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MLPR vs. AMUB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MLPR vs. AMUB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN (MLPR) and ETRACS Alerian MLP Index ETN Class B (AMUB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MLPR achieves a 29.81% return, which is significantly higher than AMUB's 16.97% return.


MLPR

1D
-0.37%
1M
-1.12%
YTD
29.81%
6M
26.95%
1Y
32.42%
3Y*
32.14%
5Y*
26.89%
10Y*

AMUB

1D
-0.23%
1M
-2.08%
YTD
16.97%
6M
15.25%
1Y
15.77%
3Y*
15.80%
5Y*
12.34%
10Y*
3.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MLPR vs. AMUB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
MLPR
ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN
29.81%9.83%31.57%35.87%41.04%57.33%-9.51%
AMUB
ETRACS Alerian MLP Index ETN Class B
16.97%2.05%15.68%16.89%21.91%28.83%-9.01%

Correlation

The correlation between MLPR and AMUB is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.94

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

0.94

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

0.96

Correlation (All Time)
Calculated using the full available price history since Jun 4, 2020

0.95

The correlation between MLPR and AMUB has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.

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Return for Risk

MLPR vs. AMUB — Risk / Return Rank

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

MLPR
MLPR Risk / Return Rank: 4444
Overall Rank
MLPR Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
MLPR Sortino Ratio Rank: 4141
Sortino Ratio Rank
MLPR Omega Ratio Rank: 4242
Omega Ratio Rank
MLPR Calmar Ratio Rank: 4747
Calmar Ratio Rank
MLPR Martin Ratio Rank: 4545
Martin Ratio Rank

AMUB
AMUB Risk / Return Rank: 3131
Overall Rank
AMUB Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
AMUB Sortino Ratio Rank: 3131
Sortino Ratio Rank
AMUB Omega Ratio Rank: 3030
Omega Ratio Rank
AMUB Calmar Ratio Rank: 3131
Calmar Ratio Rank
AMUB 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.

MLPR vs. AMUB - Risk-Adjusted Trends Comparison

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


MLPRAMUBDifference
Sharpe ratioReturn per unit of total volatility

+0.41

Sortino ratioReturn per unit of downside risk

+0.42

Omega ratioGain probability vs. loss probability

1.27

1.20

+0.07

Calmar ratioReturn relative to maximum drawdown

2.33

1.53

+0.80

Martin ratioReturn relative to average drawdown

7.53

4.52

+3.01

MLPR vs. AMUB - Sharpe Ratio Comparison

The current MLPR Sharpe Ratio is 1.59, which is higher than the AMUB Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of MLPR and AMUB, 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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Sharpe Ratios by Period


MLPRAMUBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.59

1.18

+0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

0.61

+0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.93

0.00

+0.93

Drawdowns

MLPR vs. AMUB - Drawdown Comparison

The maximum MLPR drawdown since its inception was -48.98%, smaller than the maximum AMUB drawdown of -79.46%. Use the drawdown chart below to compare losses from any high point for MLPR and AMUB.


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Drawdown Indicators


MLPRAMUBDifference

Max Drawdown

Largest peak-to-trough decline

-48.98%

-79.46%

+30.48%

Max Drawdown (1Y)

Largest decline over 1 year

-13.97%

-10.37%

-3.60%

Max Drawdown (3Y)

Largest decline over 3 years

-24.45%

-17.22%

-7.23%

Max Drawdown (5Y)

Largest decline over 5 years

-28.66%

-20.58%

-8.08%

Max Drawdown (10Y)

Largest decline over 10 years

-78.86%

Current Drawdown

Current decline from peak

-7.07%

-6.15%

-0.92%

Average Drawdown

Average peak-to-trough decline

-8.94%

-29.23%

+20.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.32%

3.51%

+0.81%

Volatility

MLPR vs. AMUB - Volatility Comparison

ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN (MLPR) has a higher volatility of 8.12% compared to ETRACS Alerian MLP Index ETN Class B (AMUB) at 5.40%. This indicates that MLPR's price experiences larger fluctuations and is considered to be riskier than AMUB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MLPRAMUBDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.12%

5.40%

+2.72%

Volatility (6M)

Calculated over the trailing 6-month period

14.85%

9.82%

+5.03%

Volatility (1Y)

Calculated over the trailing 1-year period

20.64%

13.60%

+7.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.52%

20.24%

+9.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.75%

27.09%

+6.66%

MLPR vs. AMUB - Expense Ratio Comparison

MLPR has a 0.95% expense ratio, which is higher than AMUB's 0.80% expense ratio.


Dividends

MLPR vs. AMUB - Dividend Comparison

MLPR's dividend yield for the trailing twelve months is around 9.00%, while AMUB has not paid dividends to shareholders.


PositionTTM202520242023202220212020
AMUB
ETRACS Alerian MLP Index ETN Class B
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MLPR
ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN
9.00%10.85%9.57%10.08%7.49%10.69%4.21%

Frequently Asked Questions


With a correlation of 0.94, MLPR and AMUB 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.

MLPR has higher volatility (8.12%) compared to AMUB (5.40%). In terms of maximum drawdown, MLPR dropped -48.98% vs AMUB's -79.46%.

On 5-year performance, MLPR leads with 26.89% vs 12.34% for AMUB. On fees, AMUB is cheaper at 0.80% per year. On volatility, AMUB has been the lower-risk option at 5.40%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, MLPR has performed better with a 26.89% return vs 12.34%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AMUB is cheaper with a 0.80% expense ratio, compared with 0.95% for MLPR.

MLPR has the higher dividend yield at 9.00%, compared with 0.00% for AMUB.

MLPR is categorized as Leveraged Equities, while AMUB is MLPs. MLPR tracks Alerian MLP Index (150%), while AMUB tracks Alerian MLP Index. Their fees differ too: 0.95% for MLPR and 0.80% for AMUB.

MLPR currently has the higher Sharpe Ratio (1.59 vs 1.18), 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.

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