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ATMP vs. UMI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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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Returns By Period

The year-to-date returns for both investments are quite close, with ATMP having a 26.22% return and UMI slightly higher at 26.70%.


ATMP

1D
0.87%
1M
5.19%
6M
17.51%
YTD
26.22%
1Y
23.85%
3Y*
20.30%
5Y*
18.49%
10Y*
5.16%
ALL TIME*
2.84%

UMI

1D
0.50%
1M
3.72%
6M
18.07%
YTD
26.70%
1Y
28.25%
3Y*
26.23%
5Y*
22.50%
10Y*
ALL TIME*
14.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$521.25K$462.49K$511.48K
$1.28M$1.03M$1.15M

ATMP vs. UMI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ATMP
Barclays ETN+ Select MLP ETN
26.22%1.73%31.66%14.51%20.71%33.06%-34.39%0.39%-14.55%8.81%
UMI
USCF Midstream Energy Income Fund ETF
26.70%5.11%42.97%14.60%20.78%20.97%-8.25%21.06%-10.64%2.76%

Correlation

The correlation between ATMP and UMI is 0.92, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.92

Correlation (3Y)
Balances recent behavior with more history.

0.94

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.92

Correlation (All Time)
Calculated using the full available price history since Nov 30, 2017

0.74

The correlation between ATMP and UMI shifts across timeframes, from 0.74 (all time) to 0.94 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

ATMP vs. UMI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ATMP
ATMP Risk / Return Rank: 6868
Overall Rank
ATMP Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
ATMP Sortino Ratio Rank: 7070
Sortino Ratio Rank
ATMP Omega Ratio Rank: 6565
Omega Ratio Rank
ATMP Calmar Ratio Rank: 7979
Calmar Ratio Rank
ATMP Martin Ratio Rank: 5656
Martin Ratio Rank

UMI
UMI Risk / Return Rank: 8383
Overall Rank
UMI Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
UMI Sortino Ratio Rank: 8383
Sortino Ratio Rank
UMI Omega Ratio Rank: 8181
Omega Ratio Rank
UMI Calmar Ratio Rank: 9090
Calmar Ratio Rank
UMI Martin Ratio Rank: 7676
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.

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.


ATMPUMIDifference
Sharpe ratioReturn per unit of total volatility

-0.34

Sortino ratioReturn per unit of downside risk

-0.42

Omega ratioGain probability vs. loss probability

1.27

1.34

-0.06

Calmar ratioReturn relative to maximum drawdown

2.81

3.79

-0.97

Martin ratioReturn relative to average drawdown

6.57

9.51

-2.94

ATMP vs. UMI - Sharpe Ratio Comparison

The current ATMP Sharpe Ratio is 1.60, which is comparable to the UMI Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of ATMP and UMI, 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. UMI - Drawdown Comparison

The maximum ATMP drawdown since its inception was -80.86%, 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

-80.86%

-48.08%

-32.78%

Max Drawdown (1Y)

Largest decline over 1 year

-8.30%

-7.50%

-0.80%

Max Drawdown (3Y)

Largest decline over 3 years

-16.48%

-17.08%

+0.60%

Max Drawdown (5Y)

Largest decline over 5 years

-22.98%

-20.05%

-2.93%

Max Drawdown (10Y)

Largest decline over 10 years

-75.66%

Current Drawdown

Current decline from peak

-1.27%

-2.00%

+0.73%

Average Drawdown

Average peak-to-trough decline

-30.81%

-6.53%

-24.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.54%

2.98%

+0.56%

Volatility

ATMP vs. UMI - Volatility Comparison

Barclays ETN+ Select MLP ETN (ATMP) and USCF Midstream Energy Income Fund ETF (UMI) have volatilities of 5.01% and 5.19%, 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

5.01%

5.19%

-0.18%

Volatility (6M)

Calculated over the trailing 6-month period

11.75%

11.67%

+0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

14.57%

14.59%

-0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.94%

19.35%

+2.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.62%

23.10%

+4.52%

ATMP vs. UMI - Expense Ratio Comparison

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


Dividends

ATMP vs. UMI - Dividend Comparison

ATMP has not paid dividends to shareholders, while UMI's dividend yield for the trailing twelve months is around 5.80%.


PositionTTM202520242023202220212020201920182017
ATMP
Barclays ETN+ Select MLP ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UMI
USCF Midstream Energy Income Fund ETF
5.80%6.23%4.39%4.67%4.36%3.00%2.18%2.47%2.48%0.15%

Frequently Asked Questions


With a correlation of 0.92, ATMP and UMI move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

UMI has higher volatility (5.19%) compared to ATMP (5.01%). In terms of maximum drawdown, ATMP dropped -80.86% vs UMI's -48.08%.

On 5-year performance, UMI leads with 22.50% vs 18.49% for ATMP. On fees, UMI is cheaper at 0.85% per year. On volatility, ATMP has been the lower-risk option at 5.01%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, UMI has performed better with a 22.50% return vs 18.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UMI is cheaper with a 0.85% expense ratio, compared with 0.95% for ATMP.

UMI has the higher dividend yield at 5.80%, compared with 0.00% for ATMP.

ATMP is categorized as MLPs, while UMI is Energy Equities. They also come from different issuers: Barclays Capital and USCF. Their fees differ too: 0.95% for ATMP and 0.85% for UMI.

UMI currently has the higher Sharpe Ratio (1.95 vs 1.60), 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

Find the right allocation for ATMP and UMI

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