ATMP vs. SVOL
ATMP (Barclays ETN+ Select MLP ETN) and SVOL (Simplify Volatility Premium ETF) are both exchange-traded funds - ATMP is a MLPs fund tracking the CIBC Atlas Select MLP VWAP, while SVOL is a Volatility fund actively managed by Simplify. ATMP is passively managed, while SVOL is actively managed. Over the past 5 years, ATMP returned 15.42%/yr vs 6.66%/yr for SVOL. At a 0.37 correlation, their price movements are largely independent. ATMP charges 0.95%/yr vs 0.50%/yr for SVOL.
Performance
ATMP vs. SVOL - Performance Comparison
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Returns By Period
In the year-to-date period, ATMP achieves a 19.92% return, which is significantly higher than SVOL's -0.84% return.
ATMP
- 1D
- -0.58%
- 1M
- 0.80%
- YTD
- 19.92%
- 6M
- 18.88%
- 1Y
- 18.32%
- 3Y*
- 21.05%
- 5Y*
- 15.42%
- 10Y*
- 4.85%
SVOL
- 1D
- 0.50%
- 1M
- 2.47%
- YTD
- -0.84%
- 6M
- 1.19%
- 1Y
- 10.38%
- 3Y*
- 5.92%
- 5Y*
- 6.66%
- 10Y*
- —
ATMP vs. SVOL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ATMP Barclays ETN+ Select MLP ETN | 19.92% | 1.73% | 31.66% | 14.51% | 20.71% | -0.26% |
SVOL Simplify Volatility Premium ETF | -0.84% | 2.41% | 6.77% | 22.88% | -3.30% | 12.25% |
Correlation
The correlation between ATMP and SVOL is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since May 14, 2021 | 0.37 |
Over the past year, the correlation between ATMP and SVOL has dropped to 0.12 - well below their long-term average of 0.37, suggesting their price drivers have been diverging.
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Return for Risk
ATMP vs. SVOL — Risk / Return Rank
ATMP
SVOL
ATMP vs. SVOL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Barclays ETN+ Select MLP ETN (ATMP) and Simplify Volatility Premium ETF (SVOL). 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.
| ATMP | SVOL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.80 | ||
| Sortino ratioReturn per unit of downside risk | +1.02 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.12 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.53 | 0.80 | +1.73 |
| Martin ratioReturn relative to average drawdown | 6.05 | 1.89 | +4.16 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ATMP | SVOL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.31 | 0.50 | +0.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.30 | +0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.18 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.35 | -0.26 |
Drawdowns
ATMP vs. SVOL - Drawdown Comparison
The maximum ATMP drawdown since its inception was -80.86%, which is greater than SVOL's maximum drawdown of -33.50%. Use the drawdown chart below to compare losses from any high point for ATMP and SVOL.
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Drawdown Indicators
| ATMP | SVOL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.86% | -33.50% | -47.36% |
Max Drawdown (1Y)Largest decline over 1 year | -7.30% | -13.01% | +5.71% |
Max Drawdown (3Y)Largest decline over 3 years | -16.48% | -33.50% | +17.02% |
Max Drawdown (5Y)Largest decline over 5 years | -22.98% | -33.50% | +10.52% |
Max Drawdown (10Y)Largest decline over 10 years | -75.66% | — | — |
Current DrawdownCurrent decline from peak | -6.15% | -3.40% | -2.75% |
Average DrawdownAverage peak-to-trough decline | -31.12% | -4.77% | -26.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 5.49% | -2.45% |
Volatility
ATMP vs. SVOL - Volatility Comparison
Barclays ETN+ Select MLP ETN (ATMP) has a higher volatility of 5.72% compared to Simplify Volatility Premium ETF (SVOL) at 2.77%. This indicates that ATMP's price experiences larger fluctuations and is considered to be riskier than SVOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ATMP | SVOL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.72% | 2.77% | +2.95% |
Volatility (6M)Calculated over the trailing 6-month period | 10.93% | 9.82% | +1.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.17% | 20.78% | -6.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.25% | 22.01% | +0.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.69% | 21.92% | +5.77% |
ATMP vs. SVOL - Expense Ratio Comparison
ATMP has a 0.95% expense ratio, which is higher than SVOL's 0.50% expense ratio.
Dividends
ATMP vs. SVOL - Dividend Comparison
ATMP has not paid dividends to shareholders, while SVOL's dividend yield for the trailing twelve months is around 22.19%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
ATMP Barclays ETN+ Select MLP ETN | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SVOL Simplify Volatility Premium ETF | 22.19% | 19.82% | 16.79% | 16.36% | 18.32% | 4.65% |
Frequently Asked Questions
ATMP and SVOL have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ATMP has higher volatility (5.72%) compared to SVOL (2.77%). In terms of maximum drawdown, ATMP dropped -80.86% vs SVOL's -33.50%.
On 5-year performance, ATMP leads with 15.42% vs 6.66% for SVOL. On fees, SVOL is cheaper at 0.50% per year. On volatility, SVOL has been the lower-risk option at 2.77%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, ATMP has performed better with a 15.42% return vs 6.66%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SVOL is cheaper with a 0.50% expense ratio, compared with 0.95% for ATMP.
SVOL has the higher dividend yield at 22.19%, compared with 0.00% for ATMP.
ATMP is categorized as MLPs, while SVOL is Volatility. They also come from different issuers: Barclays Capital and Simplify. Their fees differ too: 0.95% for ATMP and 0.50% for SVOL.
ATMP currently has the higher Sharpe Ratio (1.31 vs 0.50), 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.
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