ATMP vs. VXX
ATMP (Barclays ETN+ Select MLP ETN) and VXX (iPath Series B S&P 500 VIX Short-Term Futures ETN) are both exchange-traded funds - ATMP is a MLPs fund tracking the CIBC Atlas Select MLP VWAP, while VXX is a Volatility fund tracking the S&P 500 VIX Short-Term Futures Index Total Return. Both are passively managed. Over the past 10 years, ATMP returned 4.90%/yr vs -46.78%/yr for VXX. At a correlation of -0.42, they often move in opposite directions. ATMP charges 0.95%/yr vs 0.89%/yr for VXX.
Performance
ATMP vs. VXX - Performance Comparison
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Returns By Period
In the year-to-date period, ATMP achieves a 20.02% return, which is significantly higher than VXX's -8.16% return. Over the past 10 years, ATMP has outperformed VXX with an annualized return of 4.90%, while VXX has yielded a comparatively lower -46.78% annualized 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%
VXX
- 1D
- -0.25%
- 1M
- -15.21%
- YTD
- -8.16%
- 6M
- -22.63%
- 1Y
- -53.35%
- 3Y*
- -42.02%
- 5Y*
- -46.10%
- 10Y*
- -46.78%
ATMP vs. VXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ATMP Barclays ETN+ Select MLP ETN | 20.02% | 1.73% | 31.66% | 14.51% | 20.71% | 33.06% | -34.39% | 0.39% | -14.55% | -11.89% |
VXX iPath Series B S&P 500 VIX Short-Term Futures ETN | -8.16% | -42.21% | -26.22% | -72.52% | -23.80% | -72.41% | 11.04% | -67.75% | 67.91% | -72.64% |
Correlation
The correlation between ATMP and VXX is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.37 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.42 |
Correlation (All Time) Calculated using the full available price history since Mar 14, 2013 | -0.42 |
Over the past year, the inverse relationship between ATMP and VXX has weakened: their correlation has moved from -0.42 to -0.03, meaning they move in opposite directions less often than they have historically.
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Return for Risk
ATMP vs. VXX — Risk / Return Rank
ATMP
VXX
ATMP vs. VXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Barclays ETN+ Select MLP ETN (ATMP) and iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX). 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 | VXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.27 | ||
| Sortino ratioReturn per unit of downside risk | +3.42 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 0.82 | +0.40 |
| Calmar ratioReturn relative to maximum drawdown | 2.51 | -0.95 | +3.46 |
| Martin ratioReturn relative to average drawdown | 6.16 | -1.34 | +7.49 |
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 | VXX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.31 | -0.96 | +2.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | -0.68 | +1.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.18 | -0.66 | +0.84 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | -0.77 | +0.86 |
Drawdowns
ATMP vs. VXX - Drawdown Comparison
The maximum ATMP drawdown since its inception was -80.86%, smaller than the maximum VXX drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for ATMP and VXX.
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Drawdown Indicators
| ATMP | VXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.86% | -100.00% | +19.14% |
Max Drawdown (1Y)Largest decline over 1 year | -7.26% | -56.23% | +48.97% |
Max Drawdown (3Y)Largest decline over 3 years | -16.48% | -80.28% | +63.80% |
Max Drawdown (5Y)Largest decline over 5 years | -22.98% | -95.68% | +72.70% |
Max Drawdown (10Y)Largest decline over 10 years | -75.66% | -99.86% | +24.20% |
Current DrawdownCurrent decline from peak | -6.07% | -100.00% | +93.93% |
Average DrawdownAverage peak-to-trough decline | -31.15% | -95.08% | +63.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 39.88% | -36.93% |
Volatility
ATMP vs. VXX - Volatility Comparison
The current volatility for Barclays ETN+ Select MLP ETN (ATMP) is 5.61%, while iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) has a volatility of 8.29%. This indicates that ATMP experiences smaller price fluctuations and is considered to be less risky than VXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ATMP | VXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.61% | 8.29% | -2.68% |
Volatility (6M)Calculated over the trailing 6-month period | 10.72% | 40.88% | -30.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.00% | 55.57% | -41.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.23% | 67.96% | -45.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.68% | 70.96% | -43.28% |
ATMP vs. VXX - Expense Ratio Comparison
ATMP has a 0.95% expense ratio, which is higher than VXX's 0.89% expense ratio.
Dividends
ATMP vs. VXX - Dividend Comparison
Neither ATMP nor VXX has paid dividends to shareholders.
Frequently Asked Questions
ATMP and VXX have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VXX has higher volatility (8.29%) compared to ATMP (5.61%). In terms of maximum drawdown, ATMP dropped -80.86% vs VXX's -100.00%.
On 10-year performance, ATMP leads with 4.90% vs -46.78% for VXX. On fees, VXX is cheaper at 0.89% 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 10-year period, ATMP has performed better with a 4.90% return vs -46.78%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VXX is cheaper with a 0.89% expense ratio, compared with 0.95% for ATMP.
ATMP and VXX have nearly identical dividend yields, around 0.00%.
ATMP is categorized as MLPs, while VXX is Volatility. ATMP tracks CIBC Atlas Select MLP VWAP, while VXX tracks S&P 500 VIX Short-Term Futures Index Total Return. Their fees differ too: 0.95% for ATMP and 0.89% for VXX.
ATMP currently has the higher Sharpe Ratio (1.31 vs -0.96), 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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