PortfoliosLab logo
MLPB vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MLPB and VOO 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. VOO - 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 Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

60.00%80.00%100.00%120.00%140.00%NovemberDecember2025FebruaryMarchApril
91.79%
118.90%
MLPB
VOO

Key characteristics

Sharpe Ratio

MLPB:

0.85

VOO:

0.57

Sortino Ratio

MLPB:

1.20

VOO:

0.92

Omega Ratio

MLPB:

1.17

VOO:

1.13

Calmar Ratio

MLPB:

1.05

VOO:

0.58

Martin Ratio

MLPB:

4.20

VOO:

2.42

Ulcer Index

MLPB:

4.13%

VOO:

4.51%

Daily Std Dev

MLPB:

20.39%

VOO:

19.17%

Max Drawdown

MLPB:

-69.03%

VOO:

-33.99%

Current Drawdown

MLPB:

-6.21%

VOO:

-10.56%

Returns By Period

In the year-to-date period, MLPB achieves a 6.27% return, which is significantly higher than VOO's -6.43% return.


MLPB

YTD

6.27%

1M

-5.09%

6M

12.08%

1Y

16.10%

5Y*

29.19%

10Y*

N/A

VOO

YTD

-6.43%

1M

-4.99%

6M

-5.02%

1Y

9.61%

5Y*

15.88%

10Y*

12.02%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MLPB vs. VOO - Expense Ratio Comparison

MLPB has a 0.85% expense ratio, which is higher than VOO's 0.03% expense ratio.


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%
Expense ratio chart for VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%

Risk-Adjusted Performance

MLPB vs. VOO — 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

VOO
The Risk-Adjusted Performance Rank of VOO is 6666
Overall Rank
The Sharpe Ratio Rank of VOO is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6464
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6666
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6767
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. VOO - 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 Vanguard S&P 500 ETF (VOO). 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
VOO: 0.57
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
VOO: 0.92
The chart of Omega ratio for MLPB, currently valued at 1.17, compared to the broader market0.501.001.502.00
MLPB: 1.17
VOO: 1.13
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
VOO: 0.58
The chart of Martin ratio for MLPB, currently valued at 4.20, compared to the broader market0.0020.0040.0060.00
MLPB: 4.20
VOO: 2.42

The current MLPB Sharpe Ratio is 0.85, which is higher than the VOO Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of MLPB and VOO, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.85
0.57
MLPB
VOO

Dividends

MLPB vs. VOO - Dividend Comparison

MLPB's dividend yield for the trailing twelve months is around 6.09%, more than VOO's 1.39% yield.


TTM20242023202220212020201920182017201620152014
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%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.39%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

MLPB vs. VOO - Drawdown Comparison

The maximum MLPB drawdown since its inception was -69.03%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MLPB and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-6.21%
-10.56%
MLPB
VOO

Volatility

MLPB vs. VOO - Volatility Comparison

ETRACS Alerian MLP Infrastructure Index ETN Series B (MLPB) and Vanguard S&P 500 ETF (VOO) have volatilities of 13.91% and 13.97%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.91%
13.97%
MLPB
VOO