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JMLP.DE vs. IBE.MC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JMLP.DE vs. IBE.MC - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in HANetf Alerian Midstream Energy Dividend UCITS ETF (JMLP.DE) and Iberdrola S.A. (IBE.MC). The values are adjusted to include any dividend payments, if applicable.

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JMLP.DE vs. IBE.MC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
JMLP.DE
HANetf Alerian Midstream Energy Dividend UCITS ETF
22.70%-5.93%44.53%15.63%34.66%55.73%7.58%
IBE.MC
Iberdrola S.A.
10.17%44.88%17.42%13.52%9.72%-7.61%7.83%

Returns By Period

In the year-to-date period, JMLP.DE achieves a 22.70% return, which is significantly higher than IBE.MC's 10.17% return.


JMLP.DE

1D
-4.21%
1M
0.01%
YTD
22.70%
6M
20.66%
1Y
11.03%
3Y*
24.22%
5Y*
25.85%
10Y*

IBE.MC

1D
1.65%
1M
1.39%
YTD
10.17%
6M
25.76%
1Y
38.22%
3Y*
25.82%
5Y*
17.67%
10Y*
17.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

JMLP.DE vs. IBE.MC — Risk / Return Rank

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

JMLP.DE
JMLP.DE Risk / Return Rank: 2525
Overall Rank
JMLP.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
JMLP.DE Sortino Ratio Rank: 2525
Sortino Ratio Rank
JMLP.DE Omega Ratio Rank: 2626
Omega Ratio Rank
JMLP.DE Calmar Ratio Rank: 2727
Calmar Ratio Rank
JMLP.DE Martin Ratio Rank: 2121
Martin Ratio Rank

IBE.MC
IBE.MC Risk / Return Rank: 9292
Overall Rank
IBE.MC Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
IBE.MC Sortino Ratio Rank: 8989
Sortino Ratio Rank
IBE.MC Omega Ratio Rank: 9191
Omega Ratio Rank
IBE.MC Calmar Ratio Rank: 9494
Calmar Ratio Rank
IBE.MC Martin Ratio Rank: 9292
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.

JMLP.DE vs. IBE.MC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HANetf Alerian Midstream Energy Dividend UCITS ETF (JMLP.DE) and Iberdrola S.A. (IBE.MC). 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.


JMLP.DEIBE.MCDifference

Sharpe ratio

Return per unit of total volatility

0.53

2.21

-1.68

Sortino ratio

Return per unit of downside risk

0.80

2.76

-1.96

Omega ratio

Gain probability vs. loss probability

1.11

1.43

-0.31

Calmar ratio

Return relative to maximum drawdown

0.69

5.45

-4.76

Martin ratio

Return relative to average drawdown

1.41

13.12

-11.71

JMLP.DE vs. IBE.MC - Sharpe Ratio Comparison

The current JMLP.DE Sharpe Ratio is 0.53, which is lower than the IBE.MC Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of JMLP.DE and IBE.MC, 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


JMLP.DEIBE.MCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.53

2.21

-1.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.26

0.93

+0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

1.36

0.52

+0.84

Correlation

The correlation between JMLP.DE and IBE.MC is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

JMLP.DE vs. IBE.MC - Dividend Comparison

JMLP.DE's dividend yield for the trailing twelve months is around 2.88%, less than IBE.MC's 3.34% yield.


TTM20252024202320222021202020192018201720162015
JMLP.DE
HANetf Alerian Midstream Energy Dividend UCITS ETF
2.88%3.38%5.41%11.39%11.27%14.07%8.95%0.00%0.00%0.00%0.00%0.00%
IBE.MC
Iberdrola S.A.
3.34%3.49%4.23%4.22%4.11%4.05%3.42%3.82%4.65%4.83%2.52%2.20%

Drawdowns

JMLP.DE vs. IBE.MC - Drawdown Comparison

The maximum JMLP.DE drawdown since its inception was -22.29%, smaller than the maximum IBE.MC drawdown of -71.23%. Use the drawdown chart below to compare losses from any high point for JMLP.DE and IBE.MC.


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Drawdown Indicators


JMLP.DEIBE.MCDifference

Max Drawdown

Largest peak-to-trough decline

-22.29%

-71.23%

+48.94%

Max Drawdown (1Y)

Largest decline over 1 year

-17.54%

-9.92%

-7.62%

Max Drawdown (5Y)

Largest decline over 5 years

-22.29%

-24.34%

+2.05%

Max Drawdown (10Y)

Largest decline over 10 years

-28.27%

Current Drawdown

Current decline from peak

-5.94%

-1.38%

-4.56%

Average Drawdown

Average peak-to-trough decline

-5.90%

-16.83%

+10.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.14%

2.90%

+4.24%

Volatility

JMLP.DE vs. IBE.MC - Volatility Comparison

HANetf Alerian Midstream Energy Dividend UCITS ETF (JMLP.DE) has a higher volatility of 6.76% compared to Iberdrola S.A. (IBE.MC) at 6.02%. This indicates that JMLP.DE's price experiences larger fluctuations and is considered to be riskier than IBE.MC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JMLP.DEIBE.MCDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.76%

6.02%

+0.74%

Volatility (6M)

Calculated over the trailing 6-month period

12.42%

10.95%

+1.47%

Volatility (1Y)

Calculated over the trailing 1-year period

20.83%

17.10%

+3.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.22%

18.73%

+1.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.53%

20.00%

+1.53%