UMBF vs. AM

Last updated Apr 1, 2026

Compare and contrast key facts about UMB Financial Corporation (UMBF) and Antero Midstream Corporation (AM).

Performance

UMBF vs. AM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in UMB Financial Corporation (UMBF) and Antero Midstream Corporation (AM). The values are adjusted to include any dividend payments, if applicable.

UMBF vs. AM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
UMBF UMB Financial Corporation	-1.58%	3.44%	37.34%	2.21%	-19.97%	56.04%	2.64%	14.71%	-13.86%	-5.37%
AM Antero Midstream Corporation	29.72%	24.37%	28.46%	25.73%	21.98%	39.55%	27.59%	-60.29%	-22.28%	-2.32%

Fundamentals

EPS UMBF : $13.90 AM : $0.86
PE Ratio UMBF : 8.11 AM : 26.61
PEG Ratio UMBF : 1.02 AM : 4.59
PS Ratio UMBF : 1.34 AM : 8.73
Total Revenue (TTM) UMBF : $4.25B AM : $1.26B
Gross Profit (TTM) UMBF : $1.70B AM : $822.21M
EBITDA (TTM) UMBF : $739.37M AM : $1.02B

Returns By Period

In the year-to-date period, UMBF achieves a -1.58% return, which is significantly lower than AM's 29.72% return. Both investments have delivered pretty close results over the past 10 years, with UMBF having a 9.92% annualized return and AM not far behind at 9.54%.

UMBF

• 1D: 2.56%
• 1M: -2.30%
• YTD: -1.58%
• 6M: -3.97%
• 1Y: 13.21%
• 3Y*: 27.21%
• 5Y*: 5.81%
• 10Y*: 9.92%

AM

• 1D: -1.38%
• 1M: 1.42%
• YTD: 29.72%
• 6M: 20.19%
• 1Y: 33.32%
• 3Y*: 37.98%
• 5Y*: 29.24%
• 10Y*: 9.54%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

UMBF vs. AM — Risk / Return Rank

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

UMBF

UMBF Risk / Return Rank: 55
UMBF Sharpe Ratio Rank: 57
UMBF Sortino Ratio Rank: 50
UMBF Omega Ratio Rank: 51
UMBF Calmar Ratio Rank: 59
UMBF Martin Ratio Rank: 59

AM

AM Risk / Return Rank: 80
AM Sharpe Ratio Rank: 84
AM Sortino Ratio Rank: 77
AM Omega Ratio Rank: 78
AM Calmar Ratio Rank: 82
AM Martin Ratio Rank: 80

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.

UMBF vs. AM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UMB Financial Corporation (UMBF) and Antero Midstream Corporation (AM). 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.

	UMBF	AM	Difference
Sharpe ratio Return per unit of total volatility	0.41	1.43	-1.02
Sortino ratio Return per unit of downside risk	0.76	1.90	-1.14
Omega ratio Gain probability vs. loss probability	1.11	1.27	-0.16
Calmar ratio Return relative to maximum drawdown	0.77	2.42	-1.65
Martin ratio Return relative to average drawdown	1.75	5.81	-4.05
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

UMBF vs. AM - Sharpe Ratio Comparison

The current UMBF Sharpe Ratio is 0.41, which is lower than the AM Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of UMBF and AM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	UMBF	AM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.41	1.43	-1.02
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.17	1.09	-0.92
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.30	0.23	+0.07
Sharpe Ratio (All Time) Calculated using the full available price history	0.25	0.15	+0.10

Correlation

The correlation between UMBF and AM is 0.30, 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.

Dividends

UMBF vs. AM - Dividend Comparison

UMBF's dividend yield for the trailing twelve months is around 1.47%, less than AM's 3.95% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
UMBF UMB Financial Corporation	1.47%	1.42%	1.39%	1.83%	1.78%	1.30%	1.81%	1.76%	1.92%	1.45%	1.28%	2.04%
AM Antero Midstream Corporation	3.95%	5.06%	5.96%	7.18%	8.34%	10.15%	15.95%	18.28%	7.53%	4.27%	3.14%	2.93%

Drawdowns

UMBF vs. AM - Drawdown Comparison

The maximum UMBF drawdown since its inception was -52.70%, smaller than the maximum AM drawdown of -93.01%. Use the drawdown chart below to compare losses from any high point for UMBF and AM.

Drawdown Indicators

	UMBF	AM	Difference
Max Drawdown Largest peak-to-trough decline	-52.70%	-93.01%	+40.31%
Max Drawdown (1Y) Largest decline over 1 year	-18.57%	-13.98%	-4.59%
Max Drawdown (5Y) Largest decline over 5 years	-50.25%	-21.91%	-28.34%
Max Drawdown (10Y) Largest decline over 10 years	-50.25%	-93.01%	+42.76%
Current Drawdown Current decline from peak	-15.71%	-3.39%	-12.32%
Average Drawdown Average peak-to-trough decline	-17.83%	-31.81%	+13.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.12%	5.82%	+2.30%

Volatility

UMBF vs. AM - Volatility Comparison

UMB Financial Corporation (UMBF) has a higher volatility of 6.44% compared to Antero Midstream Corporation (AM) at 5.42%. This indicates that UMBF's price experiences larger fluctuations and is considered to be riskier than AM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	UMBF	AM	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.44%	5.42%	+1.02%
Volatility (6M) Calculated over the trailing 6-month period	21.02%	13.98%	+7.04%
Volatility (1Y) Calculated over the trailing 1-year period	32.15%	23.44%	+8.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.37%	26.97%	+6.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.54%	42.17%	-8.63%

Financials

UMBF vs. AM - Profitability Comparison

The chart below illustrates the profitability comparison between UMB Financial Corporation and Antero Midstream Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

UMBF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, UMB Financial Corporation reported a gross profit of 0.00 and revenue of 886.88M. Therefore, the gross margin over that period was 0.0%.

AM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Antero Midstream Corporation reported a gross profit of 209.19M and revenue of 314.67M. Therefore, the gross margin over that period was 66.5%.

UMBF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, UMB Financial Corporation reported an operating income of 0.00 and revenue of 886.88M, resulting in an operating margin of 0.0%.

AM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Antero Midstream Corporation reported an operating income of 187.18M and revenue of 314.67M, resulting in an operating margin of 59.5%.

UMBF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, UMB Financial Corporation reported a net income of 215.36M and revenue of 886.88M, resulting in a net margin of 24.3%.

AM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Antero Midstream Corporation reported a net income of 51.93M and revenue of 314.67M, resulting in a net margin of 16.5%.