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DJP vs. ATMP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DJP vs. ATMP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iPath Bloomberg Commodity Index Total Return ETN (DJP) and Barclays ETN+ Select MLP ETN (ATMP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DJP achieves a 30.63% return, which is significantly higher than ATMP's 20.02% return. Over the past 10 years, DJP has outperformed ATMP with an annualized return of 7.36%, while ATMP has yielded a comparatively lower 4.90% annualized return.


DJP

1D
0.02%
1M
-3.31%
YTD
30.63%
6M
29.34%
1Y
44.52%
3Y*
17.94%
5Y*
12.46%
10Y*
7.36%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DJP vs. ATMP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DJP
iPath Bloomberg Commodity Index Total Return ETN
30.63%17.20%5.59%-9.85%17.46%31.05%-4.12%7.63%-13.07%0.74%
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%

Correlation

The correlation between DJP and ATMP is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.31

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

0.34

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

0.44

Correlation (10Y)
Calculated over the trailing 10-year period

0.43

Correlation (All Time)
Calculated using the full available price history since Mar 14, 2013

0.42

The correlation between DJP and ATMP shifts across timeframes, from 0.31 (1 year) to 0.44 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

DJP vs. ATMP — Risk / Return Rank

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

DJP
DJP Risk / Return Rank: 7272
Overall Rank
DJP Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
DJP Sortino Ratio Rank: 6262
Sortino Ratio Rank
DJP Omega Ratio Rank: 6969
Omega Ratio Rank
DJP Calmar Ratio Rank: 8888
Calmar Ratio Rank
DJP Martin Ratio Rank: 7171
Martin Ratio Rank

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
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.

DJP vs. ATMP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iPath Bloomberg Commodity Index Total Return ETN (DJP) and Barclays ETN+ Select MLP ETN (ATMP). 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.


DJPATMPDifference
Sharpe ratioReturn per unit of total volatility

+1.06

Sortino ratioReturn per unit of downside risk

+1.08

Omega ratioGain probability vs. loss probability

1.42

1.23

+0.20

Calmar ratioReturn relative to maximum drawdown

5.20

2.51

+2.69

Martin ratioReturn relative to average drawdown

13.30

6.16

+7.14

DJP vs. ATMP - Sharpe Ratio Comparison

The current DJP Sharpe Ratio is 2.36, which is higher than the ATMP Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of DJP and ATMP, 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


DJPATMPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.36

1.31

+1.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.72

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.18

+0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.00

0.09

-0.09

Drawdowns

DJP vs. ATMP - Drawdown Comparison

The maximum DJP drawdown since its inception was -78.35%, roughly equal to the maximum ATMP drawdown of -80.86%. Use the drawdown chart below to compare losses from any high point for DJP and ATMP.


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Drawdown Indicators


DJPATMPDifference

Max Drawdown

Largest peak-to-trough decline

-78.35%

-80.86%

+2.51%

Max Drawdown (1Y)

Largest decline over 1 year

-8.61%

-7.26%

-1.35%

Max Drawdown (3Y)

Largest decline over 3 years

-13.41%

-16.48%

+3.07%

Max Drawdown (5Y)

Largest decline over 5 years

-28.98%

-22.98%

-6.00%

Max Drawdown (10Y)

Largest decline over 10 years

-38.36%

-75.66%

+37.30%

Current Drawdown

Current decline from peak

-32.82%

-6.07%

-26.75%

Average Drawdown

Average peak-to-trough decline

-50.86%

-31.15%

-19.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

2.95%

+0.41%

Volatility

DJP vs. ATMP - Volatility Comparison

iPath Bloomberg Commodity Index Total Return ETN (DJP) and Barclays ETN+ Select MLP ETN (ATMP) have volatilities of 5.85% and 5.61%, 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


DJPATMPDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.85%

5.61%

+0.24%

Volatility (6M)

Calculated over the trailing 6-month period

16.64%

10.72%

+5.92%

Volatility (1Y)

Calculated over the trailing 1-year period

18.92%

14.00%

+4.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.96%

22.23%

-3.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.06%

27.68%

-10.62%

DJP vs. ATMP - Expense Ratio Comparison

DJP has a 0.70% expense ratio, which is lower than ATMP's 0.95% expense ratio.


Dividends

DJP vs. ATMP - Dividend Comparison

Neither DJP nor ATMP has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DJP and ATMP have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DJP has higher volatility (5.85%) compared to ATMP (5.61%). In terms of maximum drawdown, DJP dropped -78.35% vs ATMP's -80.86%.

On 10-year performance, DJP leads with 7.36% vs 4.90% for ATMP. On fees, DJP is cheaper at 0.70% 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, DJP has performed better with a 7.36% return vs 4.90%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DJP is cheaper with a 0.70% expense ratio, compared with 0.95% for ATMP.

DJP and ATMP have nearly identical dividend yields, around 0.00%.

DJP is categorized as Commodities, while ATMP is MLPs. DJP tracks Bloomberg Commodity Index, while ATMP tracks CIBC Atlas Select MLP VWAP. Their fees differ too: 0.70% for DJP and 0.95% for ATMP.

DJP currently has the higher Sharpe Ratio (2.36 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.

Portfolio Optimizer

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