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GEL vs. LITP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GEL vs. LITP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Genesis Energy, L.P. (GEL) and Sprott Lithium Miners ETF (LITP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GEL achieves a 1.55% return, which is significantly higher than LITP's -17.54% return.


GEL

1D
1.53%
1M
9.25%
6M
-5.61%
YTD
1.55%
1Y
-5.95%
3Y*
22.09%
5Y*
14.59%
10Y*
-1.30%
ALL TIME*
7.14%

LITP

1D
-1.30%
1M
-19.49%
6M
-23.27%
YTD
-17.54%
1Y
63.07%
3Y*
-13.11%
5Y*
10Y*
ALL TIME*
-14.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.74M$2.69M$4.59M
$235.50K$292.96K$956.89K

GEL vs. LITP - Yearly Performance Comparison


2026 (YTD)202520242023
GEL
Genesis Energy, L.P.
1.55%61.77%-8.37%6.77%
LITP
Sprott Lithium Miners ETF
-17.54%94.65%-43.85%-36.71%

Correlation

The correlation between GEL and LITP is -0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


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

-0.01

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

0.10

Correlation (All Time)
Calculated using the full available price history since Feb 2, 2023

0.11

The correlation between GEL and LITP shifts across timeframes, from -0.01 (1 year) to 0.11 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

GEL vs. LITP — Risk / Return Rank

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

GEL
GEL Risk / Return Rank: 3030
Overall Rank
GEL Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
GEL Sortino Ratio Rank: 2727
Sortino Ratio Rank
GEL Omega Ratio Rank: 2828
Omega Ratio Rank
GEL Calmar Ratio Rank: 3434
Calmar Ratio Rank
GEL Martin Ratio Rank: 3030
Martin Ratio Rank

LITP
LITP Risk / Return Rank: 4343
Overall Rank
LITP Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
LITP Sortino Ratio Rank: 4848
Sortino Ratio Rank
LITP Omega Ratio Rank: 4444
Omega Ratio Rank
LITP Calmar Ratio Rank: 4040
Calmar Ratio Rank
LITP Martin Ratio Rank: 3737
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.

GEL vs. LITP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Genesis Energy, L.P. (GEL) and Sprott Lithium Miners ETF (LITP). 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.


GELLITPDifference
Sharpe ratioReturn per unit of total volatility

-1.38

Sortino ratioReturn per unit of downside risk

-1.97

Omega ratioGain probability vs. loss probability

0.97

1.20

-0.23

Calmar ratioReturn relative to maximum drawdown

-0.32

1.41

-1.74

Martin ratioReturn relative to average drawdown

-0.75

3.81

-4.56

GEL vs. LITP - Sharpe Ratio Comparison

The current GEL Sharpe Ratio is -0.29, which is lower than the LITP Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of GEL and LITP, 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

GEL vs. LITP - Drawdown Comparison

The maximum GEL drawdown since its inception was -91.63%, which is greater than LITP's maximum drawdown of -74.94%. Use the drawdown chart below to compare losses from any high point for GEL and LITP.


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Drawdown Indicators


GELLITPDifference

Max Drawdown

Largest peak-to-trough decline

-91.63%

-74.94%

-16.69%

Max Drawdown (1Y)

Largest decline over 1 year

-24.19%

-45.50%

+21.31%

Max Drawdown (3Y)

Largest decline over 3 years

-31.46%

-70.76%

+39.30%

Max Drawdown (5Y)

Largest decline over 5 years

-38.79%

Max Drawdown (10Y)

Largest decline over 10 years

-89.32%

Current Drawdown

Current decline from peak

-36.63%

-45.32%

+8.69%

Average Drawdown

Average peak-to-trough decline

-34.17%

-42.29%

+8.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.41%

16.84%

-6.43%

Volatility

GEL vs. LITP - Volatility Comparison

The current volatility for Genesis Energy, L.P. (GEL) is 8.09%, while Sprott Lithium Miners ETF (LITP) has a volatility of 10.66%. This indicates that GEL experiences smaller price fluctuations and is considered to be less risky than LITP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GELLITPDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.09%

10.66%

-2.57%

Volatility (6M)

Calculated over the trailing 6-month period

18.66%

40.49%

-21.83%

Volatility (1Y)

Calculated over the trailing 1-year period

27.90%

58.82%

-30.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.77%

47.58%

-6.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.17%

47.58%

+3.59%

Dividends

GEL vs. LITP - Dividend Comparison

GEL's dividend yield for the trailing twelve months is around 4.74%, less than LITP's 8.98% yield.


PositionTTM20252024202320222021202020192018201720162015
GEL
Genesis Energy, L.P.
4.74%4.23%6.08%5.18%5.88%5.60%16.10%10.74%11.37%11.87%7.54%6.72%
LITP
Sprott Lithium Miners ETF
8.98%7.41%6.55%2.80%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GEL and LITP have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LITP has higher volatility (10.66%) compared to GEL (8.09%). In terms of maximum drawdown, GEL dropped -91.63% vs LITP's -74.94%.

LITP currently has the higher Sharpe Ratio (1.09 vs -0.29), 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.

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