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ATMP vs. VXX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ATMP vs. VXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Barclays ETN+ Select MLP ETN (ATMP) and iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX). The values are adjusted to include any dividend payments, if applicable.

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ATMP vs. VXX - 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%-7.07%
VXX
iPath Series B S&P 500 VIX Short-Term Futures ETN
31.21%-42.21%-26.22%-72.52%-23.80%-72.41%11.04%-67.75%67.91%-72.64%

Returns By Period

In the year-to-date period, ATMP achieves a 19.13% return, which is significantly lower than VXX's 31.21% return. Over the past 10 years, ATMP has outperformed VXX with an annualized return of 13.31%, while VXX has yielded a comparatively lower -46.34% annualized return.


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%

VXX

1D
-2.72%
1M
18.69%
YTD
31.21%
6M
5.34%
1Y
-32.54%
3Y*
-42.18%
5Y*
-45.27%
10Y*
-46.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ATMP vs. VXX - Expense Ratio Comparison

ATMP has a 0.95% expense ratio, which is higher than VXX's 0.89% expense ratio.


Return for Risk

ATMP vs. VXX — 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

VXX
VXX Risk / Return Rank: 66
Overall Rank
VXX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
VXX Sortino Ratio Rank: 66
Sortino Ratio Rank
VXX Omega Ratio Rank: 77
Omega Ratio Rank
VXX Calmar Ratio Rank: 55
Calmar Ratio Rank
VXX Martin Ratio Rank: 77
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. 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.


ATMPVXXDifference

Sharpe ratio

Return per unit of total volatility

0.84

-0.44

+1.28

Sortino ratio

Return per unit of downside risk

1.15

-0.25

+1.40

Omega ratio

Gain probability vs. loss probability

1.18

0.97

+0.21

Calmar ratio

Return relative to maximum drawdown

1.08

-0.47

+1.55

Martin ratio

Return relative to average drawdown

2.82

-0.59

+3.41

ATMP vs. VXX - Sharpe Ratio Comparison

The current ATMP Sharpe Ratio is 0.84, which is higher than the VXX Sharpe Ratio of -0.44. The chart below compares the historical Sharpe Ratios of ATMP and VXX, 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


ATMPVXXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

-0.44

+1.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.19

-0.66

+1.85

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

-0.65

+1.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

-0.75

+1.05

Correlation

The correlation between ATMP and VXX is -0.43. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

ATMP vs. VXX - Dividend Comparison

ATMP's dividend yield for the trailing twelve months is around 4.58%, while VXX has not paid dividends to shareholders.


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%
VXX
iPath Series B S&P 500 VIX Short-Term Futures ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ATMP vs. VXX - Drawdown Comparison

The maximum ATMP drawdown since its inception was -73.72%, 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


ATMPVXXDifference

Max Drawdown

Largest peak-to-trough decline

-73.72%

-100.00%

+26.28%

Max Drawdown (1Y)

Largest decline over 1 year

-15.11%

-69.85%

+54.74%

Max Drawdown (5Y)

Largest decline over 5 years

-22.98%

-96.67%

+73.69%

Max Drawdown (10Y)

Largest decline over 10 years

-70.30%

-99.87%

+29.57%

Current Drawdown

Current decline from peak

-3.92%

-100.00%

+96.08%

Average Drawdown

Average peak-to-trough decline

-17.50%

-95.03%

+77.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.81%

54.84%

-49.03%

Volatility

ATMP vs. VXX - Volatility Comparison

The current volatility for Barclays ETN+ Select MLP ETN (ATMP) is 4.26%, while iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) has a volatility of 28.80%. 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


ATMPVXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.26%

28.80%

-24.54%

Volatility (6M)

Calculated over the trailing 6-month period

9.58%

46.98%

-37.40%

Volatility (1Y)

Calculated over the trailing 1-year period

18.47%

74.80%

-56.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.07%

69.04%

-46.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.57%

71.15%

-43.58%