Alerian Energy Infrastructure ETF

10-Year Study

ENFR.US · · US · ETF

Executive Summary: Alerian Energy Infrastructure ETF has compounded at 11.7% annually over the last 10 years, with a maximum drawdown of 51.8% and an annualized volatility of 19.1%.

1Y CAGR
+23.6%
3Y CAGR
+28.4%
5Y CAGR
+20.3%
10Y CAGR
+11.7%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
51.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.48
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.55
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
25.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +42.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -24.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20267.69.84.0-4.0————————18.0%
20253.21.81.2-5.72.62.9-0.31.11.0-6.86.1-0.65.9%
20240.34.17.1-0.63.62.93.04.00.63.914.0-5.942.2%
20235.4-4.0-0.82.5-3.87.34.3-0.3-0.9-0.87.3-0.715.6%
20227.84.87.1-2.56.7-13.411.1-0.1-10.812.04.2-6.917.5%
20215.27.36.66.16.54.5-4.0-1.75.05.5-7.61.940.0%
2020-3.9-11.2-41.234.36.4-3.0-0.83.0-11.70.419.31.2-24.1%
201915.91.83.6-0.8-2.53.1-1.8-3.02.6-4.1-1.68.121.6%
20180.5-10.3-3.65.14.42.53.4-1.5-1.6-7.2-0.8-9.8-18.6%
20171.30.70.5-2.0-3.61.53.0-3.53.1-3.5-1.84.4-0.2%
2016———10.12.05.20.62.66.1-4.84.33.933.5%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 19.1%. The dominant macroeconomic risk driver is VTV.US, accounting for 20.7% of variance. Idiosyncratic stock-specific factors contribute 28.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111011.54819415689
2016-05-0111230.273752012883
2016-06-0111817.621348056131
2016-07-0111889.94708994709
2016-08-0112199.585921325051
2016-09-0112942.995169082125
2016-10-0112320.128824476651
2016-11-0112855.302507476421
2016-12-0113353.117092247527
2017-01-0113532.459167241777
2017-02-0113633.21831147918
2017-03-0113700.207039337476
2017-04-0113428.019323671499
2017-05-0112944.835518748563
2017-06-0113143.961352657005
2017-07-0113537.060041407867
2017-08-0113058.569128134346
2017-09-0113463.170002300438
2017-10-0112993.052680009203
2017-11-0112759.512307338395
2017-12-0113324.223602484473
2018-01-0113390.660225442834
2018-02-0112008.281573498967
2018-03-0111578.927996319298
2018-04-0112163.975155279504
2018-05-0112702.461467678859
2018-06-0113015.965033356339
2018-07-0113463.354037267081
2018-08-0113265.700483091787
2018-09-0113052.21992178514
2018-10-0112109.50080515298
2018-11-0112012.05429031516
2018-12-0110839.383482861744
2019-01-0112566.18357487923
2019-02-0112794.110881067401
2019-03-0113249.321371060501
2019-04-0113144.973544973544
2019-05-0112815.274902231424
2019-06-0113214.354727398206
2019-07-0112972.992868645044
2019-08-0112580.262249827467
2019-09-0112912.99746951921
2019-10-0112385.92132505176
2019-11-0112188.543823326432
2019-12-0113180.584311019094
2020-01-0112663.722107200369
2020-02-0111241.683919944791
2020-03-016604.830917874397
2020-04-018868.645042558086
2020-05-019432.344145387624
2020-06-019147.826086956522
2020-07-019073.107890499195
2020-08-019345.295606165173
2020-09-018248.263170002301
2020-10-018281.665516448125
2020-11-019882.217621348056
2020-12-019998.619737750172
2021-01-0110517.230273752015
2021-02-0111285.944329422591
2021-03-0112035.794801012195
2021-04-0112764.665286404417
2021-05-0113598.987807683461
2021-06-0114213.48056130665
2021-07-0113644.35242696112
2021-08-0113414.400736139867
2021-09-0114079.779158040026
2021-10-0114859.627329192548
2021-11-0113730.940878766965
2021-12-0113995.39912583391
2022-01-0115088.382792730621
2022-02-0115816.14906832298
2022-03-0116935.26570048309
2022-04-0116517.50632620198
2022-05-0117630.45778697953
2022-06-0115275.178283873938
2022-07-0116971.612606395214
2022-08-0116954.497354497355
2022-09-0115129.514607775478
2022-10-0116939.22245226593
2022-11-0117654.474350126526
2022-12-0116442.236024844722
2023-01-0117335.909822866346
2023-02-0116640.62571888659
2023-03-0116500.48309178744
2023-04-0116908.672647803083
2023-05-0116271.819645732689
2023-06-0117455.80860363469
2023-07-0118207.86749482402
2023-08-0118152.84103979756
2023-09-0117982.42466068553
2023-10-0117840.441683919948
2023-11-0119150.6786289395
2023-12-0119012.376351506784
2024-01-0119061.789740050608
2024-02-0119849.919484702095
2024-03-0121256.406717276284
2024-04-0121125.833908442604
2024-05-0121882.953761214634
2024-06-0122509.868875086268
2024-07-0123187.577639751555
2024-08-0124113.917644352427
2024-09-0124259.857372900853
2024-10-0125212.330342765126
2024-11-0128732.09109730849
2024-12-0127029.491603404647
2025-01-0127888.474810213942
2025-02-0128398.159650333564
2025-03-0128749.114331723023
2025-04-0127108.5346215781
2025-05-0127806.39521509087
2025-06-0128623.234414538765
2025-07-0128525.6038647343
2025-08-0128831.193926846103
2025-09-0129127.766275592363
2025-10-0127150.58661145618
2025-11-0128806.90131124914
2025-12-0128620.381872555787
2026-01-0130790.43018173453
2026-02-0133798.02162410858
2026-03-0135159.88037727168
2026-04-0133761.21463077985
Annual Return Matrix
YearAnnual Return
2017-0.0021638011232471
2018-0.1864904247898841
20190.2159902204640185
2020-0.24141301312482544
20210.39973311246088716
20220.1748315197738255
20230.1563133093807012
20240.42167875828223234
20250.058857572776202405
20260.1796213894390286
Total Factor Risk
0.19102920619304894
VTI.US Exposure
0.1343039006316166
VEA.US Exposure
-0.0031191571107596046
VWO.US Exposure
0.0022432996574801847
QQQ.US Exposure
-0.03806890847370911
VTV.US Exposure
0.2070203001949436
IJR.US Exposure
-0.0004766160065905966
QUAL.US Exposure
-0.01816811746907335
SHV.US Exposure
0.0010183493425933202
TLT.US Exposure
0.050624807180989814
LQD.US Exposure
0.17210486913779705
HYG.US Exposure
-0.01661496323473774
GLD.US Exposure
0.0001901308713608485
USO.US Exposure
0.12220365707818343
VNQ.US Exposure
0.044447137697398297
BTC-USD.CC Exposure
0.021003584644993776
CPER.US Exposure
0.023029692382323056
VIX.INDX Exposure
-0.015335773526030053
UUP.US Exposure
0.004009558533618594
TIP.US Exposure
0.027086296578506183
Idiosyncratic Exposure
0.2824979518890959
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
19.1%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$361
Avg Yield on Cost
3.61%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$361.053.61%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-0.7%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+13.2%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
6.1% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.61
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Alerian Energy Infrastructure ETF a high-risk investment?

Alerian Energy Infrastructure ETF (ENFR.US) has an annualized volatility of 19.1% and experienced a maximum drawdown of 51.8% over the last 10 years. Its primary macro risk driver is VTV.US.

What is the 10-year return of ENFR.US?

Over the past 10 years, ENFR.US has generated a Compound Annual Growth Rate (CAGR) of 11.7%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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