PortfoliosLab logo
ENFR vs. TPYP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ENFR and TPYP is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

ENFR vs. TPYP - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

ENFR:

1.42

TPYP:

1.53

Sortino Ratio

ENFR:

1.84

TPYP:

1.98

Omega Ratio

ENFR:

1.27

TPYP:

1.30

Calmar Ratio

ENFR:

1.83

TPYP:

2.22

Martin Ratio

ENFR:

6.45

TPYP:

7.71

Ulcer Index

ENFR:

4.41%

TPYP:

3.79%

Daily Std Dev

ENFR:

19.83%

TPYP:

18.89%

Max Drawdown

ENFR:

-68.28%

TPYP:

-51.91%

Current Drawdown

ENFR:

-5.12%

TPYP:

-4.32%

Returns By Period

In the year-to-date period, ENFR achieves a 3.93% return, which is significantly lower than TPYP's 4.74% return.


ENFR

YTD

3.93%

1M

4.30%

6M

3.23%

1Y

27.93%

5Y*

26.52%

10Y*

6.65%

TPYP

YTD

4.74%

1M

1.81%

6M

3.03%

1Y

28.70%

5Y*

23.02%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ENFR vs. TPYP - Expense Ratio Comparison

ENFR has a 0.35% expense ratio, which is lower than TPYP's 0.40% expense ratio.


Risk-Adjusted Performance

ENFR vs. TPYP — Risk-Adjusted Performance Rank

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

ENFR
The Risk-Adjusted Performance Rank of ENFR is 8989
Overall Rank
The Sharpe Ratio Rank of ENFR is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of ENFR is 8787
Sortino Ratio Rank
The Omega Ratio Rank of ENFR is 8888
Omega Ratio Rank
The Calmar Ratio Rank of ENFR is 9292
Calmar Ratio Rank
The Martin Ratio Rank of ENFR is 8888
Martin Ratio Rank

TPYP
The Risk-Adjusted Performance Rank of TPYP is 9191
Overall Rank
The Sharpe Ratio Rank of TPYP is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of TPYP is 8989
Sortino Ratio Rank
The Omega Ratio Rank of TPYP is 9090
Omega Ratio Rank
The Calmar Ratio Rank of TPYP is 9494
Calmar Ratio Rank
The Martin Ratio Rank of TPYP is 9090
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ENFR vs. TPYP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Alerian Energy Infrastructure ETF (ENFR) 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.


The current ENFR Sharpe Ratio is 1.42, which is comparable to the TPYP Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of ENFR 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.


Loading data...

Dividends

ENFR vs. TPYP - Dividend Comparison

ENFR's dividend yield for the trailing twelve months is around 4.49%, more than TPYP's 3.87% yield.


TTM20242023202220212020201920182017201620152014
ENFR
Alerian Energy Infrastructure ETF
4.49%4.41%5.48%5.23%7.86%7.57%5.81%3.98%2.98%3.31%3.34%2.15%
TPYP
Tortoise North American Pipeline Fund
3.87%3.95%4.83%4.48%4.86%6.14%4.44%4.58%3.71%3.18%1.48%0.00%

Drawdowns

ENFR vs. TPYP - Drawdown Comparison

The maximum ENFR drawdown since its inception was -68.28%, which is greater than TPYP's maximum drawdown of -51.91%. Use the drawdown chart below to compare losses from any high point for ENFR and TPYP. For additional features, visit the drawdowns tool.


Loading data...

Volatility

ENFR vs. TPYP - Volatility Comparison

Alerian Energy Infrastructure ETF (ENFR) and Tortoise North American Pipeline Fund (TPYP) have volatilities of 5.80% and 5.56%, 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.


Loading data...