5353
Calmar Ratio Rank
The Martin Ratio Rank of RRC is 5353
Martin Ratio Rank

AMLP
The Risk-Adjusted Performance Rank of AMLP is 6464
Overall Rank
The Sharpe Ratio Rank of AMLP is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of AMLP is 5959
Sortino Ratio Rank
The Omega Ratio Rank of AMLP is 5757
Omega Ratio Rank
The Calmar Ratio Rank of AMLP is 7575
Calmar Ratio Rank
The Martin Ratio Rank of AMLP is 7171
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.

RRC vs. AMLP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Range Resources Corporation (RRC) 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.


The current RRC Sharpe Ratio is 0.10, which is lower than the AMLP Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of RRC and AMLP, 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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Dividends

RRC vs. AMLP - Dividend Comparison

RRC's dividend yield for the trailing twelve months is around 0.87%, less than AMLP's 5.90% yield.


TTM20242023202220212020201920182017201620152014
RRC
Range Resources Corporation
0.87%0.89%1.05%0.64%0.00%0.00%1.65%0.84%0.47%0.23%0.65%0.30%
AMLP
Alerian MLP ETF
5.90%7.70%7.86%7.70%8.55%12.31%9.12%9.29%7.97%8.09%9.84%6.45%

Drawdowns

RRC vs. AMLP - Drawdown Comparison

The maximum RRC drawdown since its inception was -97.86%, which is greater than AMLP's maximum drawdown of -77.19%. Use the drawdown chart below to compare losses from any high point for RRC and AMLP. For additional features, visit the drawdowns tool.


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Volatility

RRC vs. AMLP - Volatility Comparison

Range Resources Corporation (RRC) has a higher volatility of 12.12% compared to Alerian MLP ETF (AMLP) at 6.90%. This indicates that RRC'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.


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