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

Correlation

The correlation between ATMP and MLPR is 0.92, 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.


-0.50.00.51.00.9

Performance

ATMP vs. MLPR - Performance Comparison

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

200.00%250.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
218.54%
262.93%
ATMP
MLPR

Key characteristics

Sharpe Ratio

ATMP:

2.68

MLPR:

1.26

Sortino Ratio

ATMP:

3.57

MLPR:

1.81

Omega Ratio

ATMP:

1.47

MLPR:

1.22

Calmar Ratio

ATMP:

3.96

MLPR:

2.11

Martin Ratio

ATMP:

17.72

MLPR:

6.66

Ulcer Index

ATMP:

2.15%

MLPR:

4.28%

Daily Std Dev

ATMP:

14.21%

MLPR:

22.69%

Max Drawdown

ATMP:

-72.93%

MLPR:

-48.98%

Current Drawdown

ATMP:

-7.92%

MLPR:

-12.17%

Returns By Period

In the year-to-date period, ATMP achieves a 36.77% return, which is significantly higher than MLPR's 28.81% return.


ATMP

YTD

36.77%

1M

-3.33%

6M

16.92%

1Y

37.62%

5Y*

18.80%

10Y*

6.33%

MLPR

YTD

28.81%

1M

-3.75%

6M

7.44%

1Y

27.86%

5Y*

N/A

10Y*

N/A

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. MLPR - Expense Ratio Comparison

Both ATMP and MLPR have an expense ratio of 0.95%.


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 MLPR: 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%

Risk-Adjusted Performance

ATMP vs. MLPR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Barclays ETN+ Select MLP ETN (ATMP) 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.


Sharpe ratio
The chart of Sharpe ratio for ATMP, currently valued at 2.68, compared to the broader market0.002.004.002.681.26
The chart of Sortino ratio for ATMP, currently valued at 3.57, compared to the broader market-2.000.002.004.006.008.0010.003.571.81
The chart of Omega ratio for ATMP, currently valued at 1.47, compared to the broader market0.501.001.502.002.503.001.471.22
The chart of Calmar ratio for ATMP, currently valued at 3.96, compared to the broader market0.005.0010.0015.003.962.11
The chart of Martin ratio for ATMP, currently valued at 17.72, compared to the broader market0.0020.0040.0060.0080.00100.0017.726.66
ATMP
MLPR

The current ATMP Sharpe Ratio is 2.68, which is higher than the MLPR Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of ATMP 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.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.68
1.26
ATMP
MLPR

Dividends

ATMP vs. MLPR - Dividend Comparison

ATMP's dividend yield for the trailing twelve months is around 4.79%, less than MLPR's 9.78% 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%
MLPR
ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN
9.78%10.08%10.07%10.69%4.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ATMP vs. MLPR - Drawdown Comparison

The maximum ATMP drawdown since its inception was -72.93%, which is greater than MLPR's maximum drawdown of -48.98%. Use the drawdown chart below to compare losses from any high point for ATMP and MLPR. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.92%
-12.17%
ATMP
MLPR

Volatility

ATMP vs. MLPR - Volatility Comparison

The current volatility for Barclays ETN+ Select MLP ETN (ATMP) is 6.49%, while ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN (MLPR) has a volatility of 10.24%. This indicates that ATMP 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.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.49%
10.24%
ATMP
MLPR
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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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