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GRN vs. ATMP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GRN vs. ATMP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iPath Series B Carbon ETN (GRN) 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, GRN achieves a -8.60% return, which is significantly lower than ATMP's 20.02% return.


GRN

1D
-0.42%
1M
8.55%
YTD
-8.60%
6M
-4.48%
1Y
9.03%
3Y*
0.39%
5Y*
9.52%
10Y*

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)

GRN vs. ATMP - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
GRN
iPath Series B Carbon ETN
-8.60%20.33%-7.34%-2.99%-0.07%147.21%30.47%-8.41%
ATMP
Barclays ETN+ Select MLP ETN
20.02%1.73%31.66%14.51%20.71%33.06%-34.39%-3.37%

Correlation

The correlation between GRN and ATMP is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.07

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

0.02

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

0.07

Correlation (All Time)
Calculated using the full available price history since Sep 11, 2019

0.15

The correlation between GRN and ATMP shifts across timeframes, from -0.07 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

GRN vs. ATMP — Risk / Return Rank

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

GRN
GRN Risk / Return Rank: 1313
Overall Rank
GRN Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
GRN Sortino Ratio Rank: 1313
Sortino Ratio Rank
GRN Omega Ratio Rank: 1414
Omega Ratio Rank
GRN Calmar Ratio Rank: 1212
Calmar Ratio Rank
GRN Martin Ratio Rank: 1313
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.

GRN vs. ATMP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iPath Series B Carbon ETN (GRN) 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.


GRNATMPDifference
Sharpe ratioReturn per unit of total volatility

-0.98

Sortino ratioReturn per unit of downside risk

-1.25

Omega ratioGain probability vs. loss probability

1.08

1.23

-0.14

Calmar ratioReturn relative to maximum drawdown

0.30

2.51

-2.21

Martin ratioReturn relative to average drawdown

0.77

6.16

-5.39

GRN vs. ATMP - Sharpe Ratio Comparison

The current GRN Sharpe Ratio is 0.33, which is lower than the ATMP Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of GRN 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


GRNATMPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

1.31

-0.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.72

-0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.09

+0.33

Drawdowns

GRN vs. ATMP - Drawdown Comparison

The maximum GRN drawdown since its inception was -47.96%, smaller than the maximum ATMP drawdown of -80.86%. Use the drawdown chart below to compare losses from any high point for GRN and ATMP.


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Drawdown Indicators


GRNATMPDifference

Max Drawdown

Largest peak-to-trough decline

-47.96%

-80.86%

+32.90%

Max Drawdown (1Y)

Largest decline over 1 year

-30.39%

-7.26%

-23.13%

Max Drawdown (3Y)

Largest decline over 3 years

-45.30%

-16.48%

-28.82%

Max Drawdown (5Y)

Largest decline over 5 years

-47.96%

-22.98%

-24.98%

Max Drawdown (10Y)

Largest decline over 10 years

-75.66%

Current Drawdown

Current decline from peak

-19.73%

-6.07%

-13.66%

Average Drawdown

Average peak-to-trough decline

-17.54%

-31.15%

+13.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.83%

2.95%

+8.88%

Volatility

GRN vs. ATMP - Volatility Comparison

iPath Series B Carbon ETN (GRN) has a higher volatility of 6.65% compared to Barclays ETN+ Select MLP ETN (ATMP) at 5.61%. This indicates that GRN's price experiences larger fluctuations and is considered to be riskier than ATMP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GRNATMPDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.65%

5.61%

+1.04%

Volatility (6M)

Calculated over the trailing 6-month period

24.47%

10.72%

+13.75%

Volatility (1Y)

Calculated over the trailing 1-year period

27.74%

14.00%

+13.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.82%

22.23%

+17.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.95%

27.68%

+14.27%

GRN vs. ATMP - Expense Ratio Comparison

GRN has a 0.75% expense ratio, which is lower than ATMP's 0.95% expense ratio.


Dividends

GRN vs. ATMP - Dividend Comparison

Neither GRN nor ATMP has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


GRN and ATMP have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GRN has higher volatility (6.65%) compared to ATMP (5.61%). In terms of maximum drawdown, GRN dropped -47.96% vs ATMP's -80.86%.

On 5-year performance, ATMP leads with 15.87% vs 9.52% for GRN. On fees, GRN is cheaper at 0.75% 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 5-year period, ATMP has performed better with a 15.87% return vs 9.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GRN is cheaper with a 0.75% expense ratio, compared with 0.95% for ATMP.

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

GRN is categorized as Commodities, while ATMP is MLPs. GRN tracks Barclays Global Carbon II Index, while ATMP tracks CIBC Atlas Select MLP VWAP. Their fees differ too: 0.75% for GRN and 0.95% for ATMP.

ATMP currently has the higher Sharpe Ratio (1.31 vs 0.33), 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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