AMLP vs XLE: returns, Sharpe ratio and drawdown

Over the past year, XLE returned +57.07% against +13.55% for AMLP. Over five years, XLE averaged +19.02% a year, compared with +8.52% for AMLP. XLE had the higher Sharpe ratio over the past year (1.98 vs 0.70), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -8.11% for AMLP and -15.59% for XLE.