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

Correlation

The correlation between UMI and EMLP is 0.49, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

UMI vs. EMLP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USCF Midstream Energy Income Fund ETF (UMI) and First Trust North American Energy Infrastructure Fund (EMLP). The values are adjusted to include any dividend payments, if applicable.

80.00%100.00%120.00%140.00%160.00%180.00%NovemberDecember2025FebruaryMarchApril
148.61%
98.59%
UMI
EMLP

Key characteristics

Sharpe Ratio

UMI:

1.42

EMLP:

1.77

Sortino Ratio

UMI:

1.80

EMLP:

2.27

Omega Ratio

UMI:

1.28

EMLP:

1.34

Calmar Ratio

UMI:

1.69

EMLP:

2.44

Martin Ratio

UMI:

6.24

EMLP:

9.11

Ulcer Index

UMI:

4.62%

EMLP:

3.08%

Daily Std Dev

UMI:

20.28%

EMLP:

15.87%

Max Drawdown

UMI:

-48.08%

EMLP:

-43.61%

Current Drawdown

UMI:

-8.56%

EMLP:

-3.94%

Returns By Period

In the year-to-date period, UMI achieves a 1.02% return, which is significantly lower than EMLP's 3.15% return.


UMI

YTD

1.02%

1M

-5.08%

6M

8.22%

1Y

27.45%

5Y*

27.61%

10Y*

N/A

EMLP

YTD

3.15%

1M

-2.22%

6M

8.63%

1Y

26.95%

5Y*

17.48%

10Y*

6.89%

*Annualized

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UMI vs. EMLP - Expense Ratio Comparison

UMI has a 0.85% expense ratio, which is lower than EMLP's 0.96% expense ratio.


Expense ratio chart for EMLP: current value is 0.96%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EMLP: 0.96%
Expense ratio chart for UMI: current value is 0.85%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
UMI: 0.85%

Risk-Adjusted Performance

UMI vs. EMLP — Risk-Adjusted Performance Rank

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

UMI
The Risk-Adjusted Performance Rank of UMI is 8888
Overall Rank
The Sharpe Ratio Rank of UMI is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of UMI is 8686
Sortino Ratio Rank
The Omega Ratio Rank of UMI is 8888
Omega Ratio Rank
The Calmar Ratio Rank of UMI is 9191
Calmar Ratio Rank
The Martin Ratio Rank of UMI is 8787
Martin Ratio Rank

EMLP
The Risk-Adjusted Performance Rank of EMLP is 9292
Overall Rank
The Sharpe Ratio Rank of EMLP is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of EMLP is 9191
Sortino Ratio Rank
The Omega Ratio Rank of EMLP is 9292
Omega Ratio Rank
The Calmar Ratio Rank of EMLP is 9595
Calmar Ratio Rank
The Martin Ratio Rank of EMLP is 9292
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.

UMI vs. EMLP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for USCF Midstream Energy Income Fund ETF (UMI) and First Trust North American Energy Infrastructure Fund (EMLP). 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 chart of Sharpe ratio for UMI, currently valued at 1.42, compared to the broader market-1.000.001.002.003.004.00
UMI: 1.42
EMLP: 1.77
The chart of Sortino ratio for UMI, currently valued at 1.80, compared to the broader market-2.000.002.004.006.008.00
UMI: 1.80
EMLP: 2.27
The chart of Omega ratio for UMI, currently valued at 1.28, compared to the broader market0.501.001.502.002.50
UMI: 1.28
EMLP: 1.34
The chart of Calmar ratio for UMI, currently valued at 1.69, compared to the broader market0.002.004.006.008.0010.0012.00
UMI: 1.69
EMLP: 2.44
The chart of Martin ratio for UMI, currently valued at 6.24, compared to the broader market0.0020.0040.0060.00
UMI: 6.24
EMLP: 9.11

The current UMI Sharpe Ratio is 1.42, which is comparable to the EMLP Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of UMI and EMLP, 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 Ratio1.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.42
1.77
UMI
EMLP

Dividends

UMI vs. EMLP - Dividend Comparison

UMI's dividend yield for the trailing twelve months is around 4.00%, more than EMLP's 3.22% yield.


TTM20242023202220212020201920182017201620152014
UMI
USCF Midstream Energy Income Fund ETF
4.00%4.39%4.67%4.78%3.37%2.18%2.47%2.48%0.15%0.00%0.00%0.00%
EMLP
First Trust North American Energy Infrastructure Fund
3.22%3.20%3.92%3.15%3.29%4.70%3.71%4.71%3.80%3.62%4.63%3.08%

Drawdowns

UMI vs. EMLP - Drawdown Comparison

The maximum UMI drawdown since its inception was -48.08%, which is greater than EMLP's maximum drawdown of -43.61%. Use the drawdown chart below to compare losses from any high point for UMI and EMLP. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.56%
-3.94%
UMI
EMLP

Volatility

UMI vs. EMLP - Volatility Comparison

USCF Midstream Energy Income Fund ETF (UMI) has a higher volatility of 13.03% compared to First Trust North American Energy Infrastructure Fund (EMLP) at 10.10%. This indicates that UMI's price experiences larger fluctuations and is considered to be riskier than EMLP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.03%
10.10%
UMI
EMLP