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UMI vs. AMUB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

UMI vs. AMUB - 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 MLP Index ETN Class B (AMUB). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
34.57%
13.55%
UMI
AMUB

Returns By Period

In the year-to-date period, UMI achieves a 52.42% return, which is significantly higher than AMUB's 26.27% return.


UMI

YTD

52.42%

1M

13.80%

6M

34.58%

1Y

54.05%

5Y (annualized)

19.21%

10Y (annualized)

N/A

AMUB

YTD

26.27%

1M

8.01%

6M

13.55%

1Y

26.71%

5Y (annualized)

16.49%

10Y (annualized)

N/A

Key characteristics


UMIAMUB
Sharpe Ratio4.201.99
Sortino Ratio5.732.77
Omega Ratio1.741.34
Calmar Ratio9.403.27
Martin Ratio34.2010.31
Ulcer Index1.60%2.64%
Daily Std Dev13.02%13.71%
Max Drawdown-48.08%-73.04%
Current Drawdown0.00%0.00%

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UMI vs. AMUB - Expense Ratio Comparison

UMI has a 0.85% expense ratio, which is higher than AMUB's 0.80% 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 AMUB: current value at 0.80% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.80%

Correlation

-0.50.00.51.00.7

The correlation between UMI and AMUB is 0.67, 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.

Risk-Adjusted Performance

UMI vs. AMUB - 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 MLP Index ETN Class B (AMUB). 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 market0.002.004.004.201.99
The chart of Sortino ratio for UMI, currently valued at 5.73, compared to the broader market-2.000.002.004.006.008.0010.005.732.77
The chart of Omega ratio for UMI, currently valued at 1.74, compared to the broader market0.501.001.502.002.503.001.741.34
The chart of Calmar ratio for UMI, currently valued at 9.40, compared to the broader market0.005.0010.0015.009.403.27
The chart of Martin ratio for UMI, currently valued at 34.20, compared to the broader market0.0020.0040.0060.0080.00100.0034.2010.31
UMI
AMUB

The current UMI Sharpe Ratio is 4.20, which is higher than the AMUB Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of UMI and AMUB, 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 Ratio1.502.002.503.003.504.00JuneJulyAugustSeptemberOctoberNovember
4.20
1.99
UMI
AMUB

Dividends

UMI vs. AMUB - Dividend Comparison

UMI's dividend yield for the trailing twelve months is around 3.73%, less than AMUB's 5.72% yield.


TTM202320222021202020192018201720162015
UMI
USCF Midstream Energy Income Fund ETF
3.73%4.67%4.78%3.37%2.18%2.47%2.48%0.15%0.00%0.00%
AMUB
ETRACS Alerian MLP Index ETN Class B
5.72%6.54%6.35%7.34%10.94%8.36%8.48%7.01%6.61%0.00%

Drawdowns

UMI vs. AMUB - Drawdown Comparison

The maximum UMI drawdown since its inception was -48.08%, smaller than the maximum AMUB drawdown of -73.04%. Use the drawdown chart below to compare losses from any high point for UMI and AMUB. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember00
UMI
AMUB

Volatility

UMI vs. AMUB - Volatility Comparison

USCF Midstream Energy Income Fund ETF (UMI) has a higher volatility of 4.70% compared to ETRACS Alerian MLP Index ETN Class B (AMUB) at 3.79%. This indicates that UMI's price experiences larger fluctuations and is considered to be riskier than AMUB 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%7.00%JuneJulyAugustSeptemberOctoberNovember
4.70%
3.79%
UMI
AMUB