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UNM vs. AMLP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UNM vs. AMLP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Unum Group (UNM) and Alerian MLP ETF (AMLP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UNM achieves a 17.01% return, which is significantly lower than AMLP's 20.23% return. Over the past 10 years, UNM has outperformed AMLP with an annualized return of 13.70%, while AMLP has yielded a comparatively lower 6.91% annualized return.


UNM

1D
-2.53%
1M
0.10%
6M
17.11%
YTD
17.01%
1Y
30.31%
3Y*
24.14%
5Y*
31.22%
10Y*
13.70%
ALL TIME*
8.91%

AMLP

1D
-1.16%
1M
4.70%
6M
11.68%
YTD
20.23%
1Y
19.62%
3Y*
19.15%
5Y*
20.05%
10Y*
6.91%
ALL TIME*
5.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$73.87M$62.93M$74.06M
$169.55M$136.33M$126.80M

UNM vs. AMLP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UNM
Unum Group
17.01%8.56%66.31%13.72%73.56%11.87%-16.22%2.63%-45.22%27.19%
AMLP
Alerian MLP ETF
20.23%5.78%22.76%21.40%25.47%39.09%-32.26%5.99%-12.67%-7.89%

Correlation

The correlation between UNM and AMLP is 0.06, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.06

Correlation (3Y)
Balances recent behavior with more history.

0.26

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.38

Correlation (10Y)
Provides a long-term view across more market conditions.

0.42

Correlation (All Time)
Calculated using the full available price history since Aug 25, 2010

0.40

Over the past year, the correlation between UNM and AMLP has dropped to 0.06 - well below their long-term average of 0.40, suggesting their price drivers have been diverging.

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Return for Risk

UNM vs. AMLP — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

UNM
UNM Risk / Return Rank: 8181
Overall Rank
UNM Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
UNM Sortino Ratio Rank: 7878
Sortino Ratio Rank
UNM Omega Ratio Rank: 7777
Omega Ratio Rank
UNM Calmar Ratio Rank: 8383
Calmar Ratio Rank
UNM Martin Ratio Rank: 8383
Martin Ratio Rank

AMLP
AMLP Risk / Return Rank: 5555
Overall Rank
AMLP Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
AMLP Sortino Ratio Rank: 5656
Sortino Ratio Rank
AMLP Omega Ratio Rank: 5353
Omega Ratio Rank
AMLP Calmar Ratio Rank: 5959
Calmar Ratio Rank
AMLP Martin Ratio Rank: 5151
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

UNM vs. AMLP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Unum Group (UNM) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


UNMAMLPDifference
Sharpe ratioReturn per unit of total volatility

-0.25

Sortino ratioReturn per unit of downside risk

-0.23

Omega ratioGain probability vs. loss probability

1.25

1.27

-0.03

Calmar ratioReturn relative to maximum drawdown

2.64

2.39

+0.25

Martin ratioReturn relative to average drawdown

6.59

6.69

-0.10

UNM vs. AMLP - Sharpe Ratio Comparison

The current UNM Sharpe Ratio is 1.34, which is comparable to the AMLP Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of UNM and AMLP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

UNM vs. AMLP - Drawdown Comparison

The maximum UNM drawdown since its inception was -89.38%, which is greater than AMLP's maximum drawdown of -77.19%. Use the drawdown chart below to compare losses from any high point for UNM and AMLP.


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Drawdown Indicators


UNMAMLPDifference

Max Drawdown

Largest peak-to-trough decline

-89.38%

-77.19%

-12.19%

Max Drawdown (1Y)

Largest decline over 1 year

-11.55%

-8.25%

-3.30%

Max Drawdown (3Y)

Largest decline over 3 years

-17.94%

-14.27%

-3.67%

Max Drawdown (5Y)

Largest decline over 5 years

-20.95%

-20.92%

-0.03%

Max Drawdown (10Y)

Largest decline over 10 years

-81.06%

-72.62%

-8.44%

Current Drawdown

Current decline from peak

-3.37%

-1.74%

-1.63%

Average Drawdown

Average peak-to-trough decline

-32.56%

-17.25%

-15.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.61%

2.94%

+1.67%

Volatility

UNM vs. AMLP - Volatility Comparison

Unum Group (UNM) has a higher volatility of 9.51% compared to Alerian MLP ETF (AMLP) at 3.90%. This indicates that UNM'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


UNMAMLPDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.51%

3.90%

+5.61%

Volatility (6M)

Calculated over the trailing 6-month period

17.38%

9.73%

+7.65%

Volatility (1Y)

Calculated over the trailing 1-year period

22.81%

12.53%

+10.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.62%

19.34%

+10.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.47%

27.65%

+9.82%

Dividends

UNM vs. AMLP - Dividend Comparison

UNM's dividend yield for the trailing twelve months is around 2.12%, less than AMLP's 7.40% yield.


PositionTTM20252024202320222021202020192018201720162015
AMLP
Alerian MLP ETF
7.40%8.36%7.70%7.86%7.70%8.55%12.31%9.12%9.29%7.97%8.09%9.84%
UNM
Unum Group
2.12%2.27%2.15%3.07%3.07%4.76%4.97%3.74%3.34%1.57%1.75%2.10%

Frequently Asked Questions


UNM and AMLP have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UNM has higher volatility (9.51%) compared to AMLP (3.90%). In terms of maximum drawdown, UNM dropped -89.38% vs AMLP's -77.19%.

AMLP currently has the higher Sharpe Ratio (1.58 vs 1.33), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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