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ATMP vs. SPY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ATMP vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Barclays ETN+ Select MLP ETN (ATMP) and State Street SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

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ATMP vs. SPY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ATMP
Barclays ETN+ Select MLP ETN
21.01%6.99%38.74%21.58%27.47%41.34%-28.67%7.25%-9.55%-7.07%
SPY
State Street SPDR S&P 500 ETF
-4.37%17.72%24.89%26.18%-18.18%28.73%18.33%31.22%-4.57%21.71%

Returns By Period

In the year-to-date period, ATMP achieves a 21.01% return, which is significantly higher than SPY's -4.37% return. Both investments have delivered pretty close results over the past 10 years, with ATMP having a 13.49% annualized return and SPY not far ahead at 13.98%.


ATMP

1D
-1.49%
1M
2.80%
YTD
21.01%
6M
22.57%
1Y
18.18%
3Y*
29.03%
5Y*
26.63%
10Y*
13.49%

SPY

1D
2.91%
1M
-4.94%
YTD
-4.37%
6M
-1.82%
1Y
17.59%
3Y*
18.19%
5Y*
11.69%
10Y*
13.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ATMP vs. SPY - Expense Ratio Comparison

ATMP has a 0.95% expense ratio, which is higher than SPY's 0.09% expense ratio.


Return for Risk

ATMP vs. SPY — Risk / Return Rank

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

ATMP
ATMP Risk / Return Rank: 5050
Overall Rank
ATMP Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
ATMP Sortino Ratio Rank: 5151
Sortino Ratio Rank
ATMP Omega Ratio Rank: 5757
Omega Ratio Rank
ATMP Calmar Ratio Rank: 5050
Calmar Ratio Rank
ATMP Martin Ratio Rank: 3636
Martin Ratio Rank

SPY
SPY Risk / Return Rank: 6464
Overall Rank
SPY Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SPY Sortino Ratio Rank: 6060
Sortino Ratio Rank
SPY Omega Ratio Rank: 6565
Omega Ratio Rank
SPY Calmar Ratio Rank: 6565
Calmar Ratio Rank
SPY Martin Ratio Rank: 7575
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. SPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Barclays ETN+ Select MLP ETN (ATMP) and State Street SPDR S&P 500 ETF (SPY). 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.


ATMPSPYDifference

Sharpe ratio

Return per unit of total volatility

0.99

0.93

+0.07

Sortino ratio

Return per unit of downside risk

1.33

1.45

-0.12

Omega ratio

Gain probability vs. loss probability

1.21

1.22

-0.02

Calmar ratio

Return relative to maximum drawdown

1.22

1.53

-0.30

Martin ratio

Return relative to average drawdown

3.18

7.30

-4.12

ATMP vs. SPY - Sharpe Ratio Comparison

The current ATMP Sharpe Ratio is 0.99, which is comparable to the SPY Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of ATMP and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ATMPSPYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

0.93

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.21

0.69

+0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.78

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.56

-0.26

Correlation

The correlation between ATMP and SPY is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ATMP vs. SPY - Dividend Comparison

ATMP's dividend yield for the trailing twelve months is around 4.51%, more than SPY's 1.14% yield.


TTM20252024202320222021202020192018201720162015
ATMP
Barclays ETN+ Select MLP ETN
4.51%5.14%4.72%5.62%5.50%5.89%8.71%6.86%6.51%5.56%5.47%6.30%
SPY
State Street SPDR S&P 500 ETF
1.14%1.07%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%

Drawdowns

ATMP vs. SPY - Drawdown Comparison

The maximum ATMP drawdown since its inception was -73.72%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ATMP and SPY.


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Drawdown Indicators


ATMPSPYDifference

Max Drawdown

Largest peak-to-trough decline

-73.72%

-55.19%

-18.53%

Max Drawdown (1Y)

Largest decline over 1 year

-15.11%

-12.05%

-3.06%

Max Drawdown (5Y)

Largest decline over 5 years

-22.98%

-24.50%

+1.52%

Max Drawdown (10Y)

Largest decline over 10 years

-70.30%

-33.72%

-36.58%

Current Drawdown

Current decline from peak

-2.41%

-6.24%

+3.83%

Average Drawdown

Average peak-to-trough decline

-17.50%

-9.09%

-8.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.80%

2.52%

+3.28%

Volatility

ATMP vs. SPY - Volatility Comparison

The current volatility for Barclays ETN+ Select MLP ETN (ATMP) is 3.96%, while State Street SPDR S&P 500 ETF (SPY) has a volatility of 5.31%. This indicates that ATMP experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ATMPSPYDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.96%

5.31%

-1.35%

Volatility (6M)

Calculated over the trailing 6-month period

9.43%

9.47%

-0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

18.40%

19.05%

-0.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.06%

17.06%

+5.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.57%

17.92%

+9.65%