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ATMP vs. UMI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ATMP vs. UMI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Barclays ETN+ Select MLP ETN (ATMP) and USCF Midstream Energy Income Fund ETF (UMI). The values are adjusted to include any dividend payments, if applicable.

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ATMP vs. UMI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ATMP
Barclays ETN+ Select MLP ETN
19.13%6.99%38.74%21.58%27.47%41.34%-28.67%7.25%-9.55%4.48%
UMI
USCF Midstream Energy Income Fund ETF
18.78%5.11%42.97%14.60%20.78%20.97%-8.25%21.06%-10.64%2.76%

Returns By Period

The year-to-date returns for both stocks are quite close, with ATMP having a 19.13% return and UMI slightly lower at 18.78%.


ATMP

1D
-1.55%
1M
-0.68%
YTD
19.13%
6M
21.03%
1Y
15.41%
3Y*
28.36%
5Y*
26.24%
10Y*
13.31%

UMI

1D
-1.83%
1M
-0.87%
YTD
18.78%
6M
17.63%
1Y
17.50%
3Y*
26.90%
5Y*
23.65%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ATMP vs. UMI - Expense Ratio Comparison

ATMP has a 0.95% expense ratio, which is higher than UMI's 0.85% expense ratio.


Return for Risk

ATMP vs. UMI — Risk / Return Rank

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

ATMP
ATMP Risk / Return Rank: 3939
Overall Rank
ATMP Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
ATMP Sortino Ratio Rank: 3838
Sortino Ratio Rank
ATMP Omega Ratio Rank: 4242
Omega Ratio Rank
ATMP Calmar Ratio Rank: 4040
Calmar Ratio Rank
ATMP Martin Ratio Rank: 3131
Martin Ratio Rank

UMI
UMI Risk / Return Rank: 4848
Overall Rank
UMI Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
UMI Sortino Ratio Rank: 4646
Sortino Ratio Rank
UMI Omega Ratio Rank: 5252
Omega Ratio Rank
UMI Calmar Ratio Rank: 4646
Calmar Ratio Rank
UMI Martin Ratio Rank: 4242
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. UMI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Barclays ETN+ Select MLP ETN (ATMP) and USCF Midstream Energy Income Fund ETF (UMI). 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.


ATMPUMIDifference

Sharpe ratio

Return per unit of total volatility

0.84

0.99

-0.15

Sortino ratio

Return per unit of downside risk

1.15

1.31

-0.15

Omega ratio

Gain probability vs. loss probability

1.18

1.21

-0.03

Calmar ratio

Return relative to maximum drawdown

1.08

1.25

-0.17

Martin ratio

Return relative to average drawdown

2.82

4.13

-1.31

ATMP vs. UMI - Sharpe Ratio Comparison

The current ATMP Sharpe Ratio is 0.84, which is comparable to the UMI Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of ATMP and UMI, 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


ATMPUMIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

0.99

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.19

1.16

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.62

-0.32

Correlation

The correlation between ATMP and UMI is 0.74, 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.


Dividends

ATMP vs. UMI - Dividend Comparison

ATMP's dividend yield for the trailing twelve months is around 4.58%, less than UMI's 6.07% yield.


TTM20252024202320222021202020192018201720162015
ATMP
Barclays ETN+ Select MLP ETN
4.58%5.14%4.72%5.62%5.50%5.89%8.71%6.86%6.51%5.56%5.47%6.30%
UMI
USCF Midstream Energy Income Fund ETF
6.07%6.23%4.39%4.67%4.36%3.00%2.18%2.47%2.48%0.15%0.00%0.00%

Drawdowns

ATMP vs. UMI - Drawdown Comparison

The maximum ATMP drawdown since its inception was -73.72%, which is greater than UMI's maximum drawdown of -48.08%. Use the drawdown chart below to compare losses from any high point for ATMP and UMI.


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Drawdown Indicators


ATMPUMIDifference

Max Drawdown

Largest peak-to-trough decline

-73.72%

-48.08%

-25.64%

Max Drawdown (1Y)

Largest decline over 1 year

-15.11%

-14.76%

-0.35%

Max Drawdown (5Y)

Largest decline over 5 years

-22.98%

-20.05%

-2.93%

Max Drawdown (10Y)

Largest decline over 10 years

-70.30%

Current Drawdown

Current decline from peak

-3.92%

-3.39%

-0.53%

Average Drawdown

Average peak-to-trough decline

-17.50%

-6.67%

-10.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.81%

4.47%

+1.34%

Volatility

ATMP vs. UMI - Volatility Comparison

Barclays ETN+ Select MLP ETN (ATMP) and USCF Midstream Energy Income Fund ETF (UMI) have volatilities of 4.26% and 4.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ATMPUMIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.26%

4.10%

+0.16%

Volatility (6M)

Calculated over the trailing 6-month period

9.58%

9.89%

-0.31%

Volatility (1Y)

Calculated over the trailing 1-year period

18.47%

17.84%

+0.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.07%

20.47%

+1.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.57%

23.29%

+4.28%