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USAC vs. AMLP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between USAC and AMLP is 0.32, 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.


Performance

USAC vs. AMLP - Performance Comparison

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

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Key characteristics

Sharpe Ratio

USAC:

0.51

AMLP:

0.81

Sortino Ratio

USAC:

0.93

AMLP:

1.12

Omega Ratio

USAC:

1.12

AMLP:

1.15

Calmar Ratio

USAC:

0.66

AMLP:

1.01

Martin Ratio

USAC:

1.98

AMLP:

3.50

Ulcer Index

USAC:

8.16%

AMLP:

4.11%

Daily Std Dev

USAC:

31.59%

AMLP:

18.52%

Max Drawdown

USAC:

-78.96%

AMLP:

-77.19%

Current Drawdown

USAC:

-11.25%

AMLP:

-6.79%

Returns By Period

In the year-to-date period, USAC achieves a 12.39% return, which is significantly higher than AMLP's 3.68% return. Over the past 10 years, USAC has outperformed AMLP with an annualized return of 15.01%, while AMLP has yielded a comparatively lower 3.12% annualized return.


USAC

YTD

12.39%

1M

1.64%

6M

10.66%

1Y

16.07%

3Y*

22.93%

5Y*

29.90%

10Y*

15.01%

AMLP

YTD

3.68%

1M

-0.42%

6M

-0.75%

1Y

14.88%

3Y*

14.82%

5Y*

22.32%

10Y*

3.12%

*Annualized

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USA Compression Partners, LP

Alerian MLP ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

USAC vs. AMLP — Risk-Adjusted Performance Rank

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

USAC
The Risk-Adjusted Performance Rank of USAC is 6969
Overall Rank
The Sharpe Ratio Rank of USAC is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of USAC is 6363
Sortino Ratio Rank
The Omega Ratio Rank of USAC is 6363
Omega Ratio Rank
The Calmar Ratio Rank of USAC is 7676
Calmar Ratio Rank
The Martin Ratio Rank of USAC is 7272
Martin Ratio Rank

AMLP
The Risk-Adjusted Performance Rank of AMLP is 7171
Overall Rank
The Sharpe Ratio Rank of AMLP is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of AMLP is 6565
Sortino Ratio Rank
The Omega Ratio Rank of AMLP is 6363
Omega Ratio Rank
The Calmar Ratio Rank of AMLP is 8080
Calmar Ratio Rank
The Martin Ratio Rank of AMLP is 7575
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.

USAC vs. AMLP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for USA Compression Partners, LP (USAC) 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.


The current USAC Sharpe Ratio is 0.51, which is lower than the AMLP Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of USAC and AMLP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

USAC vs. AMLP - Dividend Comparison

USAC's dividend yield for the trailing twelve months is around 8.26%, more than AMLP's 7.99% yield.


TTM20242023202220212020201920182017201620152014
USAC
USA Compression Partners, LP
8.26%8.91%9.20%10.75%12.03%15.44%11.58%16.18%12.70%12.14%18.06%11.90%
AMLP
Alerian MLP ETF
7.99%7.70%7.86%7.70%8.55%12.31%9.12%9.30%7.97%8.09%9.84%6.45%

Drawdowns

USAC vs. AMLP - Drawdown Comparison

The maximum USAC drawdown since its inception was -78.96%, roughly equal to the maximum AMLP drawdown of -77.19%. Use the drawdown chart below to compare losses from any high point for USAC and AMLP.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

USAC vs. AMLP - Volatility Comparison

USA Compression Partners, LP (USAC) has a higher volatility of 9.06% compared to Alerian MLP ETF (AMLP) at 5.01%. This indicates that USAC'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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