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EINC vs. TPYP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EINC vs. TPYP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Energy Income ETF (EINC) and Tortoise North American Pipeline Fund (TPYP). The values are adjusted to include any dividend payments, if applicable.

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EINC vs. TPYP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EINC
VanEck Energy Income ETF
23.05%7.11%42.79%15.55%19.18%38.05%-19.89%16.98%-19.85%-3.45%
TPYP
Tortoise North American Pipeline Fund
20.98%7.59%37.37%10.51%16.09%34.97%-20.99%23.35%-11.13%2.27%

Returns By Period

In the year-to-date period, EINC achieves a 23.05% return, which is significantly higher than TPYP's 20.98% return. Both investments have delivered pretty close results over the past 10 years, with EINC having a 13.88% annualized return and TPYP not far behind at 13.45%.


EINC

1D
-1.62%
1M
3.53%
YTD
23.05%
6M
21.56%
1Y
23.37%
3Y*
29.78%
5Y*
24.01%
10Y*
13.88%

TPYP

1D
-1.05%
1M
2.89%
YTD
20.98%
6M
18.25%
1Y
20.82%
3Y*
25.55%
5Y*
21.03%
10Y*
13.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EINC vs. TPYP - Expense Ratio Comparison

EINC has a 0.45% expense ratio, which is higher than TPYP's 0.40% expense ratio.


Return for Risk

EINC vs. TPYP — Risk / Return Rank

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

EINC
EINC Risk / Return Rank: 6868
Overall Rank
EINC Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
EINC Sortino Ratio Rank: 6868
Sortino Ratio Rank
EINC Omega Ratio Rank: 7373
Omega Ratio Rank
EINC Calmar Ratio Rank: 6666
Calmar Ratio Rank
EINC Martin Ratio Rank: 5858
Martin Ratio Rank

TPYP
TPYP Risk / Return Rank: 6767
Overall Rank
TPYP Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
TPYP Sortino Ratio Rank: 6666
Sortino Ratio Rank
TPYP Omega Ratio Rank: 7070
Omega Ratio Rank
TPYP Calmar Ratio Rank: 6666
Calmar Ratio Rank
TPYP Martin Ratio Rank: 5959
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.

EINC vs. TPYP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Energy Income ETF (EINC) and Tortoise North American Pipeline Fund (TPYP). 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.


EINCTPYPDifference

Sharpe ratio

Return per unit of total volatility

1.29

1.26

+0.03

Sortino ratio

Return per unit of downside risk

1.66

1.64

+0.03

Omega ratio

Gain probability vs. loss probability

1.26

1.25

+0.01

Calmar ratio

Return relative to maximum drawdown

1.59

1.60

0.00

Martin ratio

Return relative to average drawdown

5.55

5.57

-0.02

EINC vs. TPYP - Sharpe Ratio Comparison

The current EINC Sharpe Ratio is 1.29, which is comparable to the TPYP Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of EINC and TPYP, 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


EINCTPYPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

1.26

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.24

1.22

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.61

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

0.44

-0.40

Correlation

The correlation between EINC and TPYP is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

EINC vs. TPYP - Dividend Comparison

EINC's dividend yield for the trailing twelve months is around 3.75%, more than TPYP's 3.23% yield.


TTM20252024202320222021202020192018201720162015
EINC
VanEck Energy Income ETF
3.75%4.51%3.33%3.77%2.89%6.03%6.69%9.66%11.31%8.53%9.71%28.53%
TPYP
Tortoise North American Pipeline Fund
3.23%3.91%3.95%4.83%4.48%4.86%6.14%4.45%4.58%3.71%3.49%2.56%

Drawdowns

EINC vs. TPYP - Drawdown Comparison

The maximum EINC drawdown since its inception was -87.55%, which is greater than TPYP's maximum drawdown of -51.91%. Use the drawdown chart below to compare losses from any high point for EINC and TPYP.


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Drawdown Indicators


EINCTPYPDifference

Max Drawdown

Largest peak-to-trough decline

-87.55%

-51.91%

-35.64%

Max Drawdown (1Y)

Largest decline over 1 year

-14.67%

-13.17%

-1.50%

Max Drawdown (5Y)

Largest decline over 5 years

-19.87%

-17.96%

-1.91%

Max Drawdown (10Y)

Largest decline over 10 years

-68.85%

-51.91%

-16.94%

Current Drawdown

Current decline from peak

-3.21%

-1.65%

-1.56%

Average Drawdown

Average peak-to-trough decline

-44.79%

-7.97%

-36.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.21%

3.77%

+0.44%

Volatility

EINC vs. TPYP - Volatility Comparison

VanEck Energy Income ETF (EINC) and Tortoise North American Pipeline Fund (TPYP) have volatilities of 3.21% and 3.19%, 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


EINCTPYPDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.21%

3.19%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

9.97%

8.94%

+1.03%

Volatility (1Y)

Calculated over the trailing 1-year period

18.18%

16.59%

+1.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.47%

17.32%

+2.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.48%

21.96%

+3.52%