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MLPB vs. AMLP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MLPB vs. AMLP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS Alerian MLP Infrastructure Index ETN Series B (MLPB) and Alerian MLP ETF (AMLP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MLPB achieves a 14.66% return, which is significantly higher than AMLP's 12.04% return. Over the past 10 years, MLPB has outperformed AMLP with an annualized return of 7.81%, while AMLP has yielded a comparatively lower 6.33% annualized return.


MLPB

1D
-0.18%
1M
-8.01%
YTD
14.66%
6M
15.05%
1Y
15.47%
3Y*
21.12%
5Y*
18.03%
10Y*
7.81%

AMLP

1D
-0.02%
1M
-7.08%
YTD
12.04%
6M
12.19%
1Y
12.67%
3Y*
19.33%
5Y*
15.63%
10Y*
6.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MLPB vs. AMLP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MLPB
ETRACS Alerian MLP Infrastructure Index ETN Series B
14.66%7.40%25.53%22.01%30.22%39.42%-30.80%5.69%-8.79%-9.71%
AMLP
Alerian MLP ETF
12.04%5.78%22.76%21.40%25.47%39.09%-32.26%5.99%-12.67%-7.89%

Correlation

The correlation between MLPB and AMLP is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

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

0.97

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

0.98

Correlation (10Y)
Calculated over the trailing 10-year period

0.83

Correlation (All Time)
Calculated using the full available price history since Oct 9, 2015

0.78

The correlation between MLPB and AMLP shifts across timeframes, from 0.78 (all time) to 0.98 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

MLPB vs. AMLP — Risk / Return Rank

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

MLPB
MLPB Risk / Return Rank: 3232
Overall Rank
MLPB Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
MLPB Sortino Ratio Rank: 3232
Sortino Ratio Rank
MLPB Omega Ratio Rank: 3030
Omega Ratio Rank
MLPB Calmar Ratio Rank: 3333
Calmar Ratio Rank
MLPB Martin Ratio Rank: 3232
Martin Ratio Rank

AMLP
AMLP Risk / Return Rank: 3030
Overall Rank
AMLP Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
AMLP Sortino Ratio Rank: 2929
Sortino Ratio Rank
AMLP Omega Ratio Rank: 2828
Omega Ratio Rank
AMLP Calmar Ratio Rank: 2929
Calmar Ratio Rank
AMLP Martin Ratio Rank: 3131
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.

MLPB vs. AMLP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS Alerian MLP Infrastructure Index ETN Series B (MLPB) and Alerian MLP ETF (AMLP). 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.


MLPBAMLPDifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

+0.12

Omega ratioGain probability vs. loss probability

1.20

1.19

+0.01

Calmar ratioReturn relative to maximum drawdown

1.60

1.42

+0.18

Martin ratioReturn relative to average drawdown

4.54

4.32

+0.22

MLPB vs. AMLP - Sharpe Ratio Comparison

The current MLPB Sharpe Ratio is 1.15, which is comparable to the AMLP Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of MLPB and AMLP, 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

MLPB vs. AMLP - Drawdown Comparison

The maximum MLPB drawdown since its inception was -71.93%, smaller than the maximum AMLP drawdown of -77.19%. Use the drawdown chart below to compare losses from any high point for MLPB and AMLP.


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Drawdown Indicators


MLPBAMLPDifference

Max Drawdown

Largest peak-to-trough decline

-71.93%

-77.19%

+5.26%

Max Drawdown (1Y)

Largest decline over 1 year

-9.68%

-8.94%

-0.74%

Max Drawdown (3Y)

Largest decline over 3 years

-16.49%

-14.27%

-2.22%

Max Drawdown (5Y)

Largest decline over 5 years

-20.41%

-20.92%

+0.51%

Max Drawdown (10Y)

Largest decline over 10 years

-71.93%

-72.62%

+0.69%

Current Drawdown

Current decline from peak

-8.72%

-7.62%

-1.10%

Average Drawdown

Average peak-to-trough decline

-14.78%

-17.36%

+2.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.42%

2.94%

+0.48%

Volatility

MLPB vs. AMLP - Volatility Comparison

ETRACS Alerian MLP Infrastructure Index ETN Series B (MLPB) has a higher volatility of 4.76% compared to Alerian MLP ETF (AMLP) at 4.48%. This indicates that MLPB's price experiences larger fluctuations and is considered to be riskier than AMLP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MLPBAMLPDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.76%

4.48%

+0.28%

Volatility (6M)

Calculated over the trailing 6-month period

10.16%

8.85%

+1.31%

Volatility (1Y)

Calculated over the trailing 1-year period

13.59%

11.98%

+1.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.88%

19.75%

+0.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.15%

27.68%

-0.53%

MLPB vs. AMLP - Expense Ratio Comparison

MLPB has a 0.85% expense ratio, which is lower than AMLP's 0.90% expense ratio.


Dividends

MLPB vs. AMLP - Dividend Comparison

MLPB's dividend yield for the trailing twelve months is around 6.11%, less than AMLP's 7.94% yield.


PositionTTM20252024202320222021202020192018201720162015
AMLP
Alerian MLP ETF
7.94%8.36%7.70%7.86%7.70%8.55%12.31%9.12%9.29%7.97%8.09%9.84%
MLPB
ETRACS Alerian MLP Infrastructure Index ETN Series B
6.11%6.51%5.95%6.37%6.00%6.98%11.93%7.98%8.11%7.23%6.85%0.00%

Frequently Asked Questions


With a correlation of 0.96, MLPB and AMLP 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.

MLPB has higher volatility (4.76%) compared to AMLP (4.48%). In terms of maximum drawdown, MLPB dropped -71.93% vs AMLP's -77.19%.

On 10-year performance, MLPB leads with 7.81% vs 6.33% for AMLP. On fees, MLPB is cheaper at 0.85% per year. On volatility, AMLP has been the lower-risk option at 4.48%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, MLPB has performed better with a 7.81% return vs 6.33%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MLPB is cheaper with a 0.85% expense ratio, compared with 0.90% for AMLP.

AMLP has the higher dividend yield at 7.94%, compared with 6.11% for MLPB.

Both ETFs track Alerian MLP Infrastructure Index. They also come from different issuers: UBS and SS&C. Their fees differ too: 0.85% for MLPB and 0.90% for AMLP.

MLPB currently has the higher Sharpe Ratio (1.15 vs 1.06), 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

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