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ATMP vs. FTSD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ATMP vs. FTSD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Barclays ETN+ Select MLP ETN (ATMP) and Franklin Short Duration U.S. Government ETF (FTSD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ATMP achieves a 20.02% return, which is significantly higher than FTSD's 0.80% return. Over the past 10 years, ATMP has outperformed FTSD with an annualized return of 4.90%, while FTSD has yielded a comparatively lower 2.05% annualized return.


ATMP

1D
0.07%
1M
-2.32%
YTD
20.02%
6M
19.57%
1Y
18.01%
3Y*
21.17%
5Y*
15.87%
10Y*
4.90%

FTSD

1D
-0.12%
1M
0.17%
YTD
0.80%
6M
1.30%
1Y
4.31%
3Y*
4.98%
5Y*
2.46%
10Y*
2.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ATMP vs. FTSD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ATMP
Barclays ETN+ Select MLP ETN
20.02%1.73%31.66%14.51%20.71%33.06%-34.39%0.39%-14.55%-11.89%
FTSD
Franklin Short Duration U.S. Government ETF
0.80%5.66%5.20%4.84%-3.13%-0.90%3.13%2.40%1.64%0.63%

Correlation

The correlation between ATMP and FTSD is -0.21, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.21

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

-0.07

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

-0.04

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

-0.03

Correlation (All Time)
Calculated using the full available price history since Nov 6, 2013

-0.01

The correlation between ATMP and FTSD shifts across timeframes, from -0.21 (1 year) to -0.01 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ATMP vs. FTSD — Risk / Return Rank

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

ATMP
ATMP Risk / Return Rank: 3939
Overall Rank
ATMP Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
ATMP Sortino Ratio Rank: 3535
Sortino Ratio Rank
ATMP Omega Ratio Rank: 3333
Omega Ratio Rank
ATMP Calmar Ratio Rank: 5151
Calmar Ratio Rank
ATMP Martin Ratio Rank: 3838
Martin Ratio Rank

FTSD
FTSD Risk / Return Rank: 9595
Overall Rank
FTSD Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FTSD Sortino Ratio Rank: 9595
Sortino Ratio Rank
FTSD Omega Ratio Rank: 9494
Omega Ratio Rank
FTSD Calmar Ratio Rank: 9696
Calmar Ratio Rank
FTSD Martin Ratio Rank: 9696
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. FTSD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Barclays ETN+ Select MLP ETN (ATMP) and Franklin Short Duration U.S. Government ETF (FTSD). 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.


ATMPFTSDDifference

Sharpe ratio

Return per unit of total volatility

1.31

3.30

-1.99

Sortino ratio

Return per unit of downside risk

1.87

5.27

-3.41

Omega ratio

Gain probability vs. loss probability

1.23

1.69

-0.46

Calmar ratio

Return relative to maximum drawdown

2.51

9.59

-7.08

Martin ratio

Return relative to average drawdown

6.16

38.36

-32.21

ATMP vs. FTSD - Sharpe Ratio Comparison

The current ATMP Sharpe Ratio is 1.31, which is lower than the FTSD Sharpe Ratio of 3.30. The chart below compares the historical Sharpe Ratios of ATMP and FTSD, 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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Sharpe Ratios by Period


ATMPFTSDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

3.30

-1.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

1.33

-0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

1.15

-0.97

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

1.04

-0.95

Drawdowns

ATMP vs. FTSD - Drawdown Comparison

The maximum ATMP drawdown since its inception was -80.86%, which is greater than FTSD's maximum drawdown of -5.32%. Use the drawdown chart below to compare losses from any high point for ATMP and FTSD.


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Drawdown Indicators


ATMPFTSDDifference

Max Drawdown

Largest peak-to-trough decline

-80.86%

-5.32%

-75.54%

Max Drawdown (1Y)

Largest decline over 1 year

-7.26%

-0.45%

-6.81%

Max Drawdown (3Y)

Largest decline over 3 years

-16.48%

-0.93%

-15.55%

Max Drawdown (5Y)

Largest decline over 5 years

-22.98%

-5.04%

-17.94%

Max Drawdown (10Y)

Largest decline over 10 years

-75.66%

-5.32%

-70.34%

Current Drawdown

Current decline from peak

-6.07%

-0.12%

-5.95%

Average Drawdown

Average peak-to-trough decline

-31.15%

-0.60%

-30.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.95%

0.11%

+2.84%

Volatility

ATMP vs. FTSD - Volatility Comparison

Barclays ETN+ Select MLP ETN (ATMP) has a higher volatility of 5.61% compared to Franklin Short Duration U.S. Government ETF (FTSD) at 0.51%. This indicates that ATMP's price experiences larger fluctuations and is considered to be riskier than FTSD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ATMPFTSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.61%

0.51%

+5.10%

Volatility (6M)

Calculated over the trailing 6-month period

10.72%

1.03%

+9.69%

Volatility (1Y)

Calculated over the trailing 1-year period

14.00%

1.31%

+12.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.23%

1.85%

+20.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.68%

1.79%

+25.89%

ATMP vs. FTSD - Expense Ratio Comparison

ATMP has a 0.95% expense ratio, which is higher than FTSD's 0.25% expense ratio.


Dividends

ATMP vs. FTSD - Dividend Comparison

ATMP has not paid dividends to shareholders, while FTSD's dividend yield for the trailing twelve months is around 4.50%.


PositionTTM20252024202320222021202020192018201720162015
ATMP
Barclays ETN+ Select MLP ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FTSD
Franklin Short Duration U.S. Government ETF
4.50%4.67%4.75%4.14%1.73%1.01%1.54%2.90%2.63%2.24%1.92%1.52%

Frequently Asked Questions


ATMP and FTSD have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ATMP has higher volatility (5.61%) compared to FTSD (0.51%). In terms of maximum drawdown, ATMP dropped -80.86% vs FTSD's -5.32%.

On 10-year performance, ATMP leads with 4.90% vs 2.05% for FTSD. On fees, FTSD is cheaper at 0.25% per year. On volatility, FTSD has been the lower-risk option at 0.51%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, ATMP has performed better with a 4.90% return vs 2.05%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FTSD is cheaper with a 0.25% expense ratio, compared with 0.95% for ATMP.

FTSD has the higher dividend yield at 4.50%, compared with 0.00% for ATMP.

ATMP is categorized as MLPs, while FTSD is Mortgage Backed Securities. They also come from different issuers: Barclays Capital and Franklin Templeton. Their fees differ too: 0.95% for ATMP and 0.25% for FTSD.

FTSD currently has the higher Sharpe Ratio (3.30 vs 1.31), 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 FTSD

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