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XME vs. AMR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XME and AMR is 0.27, 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.

XME vs. AMR

Last updated May 27, 2025

Compare and contrast key facts about SPDR S&P Metals & Mining ETF (XME) and Alpha Metallurgical Resources, Inc. (AMR).

XME is a passively managed fund by State Street that tracks the performance of the S&P Metals & Mining Select Industry Index. It was launched on Jun 19, 2006.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XME or AMR.

Performance

XME vs. AMR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Metals & Mining ETF (XME) and Alpha Metallurgical Resources, Inc. (AMR). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

XME:

-0.14

AMR:

-1.19

Sortino Ratio

XME:

-0.15

AMR:

-2.17

Omega Ratio

XME:

0.98

AMR:

0.75

Calmar Ratio

XME:

-0.21

AMR:

-0.82

Martin Ratio

XME:

-0.59

AMR:

-1.51

Ulcer Index

XME:

12.82%

AMR:

40.95%

Daily Std Dev

XME:

30.49%

AMR:

51.89%

Max Drawdown

XME:

-85.94%

AMR:

-97.35%

Current Drawdown

XME:

-20.20%

AMR:

-73.78%

Returns By Period

In the year-to-date period, XME achieves a 5.61% return, which is significantly higher than AMR's -42.05% return.

XME

YTD

5.61%

1M

5.87%

6M

-12.90%

1Y

-4.94%

3Y*

6.00%

5Y*

25.64%

10Y*

9.81%

AMR

YTD

-42.05%

1M

-8.11%

6M

-53.38%

1Y

-62.25%

3Y*

-10.22%

5Y*

105.29%

10Y*

N/A

*Annualized

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SPDR S&P Metals & Mining ETF

Alpha Metallurgical Resources, Inc.

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

Risk-Adjusted Performance

XME vs. AMR — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XME
The Risk-Adjusted Performance Rank of XME is 1111
Overall Rank
The Sharpe Ratio Rank of XME is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of XME is 1111
Sortino Ratio Rank
The Omega Ratio Rank of XME is 1111
Omega Ratio Rank
The Calmar Ratio Rank of XME is 99
Calmar Ratio Rank
The Martin Ratio Rank of XME is 1010
Martin Ratio Rank
AMR
The Risk-Adjusted Performance Rank of AMR is 44
Overall Rank
The Sharpe Ratio Rank of AMR is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of AMR is 22
Sortino Ratio Rank
The Omega Ratio Rank of AMR is 33
Omega Ratio Rank
The Calmar Ratio Rank of AMR is 55
Calmar Ratio Rank
The Martin Ratio Rank of AMR is 66
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.

XME vs. AMR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Metals & Mining ETF (XME) and Alpha Metallurgical Resources, Inc. (AMR). 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 XME Sharpe Ratio is -0.14, which is higher than the AMR Sharpe Ratio of -1.19. The chart below compares the historical Sharpe Ratios of XME and AMR, 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

XME vs. AMR - Dividend Comparison

XME's dividend yield for the trailing twelve months is around 0.56%, while AMR has not paid dividends to shareholders.

TTM20242023202220212020201920182017201620152014
XME
SPDR S&P Metals & Mining ETF		0.56%0.65%1.00%1.64%0.70%0.99%2.43%2.23%1.15%1.02%2.61%2.21%
AMR
Alpha Metallurgical Resources, Inc.		0.00%0.00%0.57%4.23%0.00%0.00%0.00%0.00%15.15%0.00%0.00%0.00%

Drawdowns

XME vs. AMR - Drawdown Comparison

The maximum XME drawdown since its inception was -85.94%, smaller than the maximum AMR drawdown of -97.35%. Use the drawdown chart below to compare losses from any high point for XME and AMR.

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

Volatility

XME vs. AMR - Volatility Comparison

The current volatility for SPDR S&P Metals & Mining ETF (XME) is 4.98%, while Alpha Metallurgical Resources, Inc. (AMR) has a volatility of 16.22%. This indicates that XME experiences smaller price fluctuations and is considered to be less risky than AMR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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