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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

In the year-to-date period, ATMP achieves a 20.02% return, which is significantly lower than UMI's 22.52% return.


ATMP

1D
0.07%
1M
-2.32%
YTD
20.02%
6M
19.57%
1Y
18.01%
3Y*
21.17%
5Y*
15.87%
10Y*
4.90%

UMI

1D
0.02%
1M
-1.04%
YTD
22.52%
6M
22.06%
1Y
23.91%
3Y*
27.26%
5Y*
20.29%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ATMP vs. UMI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ATMP
Barclays ETN+ Select MLP ETN
20.02%1.73%31.66%14.51%20.71%33.06%-34.39%0.39%-14.55%4.48%
UMI
USCF Midstream Energy Income Fund ETF
22.52%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 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.91

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

0.93

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

0.92

Correlation (All Time)
Calculated using the full available price history since Dec 1, 2017

0.73

The correlation between ATMP and UMI shifts across timeframes, from 0.73 (all time) to 0.93 (3 years), reflecting how their relationship changes across market environments.

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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: 3636
Sharpe Ratio Rank
ATMP Sortino Ratio Rank: 3535
Sortino Ratio Rank
ATMP Omega Ratio Rank: 3333
Omega Ratio Rank
ATMP Calmar Ratio Rank: 5151
Calmar Ratio Rank
ATMP Martin Ratio Rank: 3838
Martin Ratio Rank

UMI
UMI Risk / Return Rank: 5252
Overall Rank
UMI Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
UMI Sortino Ratio Rank: 4747
Sortino Ratio Rank
UMI Omega Ratio Rank: 4747
Omega Ratio Rank
UMI Calmar Ratio Rank: 6464
Calmar Ratio Rank
UMI Martin Ratio Rank: 5252
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 ratioReturn per unit of total volatility

-0.41

Sortino ratioReturn per unit of downside risk

-0.50

Omega ratioGain probability vs. loss probability

1.23

1.30

-0.07

Calmar ratioReturn relative to maximum drawdown

2.51

3.20

-0.69

Martin ratioReturn relative to average drawdown

6.16

8.90

-2.74

ATMP vs. UMI - Sharpe Ratio Comparison

The current ATMP Sharpe Ratio is 1.31, which is comparable to the UMI Sharpe Ratio of 1.71. 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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Sharpe Ratios by Period


ATMPUMIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

1.71

-0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

1.04

-0.33

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

0.62

-0.53

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

-7.26%

-7.50%

+0.24%

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

-6.07%

-4.76%

-1.31%

Average Drawdown

Average peak-to-trough decline

-31.15%

-6.60%

-24.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.95%

2.70%

+0.25%

Volatility

ATMP vs. UMI - Volatility Comparison

The current volatility for Barclays ETN+ Select MLP ETN (ATMP) is 5.61%, while USCF Midstream Energy Income Fund ETF (UMI) has a volatility of 5.94%. This indicates that ATMP experiences smaller price fluctuations and is considered to be less risky than UMI based on this measure. 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

5.61%

5.94%

-0.33%

Volatility (6M)

Calculated over the trailing 6-month period

10.72%

10.98%

-0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

14.00%

14.04%

-0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.23%

19.55%

+2.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.68%

23.20%

+4.48%

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 5.98%.


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
5.98%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 0.91, 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 (5.94%) compared to ATMP (5.61%). In terms of maximum drawdown, ATMP dropped -80.86% vs UMI's -48.08%.

On 5-year performance, UMI leads with 20.29% vs 15.87% for ATMP. On fees, UMI is cheaper at 0.85% per year. On volatility, ATMP has been the lower-risk option at 5.61%. 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 20.29% return vs 15.87%. 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 5.98%, 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 Wainwright, Inc.. Their fees differ too: 0.95% for ATMP and 0.85% for UMI.

UMI currently has the higher Sharpe Ratio (1.71 vs 1.31), 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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