PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
UMI vs. AMND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

UMI vs. AMND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USCF Midstream Energy Income Fund ETF (UMI) and ETRACS Alerian Midstream Energy High Dividend Index ETN due July 19, 2050 (AMND). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
34.58%
30.08%
UMI
AMND

Returns By Period

In the year-to-date period, UMI achieves a 52.42% return, which is significantly higher than AMND's 45.17% return.


UMI

YTD

52.42%

1M

13.80%

6M

34.58%

1Y

54.05%

5Y (annualized)

19.21%

10Y (annualized)

N/A

AMND

YTD

45.17%

1M

11.36%

6M

30.08%

1Y

46.43%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


UMIAMND
Sharpe Ratio4.203.94
Sortino Ratio5.735.59
Omega Ratio1.741.71
Calmar Ratio9.408.26
Martin Ratio34.2031.44
Ulcer Index1.60%1.50%
Daily Std Dev13.02%11.95%
Max Drawdown-48.08%-18.21%
Current Drawdown0.00%0.00%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


UMI vs. AMND - Expense Ratio Comparison

UMI has a 0.85% expense ratio, which is higher than AMND's 0.75% expense ratio.


UMI
USCF Midstream Energy Income Fund ETF
Expense ratio chart for UMI: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%
Expense ratio chart for AMND: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%

Correlation

-0.50.00.51.00.9

The correlation between UMI and AMND is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Risk-Adjusted Performance

UMI vs. AMND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for USCF Midstream Energy Income Fund ETF (UMI) and ETRACS Alerian Midstream Energy High Dividend Index ETN due July 19, 2050 (AMND). 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.


Sharpe ratio
The chart of Sharpe ratio for UMI, currently valued at 4.20, compared to the broader market0.002.004.004.203.94
The chart of Sortino ratio for UMI, currently valued at 5.73, compared to the broader market-2.000.002.004.006.008.0010.005.735.59
The chart of Omega ratio for UMI, currently valued at 1.74, compared to the broader market0.501.001.502.002.503.001.741.71
The chart of Calmar ratio for UMI, currently valued at 9.40, compared to the broader market0.005.0010.0015.009.408.26
The chart of Martin ratio for UMI, currently valued at 34.20, compared to the broader market0.0020.0040.0060.0080.00100.0034.2031.44
UMI
AMND

The current UMI Sharpe Ratio is 4.20, which is comparable to the AMND Sharpe Ratio of 3.94. The chart below compares the historical Sharpe Ratios of UMI and AMND, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio2.002.503.003.504.00JuneJulyAugustSeptemberOctoberNovember
4.20
3.94
UMI
AMND

Dividends

UMI vs. AMND - Dividend Comparison

UMI's dividend yield for the trailing twelve months is around 3.73%, less than AMND's 4.98% yield.


TTM2023202220212020201920182017
UMI
USCF Midstream Energy Income Fund ETF
3.73%4.67%4.78%3.37%2.18%2.47%2.48%0.15%
AMND
ETRACS Alerian Midstream Energy High Dividend Index ETN due July 19, 2050
4.98%6.57%6.37%7.10%2.49%0.00%0.00%0.00%

Drawdowns

UMI vs. AMND - Drawdown Comparison

The maximum UMI drawdown since its inception was -48.08%, which is greater than AMND's maximum drawdown of -18.21%. Use the drawdown chart below to compare losses from any high point for UMI and AMND. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember00
UMI
AMND

Volatility

UMI vs. AMND - Volatility Comparison

USCF Midstream Energy Income Fund ETF (UMI) has a higher volatility of 4.70% compared to ETRACS Alerian Midstream Energy High Dividend Index ETN due July 19, 2050 (AMND) at 4.03%. This indicates that UMI's price experiences larger fluctuations and is considered to be riskier than AMND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
4.70%
4.03%
UMI
AMND