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MLPB vs. MLPR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MLPB and MLPR is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

MLPB vs. MLPR - 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 ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN (MLPR). The values are adjusted to include any dividend payments, if applicable.

150.00%200.00%250.00%300.00%350.00%NovemberDecember2025FebruaryMarchApril
184.32%
295.08%
MLPB
MLPR

Key characteristics

Sharpe Ratio

MLPB:

0.85

MLPR:

0.61

Sortino Ratio

MLPB:

1.20

MLPR:

0.96

Omega Ratio

MLPB:

1.17

MLPR:

1.14

Calmar Ratio

MLPB:

1.05

MLPR:

0.78

Martin Ratio

MLPB:

4.20

MLPR:

3.04

Ulcer Index

MLPB:

4.13%

MLPR:

6.28%

Daily Std Dev

MLPB:

20.39%

MLPR:

31.16%

Max Drawdown

MLPB:

-69.03%

MLPR:

-48.98%

Current Drawdown

MLPB:

-6.21%

MLPR:

-11.56%

Returns By Period

The year-to-date returns for both investments are quite close, with MLPB having a 6.27% return and MLPR slightly higher at 6.58%.


MLPB

YTD

6.27%

1M

-5.09%

6M

12.08%

1Y

16.10%

5Y*

29.19%

10Y*

N/A

MLPR

YTD

6.58%

1M

-9.54%

6M

13.77%

1Y

17.30%

5Y*

N/A

10Y*

N/A

*Annualized

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MLPB vs. MLPR - Expense Ratio Comparison

MLPB has a 0.85% expense ratio, which is lower than MLPR's 0.95% expense ratio.


Expense ratio chart for MLPR: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
MLPR: 0.95%
Expense ratio chart for MLPB: current value is 0.85%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
MLPB: 0.85%

Risk-Adjusted Performance

MLPB vs. MLPR — Risk-Adjusted Performance Rank

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

MLPB
The Risk-Adjusted Performance Rank of MLPB is 7878
Overall Rank
The Sharpe Ratio Rank of MLPB is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of MLPB is 7474
Sortino Ratio Rank
The Omega Ratio Rank of MLPB is 7575
Omega Ratio Rank
The Calmar Ratio Rank of MLPB is 8484
Calmar Ratio Rank
The Martin Ratio Rank of MLPB is 8282
Martin Ratio Rank

MLPR
The Risk-Adjusted Performance Rank of MLPR is 7070
Overall Rank
The Sharpe Ratio Rank of MLPR is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of MLPR is 6666
Sortino Ratio Rank
The Omega Ratio Rank of MLPR is 6666
Omega Ratio Rank
The Calmar Ratio Rank of MLPR is 7878
Calmar Ratio Rank
The Martin Ratio Rank of MLPR is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MLPB vs. MLPR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS Alerian MLP Infrastructure Index ETN Series B (MLPB) and ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN (MLPR). 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.


The chart of Sharpe ratio for MLPB, currently valued at 0.85, compared to the broader market-1.000.001.002.003.004.00
MLPB: 0.85
MLPR: 0.61
The chart of Sortino ratio for MLPB, currently valued at 1.20, compared to the broader market-2.000.002.004.006.008.00
MLPB: 1.20
MLPR: 0.96
The chart of Omega ratio for MLPB, currently valued at 1.17, compared to the broader market0.501.001.502.00
MLPB: 1.17
MLPR: 1.14
The chart of Calmar ratio for MLPB, currently valued at 1.05, compared to the broader market0.002.004.006.008.0010.0012.00
MLPB: 1.05
MLPR: 0.78
The chart of Martin ratio for MLPB, currently valued at 4.20, compared to the broader market0.0020.0040.0060.00
MLPB: 4.20
MLPR: 3.04

The current MLPB Sharpe Ratio is 0.85, which is higher than the MLPR Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of MLPB and MLPR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.85
0.61
MLPB
MLPR

Dividends

MLPB vs. MLPR - Dividend Comparison

MLPB's dividend yield for the trailing twelve months is around 6.09%, less than MLPR's 10.21% yield.


TTM202420232022202120202019201820172016
MLPB
ETRACS Alerian MLP Infrastructure Index ETN Series B
6.09%5.95%6.37%6.00%6.98%11.93%7.97%8.10%0.00%0.00%
MLPR
ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN
10.21%9.57%10.08%10.07%10.69%4.21%0.00%0.00%0.00%0.00%

Drawdowns

MLPB vs. MLPR - Drawdown Comparison

The maximum MLPB drawdown since its inception was -69.03%, which is greater than MLPR's maximum drawdown of -48.98%. Use the drawdown chart below to compare losses from any high point for MLPB and MLPR. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-6.21%
-11.56%
MLPB
MLPR

Volatility

MLPB vs. MLPR - Volatility Comparison

The current volatility for ETRACS Alerian MLP Infrastructure Index ETN Series B (MLPB) is 13.91%, while ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN (MLPR) has a volatility of 20.70%. This indicates that MLPB experiences smaller price fluctuations and is considered to be less risky than MLPR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
13.91%
20.70%
MLPB
MLPR