AMLP vs XOP: returns, Sharpe ratio and drawdown

Over the past year, XOP returned +59.96% against +13.55% for AMLP. Over five years, XOP averaged +13.60% a year, compared with +8.52% for AMLP. XOP had the higher Sharpe ratio over the past year (1.64 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 -18.68% for XOP.