USAC vs. AMLP
Compare and contrast key facts about USA Compression Partners, LP (USAC) and Alerian MLP ETF (AMLP).
AMLP is a passively managed fund by SS&C that tracks the performance of the Alerian MLP Infrastructure Index. It was launched on Aug 23, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: USAC or AMLP.
Key characteristics
| USAC | AMLP | |
|---|---|---|
| YTD Return | 10.23% | 20.38% |
| 1Y Return | -2.94% | 24.11% |
| 3Y Return (Ann) | 24.84% | 19.72% |
| 5Y Return (Ann) | 19.46% | 12.49% |
| 10Y Return (Ann) | 13.43% | 1.86% |
| Sharpe Ratio | -0.12 | 1.76 |
| Sortino Ratio | 0.00 | 2.47 |
| Omega Ratio | 1.00 | 1.31 |
| Calmar Ratio | -0.14 | 3.29 |
| Martin Ratio | -0.26 | 9.30 |
| Ulcer Index | 12.32% | 2.57% |
| Daily Std Dev | 25.56% | 13.59% |
| Max Drawdown | -78.96% | -77.19% |
| Current Drawdown | -12.74% | -0.41% |
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.
Performance
USAC vs. AMLP - Performance Comparison
In the year-to-date period, USAC achieves a 10.23% return, which is significantly lower than AMLP's 20.38% return. Over the past 10 years, USAC has outperformed AMLP with an annualized return of 13.43%, while AMLP has yielded a comparatively lower 1.86% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Dividends
USAC vs. AMLP - Dividend Comparison
USAC's dividend yield for the trailing twelve months is around 9.11%, more than AMLP's 5.73% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
USAC USA Compression Partners, LP | 9.11% | 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 | 5.73% | 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.
Volatility
USAC vs. AMLP - Volatility Comparison
USA Compression Partners, LP (USAC) has a higher volatility of 7.05% compared to Alerian MLP ETF (AMLP) at 3.15%. 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.