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ATMP vs. QFIN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ATMP vs. QFIN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Barclays ETN+ Select MLP ETN (ATMP) and 360 DigiTech, Inc. (QFIN). 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 QFIN's -15.31% 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%

QFIN

1D
2.67%
1M
17.56%
YTD
-15.31%
6M
-17.62%
1Y
-59.79%
3Y*
7.60%
5Y*
-12.03%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ATMP vs. QFIN - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
ATMP
Barclays ETN+ Select MLP ETN
20.60%1.73%31.66%14.51%20.71%33.06%-34.39%0.39%-7.22%
QFIN
360 DigiTech, Inc.
-15.31%-47.46%162.76%-16.28%-6.54%97.15%20.68%-36.99%-7.75%

Correlation

The correlation between ATMP and QFIN is -0.06, 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

-0.06

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

0.16

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

0.19

Correlation (All Time)
Calculated using the full available price history since Dec 14, 2018

0.15

The correlation between ATMP and QFIN shifts across timeframes, from -0.06 (1 year) to 0.19 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

ATMP vs. QFIN — 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

QFIN
QFIN Risk / Return Rank: 88
Overall Rank
QFIN Sharpe Ratio Rank: 44
Sharpe Ratio Rank
QFIN Sortino Ratio Rank: 33
Sortino Ratio Rank
QFIN Omega Ratio Rank: 44
Omega Ratio Rank
QFIN Calmar Ratio Rank: 1010
Calmar Ratio Rank
QFIN 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. QFIN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Barclays ETN+ Select MLP ETN (ATMP) and 360 DigiTech, Inc. (QFIN). 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.


ATMPQFINDifference
Sharpe ratioReturn per unit of total volatility

+2.40

Sortino ratioReturn per unit of downside risk

+3.87

Omega ratioGain probability vs. loss probability

1.23

0.76

+0.46

Calmar ratioReturn relative to maximum drawdown

2.53

-0.83

+3.37

Martin ratioReturn relative to average drawdown

5.89

-1.13

+7.02

ATMP vs. QFIN - Sharpe Ratio Comparison

The current ATMP Sharpe Ratio is 1.31, which is higher than the QFIN Sharpe Ratio of -1.09. The chart below compares the historical Sharpe Ratios of ATMP and QFIN, 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. QFIN - Drawdown Comparison

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


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Drawdown Indicators


ATMPQFINDifference

Max Drawdown

Largest peak-to-trough decline

-80.86%

-76.74%

-4.12%

Max Drawdown (1Y)

Largest decline over 1 year

-7.30%

-72.31%

+65.01%

Max Drawdown (3Y)

Largest decline over 3 years

-16.48%

-73.15%

+56.67%

Max Drawdown (5Y)

Largest decline over 5 years

-22.98%

-76.74%

+53.76%

Max Drawdown (10Y)

Largest decline over 10 years

-75.66%

Current Drawdown

Current decline from peak

-5.61%

-64.51%

+58.90%

Average Drawdown

Average peak-to-trough decline

-31.08%

-45.54%

+14.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

53.01%

-49.88%

Volatility

ATMP vs. QFIN - Volatility Comparison

The current volatility for Barclays ETN+ Select MLP ETN (ATMP) is 5.64%, while 360 DigiTech, Inc. (QFIN) has a volatility of 29.45%. This indicates that ATMP experiences smaller price fluctuations and is considered to be less risky than QFIN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ATMPQFINDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.64%

29.45%

-23.81%

Volatility (6M)

Calculated over the trailing 6-month period

10.99%

38.71%

-27.72%

Volatility (1Y)

Calculated over the trailing 1-year period

14.18%

55.12%

-40.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.25%

66.39%

-44.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.67%

72.04%

-44.37%

Dividends

ATMP vs. QFIN - Dividend Comparison

ATMP has not paid dividends to shareholders, while QFIN's dividend yield for the trailing twelve months is around 10.00%.


PositionTTM20252024202320222021
ATMP
Barclays ETN+ Select MLP ETN
0.00%0.00%0.00%0.00%0.00%0.00%
QFIN
360 DigiTech, Inc.
10.00%7.58%4.56%7.27%4.03%1.22%

Frequently Asked Questions


ATMP and QFIN have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QFIN has higher volatility (29.45%) compared to ATMP (5.64%). In terms of maximum drawdown, ATMP dropped -80.86% vs QFIN's -76.74%.

ATMP currently has the higher Sharpe Ratio (1.30 vs -1.09), 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

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