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ENFR vs. TPYP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period

In the year-to-date period, ENFR achieves a 28.27% return, which is significantly higher than TPYP's 23.68% return. Both investments have delivered pretty close results over the past 10 years, with ENFR having a 12.14% annualized return and TPYP not far behind at 11.89%.


ENFR

1D
0.25%
1M
3.92%
6M
19.23%
YTD
28.27%
1Y
29.02%
3Y*
26.80%
5Y*
21.89%
10Y*
12.14%
ALL TIME*
8.59%

TPYP

1D
0.37%
1M
2.75%
6M
15.48%
YTD
23.68%
1Y
25.52%
3Y*
24.31%
5Y*
19.53%
10Y*
11.89%
ALL TIME*
9.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$5.27M$3.93M$3.16M
$2.50M$2.27M$2.65M

ENFR vs. TPYP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ENFR
Alerian Energy Infrastructure ETF
28.27%5.88%42.17%15.63%17.48%39.97%-24.14%21.60%-18.67%-0.19%
TPYP
Tortoise North American Pipeline Fund
23.68%7.59%37.37%10.51%16.09%34.97%-20.99%23.35%-11.13%2.27%

Correlation

The correlation between ENFR and TPYP is 0.95, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.95

Correlation (3Y)
Balances recent behavior with more history.

0.95

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.96

Correlation (10Y)
Provides a long-term view across more market conditions.

0.94

Correlation (All Time)
Calculated using the full available price history since Jun 30, 2015

0.91

The correlation between ENFR and TPYP has been stable across timeframes, ranging from 0.91 to 0.96 - a consistent structural relationship.

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Return for Risk

ENFR vs. TPYP — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ENFR
ENFR Risk / Return Rank: 7979
Overall Rank
ENFR Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
ENFR Sortino Ratio Rank: 8181
Sortino Ratio Rank
ENFR Omega Ratio Rank: 7878
Omega Ratio Rank
ENFR Calmar Ratio Rank: 8686
Calmar Ratio Rank
ENFR Martin Ratio Rank: 6767
Martin Ratio Rank

TPYP
TPYP Risk / Return Rank: 7979
Overall Rank
TPYP Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
TPYP Sortino Ratio Rank: 7979
Sortino Ratio Rank
TPYP Omega Ratio Rank: 7676
Omega Ratio Rank
TPYP Calmar Ratio Rank: 8989
Calmar Ratio Rank
TPYP Martin Ratio Rank: 7272
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ENFR vs. TPYP - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ENFRTPYPDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

+0.05

Omega ratioGain probability vs. loss probability

1.32

1.31

+0.01

Calmar ratioReturn relative to maximum drawdown

3.33

3.72

-0.39

Martin ratioReturn relative to average drawdown

8.16

8.80

-0.64

ENFR vs. TPYP - Sharpe Ratio Comparison

The current ENFR Sharpe Ratio is 1.89, which is comparable to the TPYP Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of ENFR and TPYP, 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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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.


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Drawdown Indicators


ENFRTPYPDifference

Max Drawdown

Largest peak-to-trough decline

-68.28%

-51.91%

-16.37%

Max Drawdown (1Y)

Largest decline over 1 year

-8.64%

-6.84%

-1.80%

Max Drawdown (3Y)

Largest decline over 3 years

-15.58%

-13.17%

-2.41%

Max Drawdown (5Y)

Largest decline over 5 years

-20.29%

-17.96%

-2.33%

Max Drawdown (10Y)

Largest decline over 10 years

-62.64%

-51.91%

-10.73%

Current Drawdown

Current decline from peak

-2.57%

-2.89%

+0.32%

Average Drawdown

Average peak-to-trough decline

-15.83%

-7.83%

-8.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.52%

2.89%

+0.63%

Volatility

ENFR vs. TPYP - Volatility Comparison

Alerian Energy Infrastructure ETF (ENFR) and Tortoise North American Pipeline Fund (TPYP) have volatilities of 5.44% and 5.37%, 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


ENFRTPYPDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.44%

5.37%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

12.30%

11.25%

+1.05%

Volatility (1Y)

Calculated over the trailing 1-year period

15.24%

13.91%

+1.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.19%

17.40%

+1.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.65%

21.90%

+2.75%

ENFR vs. TPYP - Expense Ratio Comparison

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


Dividends

ENFR vs. TPYP - Dividend Comparison

ENFR's dividend yield for the trailing twelve months is around 3.91%, more than TPYP's 3.19% yield.


PositionTTM20252024202320222021202020192018201720162015
ENFR
Alerian Energy Infrastructure ETF
3.91%4.77%4.41%5.48%5.23%7.86%7.57%5.81%3.98%2.98%3.31%3.34%
TPYP
Tortoise North American Pipeline Fund
3.19%3.91%3.95%4.83%4.48%4.86%6.14%4.45%4.58%3.71%3.49%2.56%

Frequently Asked Questions


With a correlation of 0.95, ENFR and TPYP move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

ENFR has higher volatility (5.44%) compared to TPYP (5.37%). In terms of maximum drawdown, ENFR dropped -68.28% vs TPYP's -51.91%.

On 10-year performance, ENFR leads with 12.14% vs 11.89% for TPYP. On fees, ENFR is cheaper at 0.35% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, ENFR has performed better with a 12.14% return vs 11.89%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ENFR is cheaper with a 0.35% expense ratio, compared with 0.40% for TPYP.

ENFR has the higher dividend yield at 3.91%, compared with 3.19% for TPYP.

ENFR is categorized as Infrastructure Equities, while TPYP is Energy Equities. ENFR tracks Alerian Midstream Energy Select Index, while TPYP tracks Tortoise North American Pipeline Index. They also come from different issuers: SS&C and Tortoise. Their fees differ too: 0.35% for ENFR and 0.40% for TPYP.

ENFR currently has the higher Sharpe Ratio (1.89 vs 1.83), 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

Find the right allocation for ENFR and TPYP

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