XME vs. AMR
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.
Key characteristics
| XME | AMR | |
|---|---|---|
| YTD Return | 12.37% | -30.23% |
| 1Y Return | 36.60% | 4.19% |
| 3Y Return (Ann) | 13.63% | 67.72% |
| 5Y Return (Ann) | 21.62% | 93.08% |
| Sharpe Ratio | 1.40 | 0.11 |
| Sortino Ratio | 1.99 | 0.55 |
| Omega Ratio | 1.25 | 1.07 |
| Calmar Ratio | 1.05 | 0.11 |
| Martin Ratio | 5.61 | 0.19 |
| Ulcer Index | 6.50% | 32.74% |
| Daily Std Dev | 26.13% | 55.74% |
| Max Drawdown | -85.94% | -97.35% |
| Current Drawdown | -11.06% | -46.53% |
Correlation
The correlation between XME and AMR is 0.48, 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
XME vs. AMR - Performance Comparison
In the year-to-date period, XME achieves a 12.37% return, which is significantly higher than AMR's -30.23% 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
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.
Dividends
XME vs. AMR - Dividend Comparison
XME's dividend yield for the trailing twelve months is around 0.60%, more than AMR's 0.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XME SPDR S&P Metals & Mining ETF | 0.60% | 1.00% | 1.64% | 0.70% | 0.99% | 2.43% | 2.23% | 1.15% | 1.02% | 2.61% | 2.21% | 1.32% |
AMR Alpha Metallurgical Resources, Inc. | 0.21% | 0.57% | 4.23% | 0.00% | 0.00% | 0.00% | 0.00% | 15.15% | 0.00% | 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. For additional features, visit the drawdowns tool.
Volatility
XME vs. AMR - Volatility Comparison
The current volatility for SPDR S&P Metals & Mining ETF (XME) is 9.94%, while Alpha Metallurgical Resources, Inc. (AMR) has a volatility of 14.08%. 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.