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ATMP vs. ENVA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ATMP vs. ENVA - Performance Comparison

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

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Returns By Period

The year-to-date returns for both stocks are quite close, with ATMP having a 20.60% return and ENVA slightly lower at 20.44%. Over the past 10 years, ATMP has underperformed ENVA with an annualized return of 5.20%, while ENVA has yielded a comparatively higher 38.77% annualized return.


ATMP

1D
0.46%
1M
-3.30%
YTD
20.60%
6M
20.43%
1Y
18.09%
3Y*
21.55%
5Y*
15.05%
10Y*
5.20%

ENVA

1D
-0.14%
1M
13.51%
YTD
20.44%
6M
16.35%
1Y
102.88%
3Y*
53.36%
5Y*
39.68%
10Y*
38.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ATMP vs. ENVA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ATMP
Barclays ETN+ Select MLP ETN
20.60%1.73%31.66%14.51%20.71%33.06%-34.39%0.39%-14.55%-11.89%
ENVA
Enova International, Inc.
20.44%63.95%73.19%44.28%-6.32%65.36%2.95%23.64%28.03%21.12%

Correlation

The correlation between ATMP and ENVA is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.02

Correlation (3Y)
Calculated over the trailing 3-year period

0.27

Correlation (5Y)
Calculated over the trailing 5-year period

0.35

Correlation (10Y)
Calculated over the trailing 10-year period

0.34

Correlation (All Time)
Calculated using the full available price history since Nov 13, 2014

0.34

The correlation between ATMP and ENVA shifts across timeframes, from -0.02 (1 year) to 0.35 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

ATMP vs. ENVA — Risk / Return Rank

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

ATMP
ATMP Risk / Return Rank: 4444
Overall Rank
ATMP Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
ATMP Sortino Ratio Rank: 4141
Sortino Ratio Rank
ATMP Omega Ratio Rank: 3838
Omega Ratio Rank
ATMP Calmar Ratio Rank: 5858
Calmar Ratio Rank
ATMP Martin Ratio Rank: 4141
Martin Ratio Rank

ENVA
ENVA Risk / Return Rank: 9191
Overall Rank
ENVA Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
ENVA Sortino Ratio Rank: 9191
Sortino Ratio Rank
ENVA Omega Ratio Rank: 9090
Omega Ratio Rank
ENVA Calmar Ratio Rank: 8989
Calmar Ratio Rank
ENVA Martin Ratio Rank: 8989
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.

ATMP vs. ENVA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Barclays ETN+ Select MLP ETN (ATMP) and Enova International, Inc. (ENVA). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ATMPENVADifference
Sharpe ratioReturn per unit of total volatility

-1.29

Sortino ratioReturn per unit of downside risk

-1.33

Omega ratioGain probability vs. loss probability

1.23

1.40

-0.18

Calmar ratioReturn relative to maximum drawdown

2.53

4.04

-1.51

Martin ratioReturn relative to average drawdown

5.89

10.44

-4.55

ATMP vs. ENVA - Sharpe Ratio Comparison

The current ATMP Sharpe Ratio is 1.31, which is lower than the ENVA Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of ATMP and ENVA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ATMP vs. ENVA - Drawdown Comparison

The maximum ATMP drawdown since its inception was -80.86%, roughly equal to the maximum ENVA drawdown of -84.26%. Use the drawdown chart below to compare losses from any high point for ATMP and ENVA.


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Drawdown Indicators


ATMPENVADifference

Max Drawdown

Largest peak-to-trough decline

-80.86%

-84.26%

+3.40%

Max Drawdown (1Y)

Largest decline over 1 year

-7.30%

-24.75%

+17.45%

Max Drawdown (3Y)

Largest decline over 3 years

-16.48%

-37.01%

+20.53%

Max Drawdown (5Y)

Largest decline over 5 years

-22.98%

-42.84%

+19.86%

Max Drawdown (10Y)

Largest decline over 10 years

-75.66%

-77.57%

+1.91%

Current Drawdown

Current decline from peak

-5.61%

-0.14%

-5.47%

Average Drawdown

Average peak-to-trough decline

-31.08%

-31.82%

+0.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

9.57%

-6.44%

Volatility

ATMP vs. ENVA - Volatility Comparison

The current volatility for Barclays ETN+ Select MLP ETN (ATMP) is 5.64%, while Enova International, Inc. (ENVA) has a volatility of 11.26%. This indicates that ATMP experiences smaller price fluctuations and is considered to be less risky than ENVA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ATMPENVADifference

Volatility (1M)

Calculated over the trailing 1-month period

5.64%

11.26%

-5.62%

Volatility (6M)

Calculated over the trailing 6-month period

10.99%

28.77%

-17.78%

Volatility (1Y)

Calculated over the trailing 1-year period

14.18%

38.58%

-24.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.25%

40.33%

-18.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.67%

49.25%

-21.58%

Dividends

ATMP vs. ENVA - Dividend Comparison

Neither ATMP nor ENVA has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ATMP and ENVA have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ENVA has higher volatility (11.26%) compared to ATMP (5.64%). In terms of maximum drawdown, ATMP dropped -80.86% vs ENVA's -84.26%.

ENVA currently has the higher Sharpe Ratio (2.60 vs 1.30), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ATMP and ENVA

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