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ATMP vs. DGRO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ATMP and DGRO is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

ATMP vs. DGRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Barclays ETN+ Select MLP ETN (ATMP) and iShares Core Dividend Growth ETF (DGRO). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
94.40%
218.85%
ATMP
DGRO

Key characteristics

Sharpe Ratio

ATMP:

2.68

DGRO:

1.91

Sortino Ratio

ATMP:

3.57

DGRO:

2.69

Omega Ratio

ATMP:

1.47

DGRO:

1.35

Calmar Ratio

ATMP:

3.96

DGRO:

3.15

Martin Ratio

ATMP:

17.72

DGRO:

11.43

Ulcer Index

ATMP:

2.15%

DGRO:

1.63%

Daily Std Dev

ATMP:

14.21%

DGRO:

9.75%

Max Drawdown

ATMP:

-72.93%

DGRO:

-35.10%

Current Drawdown

ATMP:

-7.92%

DGRO:

-4.91%

Returns By Period

In the year-to-date period, ATMP achieves a 36.77% return, which is significantly higher than DGRO's 16.70% return. Over the past 10 years, ATMP has underperformed DGRO with an annualized return of 6.33%, while DGRO has yielded a comparatively higher 11.26% annualized return.


ATMP

YTD

36.77%

1M

-3.33%

6M

16.92%

1Y

37.62%

5Y*

18.80%

10Y*

6.33%

DGRO

YTD

16.70%

1M

-2.05%

6M

7.52%

1Y

17.72%

5Y*

10.51%

10Y*

11.26%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ATMP vs. DGRO - Expense Ratio Comparison

ATMP has a 0.95% expense ratio, which is higher than DGRO's 0.08% expense ratio.


ATMP
Barclays ETN+ Select MLP ETN
Expense ratio chart for ATMP: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
Expense ratio chart for DGRO: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

ATMP vs. DGRO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Barclays ETN+ Select MLP ETN (ATMP) and iShares Core Dividend Growth ETF (DGRO). 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.


Sharpe ratio
The chart of Sharpe ratio for ATMP, currently valued at 2.68, compared to the broader market0.002.004.002.681.91
The chart of Sortino ratio for ATMP, currently valued at 3.57, compared to the broader market-2.000.002.004.006.008.0010.003.572.69
The chart of Omega ratio for ATMP, currently valued at 1.47, compared to the broader market0.501.001.502.002.503.001.471.35
The chart of Calmar ratio for ATMP, currently valued at 3.96, compared to the broader market0.005.0010.0015.003.963.15
The chart of Martin ratio for ATMP, currently valued at 17.72, compared to the broader market0.0020.0040.0060.0080.00100.0017.7211.43
ATMP
DGRO

The current ATMP Sharpe Ratio is 2.68, which is higher than the DGRO Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of ATMP and DGRO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.68
1.91
ATMP
DGRO

Dividends

ATMP vs. DGRO - Dividend Comparison

ATMP's dividend yield for the trailing twelve months is around 4.79%, more than DGRO's 2.26% yield.


TTM20232022202120202019201820172016201520142013
ATMP
Barclays ETN+ Select MLP ETN
4.79%5.62%5.50%8.75%14.62%8.48%6.51%5.56%5.47%8.02%3.56%2.89%
DGRO
iShares Core Dividend Growth ETF
2.26%2.45%2.34%1.93%2.30%2.21%2.44%2.03%2.27%2.52%0.97%0.00%

Drawdowns

ATMP vs. DGRO - Drawdown Comparison

The maximum ATMP drawdown since its inception was -72.93%, which is greater than DGRO's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for ATMP and DGRO. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.92%
-4.91%
ATMP
DGRO

Volatility

ATMP vs. DGRO - Volatility Comparison

Barclays ETN+ Select MLP ETN (ATMP) has a higher volatility of 6.49% compared to iShares Core Dividend Growth ETF (DGRO) at 3.52%. This indicates that ATMP's price experiences larger fluctuations and is considered to be riskier than DGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
6.49%
3.52%
ATMP
DGRO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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