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AMUB vs. MLPR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AMUB vs. MLPR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS Alerian MLP Index ETN Class B (AMUB) and ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN (MLPR). The values are adjusted to include any dividend payments, if applicable.

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AMUB vs. MLPR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
AMUB
ETRACS Alerian MLP Index ETN Class B
16.54%8.70%23.05%25.39%29.89%38.64%-3.90%
MLPR
ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN
24.29%9.83%31.57%35.87%41.04%57.33%-9.51%

Returns By Period

In the year-to-date period, AMUB achieves a 16.54% return, which is significantly lower than MLPR's 24.29% return.


AMUB

1D
-1.33%
1M
1.05%
YTD
16.54%
6M
20.87%
1Y
12.97%
3Y*
23.44%
5Y*
23.20%
10Y*
10.32%

MLPR

1D
-1.21%
1M
1.32%
YTD
24.29%
6M
30.59%
1Y
15.78%
3Y*
32.28%
5Y*
32.14%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AMUB vs. MLPR - Expense Ratio Comparison

AMUB has a 0.80% expense ratio, which is lower than MLPR's 0.95% expense ratio.


Return for Risk

AMUB vs. MLPR — Risk / Return Rank

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

AMUB
AMUB Risk / Return Rank: 3333
Overall Rank
AMUB Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
AMUB Sortino Ratio Rank: 3535
Sortino Ratio Rank
AMUB Omega Ratio Rank: 3939
Omega Ratio Rank
AMUB Calmar Ratio Rank: 3030
Calmar Ratio Rank
AMUB Martin Ratio Rank: 2525
Martin Ratio Rank

MLPR
MLPR Risk / Return Rank: 3030
Overall Rank
MLPR Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
MLPR Sortino Ratio Rank: 3131
Sortino Ratio Rank
MLPR Omega Ratio Rank: 3434
Omega Ratio Rank
MLPR Calmar Ratio Rank: 2828
Calmar Ratio Rank
MLPR Martin Ratio Rank: 2323
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.

AMUB vs. MLPR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS Alerian MLP Index ETN Class B (AMUB) and ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN (MLPR). 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.


AMUBMLPRDifference

Sharpe ratio

Return per unit of total volatility

0.69

0.57

+0.12

Sortino ratio

Return per unit of downside risk

0.98

0.86

+0.11

Omega ratio

Gain probability vs. loss probability

1.15

1.13

+0.02

Calmar ratio

Return relative to maximum drawdown

0.72

0.62

+0.10

Martin ratio

Return relative to average drawdown

1.85

1.44

+0.41

AMUB vs. MLPR - Sharpe Ratio Comparison

The current AMUB Sharpe Ratio is 0.69, which is comparable to the MLPR Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of AMUB and MLPR, 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


AMUBMLPRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

0.57

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.17

1.09

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.93

-0.67

Correlation

The correlation between AMUB and MLPR is 0.96, 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

AMUB vs. MLPR - Dividend Comparison

AMUB's dividend yield for the trailing twelve months is around 5.79%, less than MLPR's 9.14% yield.


TTM20252024202320222021202020192018201720162015
AMUB
ETRACS Alerian MLP Index ETN Class B
5.79%6.54%6.02%6.54%6.35%7.34%10.94%8.36%8.48%7.00%6.61%2.25%
MLPR
ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN
9.14%10.85%9.57%10.08%7.49%10.69%4.21%0.00%0.00%0.00%0.00%0.00%

Drawdowns

AMUB vs. MLPR - Drawdown Comparison

The maximum AMUB drawdown since its inception was -73.13%, which is greater than MLPR's maximum drawdown of -48.98%. Use the drawdown chart below to compare losses from any high point for AMUB and MLPR.


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Drawdown Indicators


AMUBMLPRDifference

Max Drawdown

Largest peak-to-trough decline

-73.13%

-48.98%

-24.15%

Max Drawdown (1Y)

Largest decline over 1 year

-17.04%

-24.45%

+7.41%

Max Drawdown (5Y)

Largest decline over 5 years

-20.58%

-28.66%

+8.08%

Max Drawdown (10Y)

Largest decline over 10 years

-73.13%

Current Drawdown

Current decline from peak

-2.96%

-4.17%

+1.21%

Average Drawdown

Average peak-to-trough decline

-14.32%

-9.09%

-5.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.62%

10.53%

-3.91%

Volatility

AMUB vs. MLPR - Volatility Comparison

The current volatility for ETRACS Alerian MLP Index ETN Class B (AMUB) is 3.54%, while ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN (MLPR) has a volatility of 4.93%. This indicates that AMUB experiences smaller price fluctuations and is considered to be less risky than MLPR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMUBMLPRDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.54%

4.93%

-1.39%

Volatility (6M)

Calculated over the trailing 6-month period

8.96%

14.06%

-5.10%

Volatility (1Y)

Calculated over the trailing 1-year period

18.90%

28.04%

-9.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.01%

29.60%

-9.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.89%

34.01%

-7.12%