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ATMP vs. META
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ATMP vs. META - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Barclays ETN+ Select MLP ETN (ATMP) and Meta Platforms, Inc. (META). 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 20.60% return, which is significantly higher than META's -14.03% return. Over the past 10 years, ATMP has underperformed META with an annualized return of 5.20%, while META has yielded a comparatively higher 17.39% 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%

META

1D
-0.26%
1M
-8.32%
YTD
-14.03%
6M
-11.84%
1Y
-16.71%
3Y*
28.18%
5Y*
11.52%
10Y*
17.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ATMP vs. META - 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%
META
Meta Platforms, Inc.
-14.03%13.09%66.05%194.13%-64.22%23.13%33.09%56.57%-25.71%53.38%

Correlation

The correlation between ATMP and META is -0.01, 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

-0.01

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

0.10

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

0.19

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

0.22

Correlation (All Time)
Calculated using the full available price history since Mar 13, 2013

0.20

The correlation between ATMP and META shifts across timeframes, from -0.01 (1 year) to 0.22 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

ATMP vs. META — 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

META
META Risk / Return Rank: 2121
Overall Rank
META Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
META Sortino Ratio Rank: 2020
Sortino Ratio Rank
META Omega Ratio Rank: 2020
Omega Ratio Rank
META Calmar Ratio Rank: 2424
Calmar Ratio Rank
META Martin Ratio Rank: 1818
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. META - Risk-Adjusted Trends Comparison

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


ATMPMETADifference
Sharpe ratioReturn per unit of total volatility

+1.81

Sortino ratioReturn per unit of downside risk

+2.41

Omega ratioGain probability vs. loss probability

1.23

0.93

+0.30

Calmar ratioReturn relative to maximum drawdown

2.53

-0.54

+3.07

Martin ratioReturn relative to average drawdown

5.89

-1.12

+7.01

ATMP vs. META - Sharpe Ratio Comparison

The current ATMP Sharpe Ratio is 1.31, which is higher than the META Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of ATMP and META, 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. META - Drawdown Comparison

The maximum ATMP drawdown since its inception was -80.86%, which is greater than META's maximum drawdown of -76.74%. Use the drawdown chart below to compare losses from any high point for ATMP and META.


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Drawdown Indicators


ATMPMETADifference

Max Drawdown

Largest peak-to-trough decline

-80.86%

-76.74%

-4.12%

Max Drawdown (1Y)

Largest decline over 1 year

-7.30%

-33.30%

+26.00%

Max Drawdown (3Y)

Largest decline over 3 years

-16.48%

-34.15%

+17.67%

Max Drawdown (5Y)

Largest decline over 5 years

-22.98%

-76.74%

+53.76%

Max Drawdown (10Y)

Largest decline over 10 years

-75.66%

-76.74%

+1.08%

Current Drawdown

Current decline from peak

-5.61%

-28.06%

+22.45%

Average Drawdown

Average peak-to-trough decline

-31.08%

-15.83%

-15.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

16.06%

-12.93%

Volatility

ATMP vs. META - Volatility Comparison

The current volatility for Barclays ETN+ Select MLP ETN (ATMP) is 5.64%, while Meta Platforms, Inc. (META) has a volatility of 10.17%. This indicates that ATMP experiences smaller price fluctuations and is considered to be less risky than META based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ATMPMETADifference

Volatility (1M)

Calculated over the trailing 1-month period

5.64%

10.17%

-4.53%

Volatility (6M)

Calculated over the trailing 6-month period

10.99%

26.91%

-15.92%

Volatility (1Y)

Calculated over the trailing 1-year period

14.18%

35.52%

-21.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.25%

44.04%

-21.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.67%

38.67%

-11.00%

Dividends

ATMP vs. META - Dividend Comparison

ATMP has not paid dividends to shareholders, while META's dividend yield for the trailing twelve months is around 0.37%.


PositionTTM20252024
ATMP
Barclays ETN+ Select MLP ETN
0.00%0.00%0.00%
META
Meta Platforms, Inc.
0.37%0.32%0.34%

Frequently Asked Questions


ATMP and META have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

META has higher volatility (10.17%) compared to ATMP (5.64%). In terms of maximum drawdown, ATMP dropped -80.86% vs META's -76.74%.

ATMP currently has the higher Sharpe Ratio (1.30 vs -0.51), 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 META

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