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RRC vs. AMLP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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RRC vs. AMLP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RRC
Range Resources Corporation
28.43%-1.05%19.35%23.05%41.10%166.12%38.14%-48.60%-43.60%-50.15%
AMLP
Alerian MLP ETF
14.20%5.78%22.76%21.40%25.47%39.09%-32.26%5.99%-12.67%-7.89%

Returns By Period

In the year-to-date period, RRC achieves a 28.43% return, which is significantly higher than AMLP's 14.20% return. Over the past 10 years, RRC has underperformed AMLP with an annualized return of 4.02%, while AMLP has yielded a comparatively higher 8.63% annualized return.


RRC

1D
-2.23%
1M
9.70%
YTD
28.43%
6M
20.61%
1Y
14.24%
3Y*
20.70%
5Y*
33.53%
10Y*
4.02%

AMLP

1D
-1.16%
1M
1.15%
YTD
14.20%
6M
16.89%
1Y
9.93%
3Y*
20.27%
5Y*
20.38%
10Y*
8.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

RRC vs. AMLP — Risk / Return Rank

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

RRC
RRC Risk / Return Rank: 5353
Overall Rank
RRC Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
RRC Sortino Ratio Rank: 4949
Sortino Ratio Rank
RRC Omega Ratio Rank: 4949
Omega Ratio Rank
RRC Calmar Ratio Rank: 5858
Calmar Ratio Rank
RRC Martin Ratio Rank: 5454
Martin Ratio Rank

AMLP
AMLP Risk / Return Rank: 3232
Overall Rank
AMLP Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
AMLP Sortino Ratio Rank: 3333
Sortino Ratio Rank
AMLP Omega Ratio Rank: 3535
Omega Ratio Rank
AMLP Calmar Ratio Rank: 3030
Calmar Ratio Rank
AMLP Martin Ratio Rank: 2525
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.

RRC vs. AMLP - Risk-Adjusted Trends 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.


RRCAMLPDifference

Sharpe ratio

Return per unit of total volatility

0.39

0.62

-0.23

Sortino ratio

Return per unit of downside risk

0.73

0.89

-0.16

Omega ratio

Gain probability vs. loss probability

1.10

1.13

-0.03

Calmar ratio

Return relative to maximum drawdown

0.68

0.68

0.00

Martin ratio

Return relative to average drawdown

1.16

1.72

-0.56

RRC vs. AMLP - Sharpe Ratio Comparison

The current RRC Sharpe Ratio is 0.39, which is lower than the AMLP Sharpe Ratio of 0.62. 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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Sharpe Ratios by Period


RRCAMLPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.39

0.62

-0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

1.02

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.07

0.31

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.22

-0.05

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.


Dividends

RRC vs. AMLP - Dividend Comparison

RRC's dividend yield for the trailing twelve months is around 0.82%, less than AMLP's 7.54% yield.


TTM20252024202320222021202020192018201720162015
RRC
Range Resources Corporation
0.82%1.02%0.89%1.05%0.64%0.00%0.00%1.65%0.84%0.47%0.23%0.65%
AMLP
Alerian MLP ETF
7.54%8.36%7.70%7.86%7.70%8.55%12.31%9.12%9.29%7.97%8.09%9.84%

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.


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Drawdown Indicators


RRCAMLPDifference

Max Drawdown

Largest peak-to-trough decline

-97.86%

-77.19%

-20.67%

Max Drawdown (1Y)

Largest decline over 1 year

-24.15%

-14.27%

-9.88%

Max Drawdown (5Y)

Largest decline over 5 years

-37.66%

-20.92%

-16.74%

Max Drawdown (10Y)

Largest decline over 10 years

-95.72%

-72.62%

-23.10%

Current Drawdown

Current decline from peak

-48.28%

-2.17%

-46.11%

Average Drawdown

Average peak-to-trough decline

-46.57%

-17.57%

-29.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.09%

5.60%

+8.49%

Volatility

RRC vs. AMLP - Volatility Comparison

Range Resources Corporation (RRC) has a higher volatility of 8.58% compared to Alerian MLP ETF (AMLP) at 2.92%. 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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Volatility by Period


RRCAMLPDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.58%

2.92%

+5.66%

Volatility (6M)

Calculated over the trailing 6-month period

25.20%

7.86%

+17.34%

Volatility (1Y)

Calculated over the trailing 1-year period

37.01%

16.08%

+20.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.94%

20.18%

+26.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.88%

27.84%

+29.04%