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XP vs. ARLP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between XP and ARLP is 0.22, 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.


-0.50.00.51.00.2

Performance

XP vs. ARLP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in XP Inc. (XP) and Alliance Resource Partners, L.P. (ARLP). The values are adjusted to include any dividend payments, if applicable.

-100.00%0.00%100.00%200.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
-62.63%
289.56%
XP
ARLP

Key characteristics

Sharpe Ratio

XP:

-1.34

ARLP:

1.98

Sortino Ratio

XP:

-2.04

ARLP:

2.51

Omega Ratio

XP:

0.73

ARLP:

1.35

Calmar Ratio

XP:

-0.70

ARLP:

2.54

Martin Ratio

XP:

-1.87

ARLP:

9.18

Ulcer Index

XP:

28.31%

ARLP:

5.18%

Daily Std Dev

XP:

39.69%

ARLP:

24.06%

Max Drawdown

XP:

-79.19%

ARLP:

-90.52%

Current Drawdown

XP:

-74.84%

ARLP:

-10.13%

Fundamentals

Market Cap

XP:

$6.98B

ARLP:

$3.33B

EPS

XP:

$1.29

ARLP:

$3.52

PE Ratio

XP:

10.07

ARLP:

7.40

Total Revenue (TTM)

XP:

$14.40B

ARLP:

$2.48B

Gross Profit (TTM)

XP:

$6.44B

ARLP:

$576.84M

EBITDA (TTM)

XP:

$6.09B

ARLP:

$780.57M

Returns By Period

In the year-to-date period, XP achieves a -53.28% return, which is significantly lower than ARLP's 36.66% return.


XP

YTD

-53.28%

1M

-21.52%

6M

-30.91%

1Y

-53.44%

5Y*

-20.02%

10Y*

N/A

ARLP

YTD

36.66%

1M

-7.16%

6M

14.13%

1Y

47.01%

5Y*

29.18%

10Y*

4.82%

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Risk-Adjusted Performance

XP vs. ARLP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for XP Inc. (XP) and Alliance Resource Partners, L.P. (ARLP). 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 XP, currently valued at -1.34, compared to the broader market-4.00-2.000.002.00-1.341.98
The chart of Sortino ratio for XP, currently valued at -2.04, compared to the broader market-4.00-2.000.002.004.00-2.042.51
The chart of Omega ratio for XP, currently valued at 0.73, compared to the broader market0.501.001.502.000.731.35
The chart of Calmar ratio for XP, currently valued at -0.70, compared to the broader market0.002.004.006.00-0.702.54
The chart of Martin ratio for XP, currently valued at -1.87, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.879.18
XP
ARLP

The current XP Sharpe Ratio is -1.34, which is lower than the ARLP Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of XP and ARLP, 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-1.34
1.98
XP
ARLP

Dividends

XP vs. ARLP - Dividend Comparison

XP has not paid dividends to shareholders, while ARLP's dividend yield for the trailing twelve months is around 10.90%.


TTM20232022202120202019201820172016201520142013
XP
XP Inc.
0.00%5.02%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ARLP
Alliance Resource Partners, L.P.
10.90%13.22%7.38%3.16%8.93%19.82%11.94%9.55%8.86%19.74%5.75%5.93%

Drawdowns

XP vs. ARLP - Drawdown Comparison

The maximum XP drawdown since its inception was -79.19%, smaller than the maximum ARLP drawdown of -90.52%. Use the drawdown chart below to compare losses from any high point for XP and ARLP. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-74.84%
-10.13%
XP
ARLP

Volatility

XP vs. ARLP - Volatility Comparison

XP Inc. (XP) has a higher volatility of 15.89% compared to Alliance Resource Partners, L.P. (ARLP) at 6.92%. This indicates that XP's price experiences larger fluctuations and is considered to be riskier than ARLP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
15.89%
6.92%
XP
ARLP

Financials

XP vs. ARLP - Financials Comparison

This section allows you to compare key financial metrics between XP Inc. and Alliance Resource Partners, L.P.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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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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