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

Correlation

The correlation between USAC and AMLP is 0.52, 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.


-0.50.00.51.00.5

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.

0.00%100.00%200.00%300.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
379.89%
49.90%
USAC
AMLP

Key characteristics

Sharpe Ratio

USAC:

-0.22

AMLP:

1.59

Sortino Ratio

USAC:

-0.16

AMLP:

2.23

Omega Ratio

USAC:

0.98

AMLP:

1.27

Calmar Ratio

USAC:

-0.25

AMLP:

2.61

Martin Ratio

USAC:

-0.43

AMLP:

8.83

Ulcer Index

USAC:

12.53%

AMLP:

2.47%

Daily Std Dev

USAC:

24.69%

AMLP:

13.72%

Max Drawdown

USAC:

-78.96%

AMLP:

-77.19%

Current Drawdown

USAC:

-18.46%

AMLP:

-7.35%

Returns By Period

In the year-to-date period, USAC achieves a 3.01% return, which is significantly lower than AMLP's 21.21% return. Over the past 10 years, USAC has outperformed AMLP with an annualized return of 16.12%, while AMLP has yielded a comparatively lower 2.39% annualized return.


USAC

YTD

3.01%

1M

-9.69%

6M

-5.50%

1Y

-2.37%

5Y*

18.14%

10Y*

16.12%

AMLP

YTD

21.21%

1M

-1.94%

6M

5.92%

1Y

20.95%

5Y*

11.46%

10Y*

2.39%

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for USAC, currently valued at -0.22, compared to the broader market-4.00-2.000.002.00-0.221.59
The chart of Sortino ratio for USAC, currently valued at -0.16, compared to the broader market-4.00-2.000.002.004.00-0.162.23
The chart of Omega ratio for USAC, currently valued at 0.98, compared to the broader market0.501.001.502.000.981.27
The chart of Calmar ratio for USAC, currently valued at -0.25, compared to the broader market0.002.004.006.00-0.252.61
The chart of Martin ratio for USAC, currently valued at -0.43, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.438.83
USAC
AMLP

The current USAC Sharpe Ratio is -0.22, which is lower than the AMLP Sharpe Ratio of 1.59. 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
-0.22
1.59
USAC
AMLP

Dividends

USAC vs. AMLP - Dividend Comparison

USAC's dividend yield for the trailing twelve months is around 9.75%, more than AMLP's 7.80% yield.


TTM20232022202120202019201820172016201520142013
USAC
USA Compression Partners, LP
9.75%9.20%10.75%12.03%15.44%11.58%16.18%12.70%12.14%18.06%11.90%4.66%
AMLP
Alerian MLP ETF
7.80%7.86%7.70%8.55%12.31%9.12%9.30%7.97%8.09%9.84%6.45%6.00%

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. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-18.46%
-7.35%
USAC
AMLP

Volatility

USAC vs. AMLP - Volatility Comparison

USA Compression Partners, LP (USAC) has a higher volatility of 5.94% compared to Alerian MLP ETF (AMLP) at 5.45%. 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.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.94%
5.45%
USAC
AMLP
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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