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AMJB vs. ATMP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AMJB vs. ATMP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alerian MLP Index ETN (AMJB) and Barclays ETN+ Select MLP ETN (ATMP). The values are adjusted to include any dividend payments, if applicable.

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AMJB vs. ATMP - Yearly Performance Comparison


2026 (YTD)20252024
AMJB
Alerian MLP Index ETN
15.58%7.91%17.90%
ATMP
Barclays ETN+ Select MLP ETN
19.13%6.99%35.70%

Returns By Period

In the year-to-date period, AMJB achieves a 15.58% return, which is significantly lower than ATMP's 19.13% return.


AMJB

1D
-1.45%
1M
-1.90%
YTD
15.58%
6M
19.80%
1Y
10.64%
3Y*
5Y*
10Y*

ATMP

1D
-1.55%
1M
-0.68%
YTD
19.13%
6M
21.03%
1Y
15.41%
3Y*
28.36%
5Y*
26.24%
10Y*
13.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AMJB vs. ATMP - Expense Ratio Comparison

AMJB has a 0.85% expense ratio, which is lower than ATMP's 0.95% expense ratio.


Return for Risk

AMJB vs. ATMP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AMJB
AMJB Risk / Return Rank: 2626
Overall Rank
AMJB Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
AMJB Sortino Ratio Rank: 2626
Sortino Ratio Rank
AMJB Omega Ratio Rank: 2727
Omega Ratio Rank
AMJB Calmar Ratio Rank: 2727
Calmar Ratio Rank
AMJB Martin Ratio Rank: 2424
Martin Ratio Rank

ATMP
ATMP Risk / Return Rank: 3939
Overall Rank
ATMP Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
ATMP Sortino Ratio Rank: 3838
Sortino Ratio Rank
ATMP Omega Ratio Rank: 4242
Omega Ratio Rank
ATMP Calmar Ratio Rank: 4040
Calmar Ratio Rank
ATMP Martin Ratio Rank: 3131
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AMJB vs. ATMP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alerian MLP Index ETN (AMJB) and Barclays ETN+ Select MLP ETN (ATMP). 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.


AMJBATMPDifference

Sharpe ratio

Return per unit of total volatility

0.53

0.84

-0.31

Sortino ratio

Return per unit of downside risk

0.82

1.15

-0.33

Omega ratio

Gain probability vs. loss probability

1.12

1.18

-0.06

Calmar ratio

Return relative to maximum drawdown

0.69

1.08

-0.39

Martin ratio

Return relative to average drawdown

1.83

2.82

-0.99

AMJB vs. ATMP - Sharpe Ratio Comparison

The current AMJB Sharpe Ratio is 0.53, which is lower than the ATMP Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of AMJB and ATMP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AMJBATMPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.53

0.84

-0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

1.10

0.30

+0.80

Correlation

The correlation between AMJB and ATMP is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

AMJB vs. ATMP - Dividend Comparison

AMJB's dividend yield for the trailing twelve months is around 5.79%, more than ATMP's 4.58% yield.


TTM20252024202320222021202020192018201720162015
AMJB
Alerian MLP Index ETN
5.79%6.52%5.99%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ATMP
Barclays ETN+ Select MLP ETN
4.58%5.14%4.72%5.62%5.50%5.89%8.71%6.86%6.51%5.56%5.47%6.30%

Drawdowns

AMJB vs. ATMP - Drawdown Comparison

The maximum AMJB drawdown since its inception was -16.98%, smaller than the maximum ATMP drawdown of -73.72%. Use the drawdown chart below to compare losses from any high point for AMJB and ATMP.


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Drawdown Indicators


AMJBATMPDifference

Max Drawdown

Largest peak-to-trough decline

-16.98%

-73.72%

+56.74%

Max Drawdown (1Y)

Largest decline over 1 year

-16.98%

-15.11%

-1.87%

Max Drawdown (5Y)

Largest decline over 5 years

-22.98%

Max Drawdown (10Y)

Largest decline over 10 years

-70.30%

Current Drawdown

Current decline from peak

-4.41%

-3.92%

-0.49%

Average Drawdown

Average peak-to-trough decline

-3.71%

-17.50%

+13.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.39%

5.81%

+0.58%

Volatility

AMJB vs. ATMP - Volatility Comparison

The current volatility for Alerian MLP Index ETN (AMJB) is 3.85%, while Barclays ETN+ Select MLP ETN (ATMP) has a volatility of 4.26%. This indicates that AMJB experiences smaller price fluctuations and is considered to be less risky than ATMP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMJBATMPDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.85%

4.26%

-0.41%

Volatility (6M)

Calculated over the trailing 6-month period

10.35%

9.58%

+0.77%

Volatility (1Y)

Calculated over the trailing 1-year period

20.16%

18.47%

+1.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.76%

22.07%

-4.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.76%

27.57%

-9.81%