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MLPO vs. SPGI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


MLPOSPGI

Correlation

-0.50.00.51.00.1

The correlation between MLPO and SPGI is 0.08, 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.

Performance

MLPO vs. SPGI - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%100.00%200.00%300.00%400.00%December2024FebruaryMarchApril
13.72%
389.73%
MLPO
SPGI

Compare stocks, funds, or ETFs

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Credit Suisse S&P MLP Index ETN

S&P Global Inc.

Risk-Adjusted Performance

MLPO vs. SPGI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Credit Suisse S&P MLP Index ETN (MLPO) and S&P Global Inc. (SPGI). 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.


MLPO
Sharpe ratio
The chart of Sharpe ratio for MLPO, currently valued at 0.57, compared to the broader market-1.000.001.002.003.004.005.000.57
Sortino ratio
The chart of Sortino ratio for MLPO, currently valued at 1.28, compared to the broader market-2.000.002.004.006.008.001.28
Omega ratio
The chart of Omega ratio for MLPO, currently valued at 1.24, compared to the broader market0.501.001.502.002.501.24
Calmar ratio
The chart of Calmar ratio for MLPO, currently valued at 0.58, compared to the broader market0.002.004.006.008.0010.0012.000.58
Martin ratio
The chart of Martin ratio for MLPO, currently valued at 2.39, compared to the broader market0.0020.0040.0060.0080.002.39
SPGI
Sharpe ratio
The chart of Sharpe ratio for SPGI, currently valued at 0.80, compared to the broader market-1.000.001.002.003.004.005.000.80
Sortino ratio
The chart of Sortino ratio for SPGI, currently valued at 1.14, compared to the broader market-2.000.002.004.006.008.001.14
Omega ratio
The chart of Omega ratio for SPGI, currently valued at 1.17, compared to the broader market0.501.001.502.002.501.17
Calmar ratio
The chart of Calmar ratio for SPGI, currently valued at 0.58, compared to the broader market0.002.004.006.008.0010.0012.000.58
Martin ratio
The chart of Martin ratio for SPGI, currently valued at 2.02, compared to the broader market0.0020.0040.0060.0080.002.02

MLPO vs. SPGI - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50December2024FebruaryMarchApril
0.57
0.80
MLPO
SPGI

Dividends

MLPO vs. SPGI - Dividend Comparison

MLPO has not paid dividends to shareholders, while SPGI's dividend yield for the trailing twelve months is around 0.87%.


TTM20232022202120202019201820172016201520142013
MLPO
Credit Suisse S&P MLP Index ETN
3.18%6.21%5.94%7.42%12.37%7.68%8.10%6.79%6.62%4.83%0.00%0.00%
SPGI
S&P Global Inc.
0.87%0.82%0.99%0.65%0.82%0.84%1.18%0.97%1.34%1.34%1.35%1.43%

Drawdowns

MLPO vs. SPGI - Drawdown Comparison


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchApril
-61.45%
-11.36%
MLPO
SPGI

Volatility

MLPO vs. SPGI - Volatility Comparison

The current volatility for Credit Suisse S&P MLP Index ETN (MLPO) is 0.00%, while S&P Global Inc. (SPGI) has a volatility of 4.10%. This indicates that MLPO experiences smaller price fluctuations and is considered to be less risky than SPGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%December2024FebruaryMarchApril0
4.10%
MLPO
SPGI