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MLPR vs. ATMP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MLPR vs. ATMP - 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 Barclays ETN+ Select MLP ETN (ATMP). The values are adjusted to include any dividend payments, if applicable.

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MLPR vs. ATMP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
MLPR
ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN
24.29%9.83%31.57%35.87%41.04%57.33%-9.51%
ATMP
Barclays ETN+ Select MLP ETN
21.01%6.99%38.74%21.58%27.47%41.34%-0.99%

Returns By Period

In the year-to-date period, MLPR achieves a 24.29% return, which is significantly higher than ATMP's 21.01% return.


MLPR

1D
-1.21%
1M
1.32%
YTD
24.29%
6M
30.59%
1Y
15.78%
3Y*
32.28%
5Y*
32.14%
10Y*

ATMP

1D
-1.49%
1M
2.80%
YTD
21.01%
6M
22.57%
1Y
18.18%
3Y*
29.03%
5Y*
26.63%
10Y*
13.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MLPR vs. ATMP - Expense Ratio Comparison

Both MLPR and ATMP have an expense ratio of 0.95%.


Return for Risk

MLPR vs. ATMP — Risk / Return Rank

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

MLPR
MLPR Risk / Return Rank: 3030
Overall Rank
MLPR Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
MLPR Sortino Ratio Rank: 3131
Sortino Ratio Rank
MLPR Omega Ratio Rank: 3434
Omega Ratio Rank
MLPR Calmar Ratio Rank: 2828
Calmar Ratio Rank
MLPR Martin Ratio Rank: 2323
Martin Ratio Rank

ATMP
ATMP Risk / Return Rank: 5050
Overall Rank
ATMP Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
ATMP Sortino Ratio Rank: 5151
Sortino Ratio Rank
ATMP Omega Ratio Rank: 5757
Omega Ratio Rank
ATMP Calmar Ratio Rank: 5050
Calmar Ratio Rank
ATMP Martin Ratio Rank: 3636
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. ATMP - 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 Barclays ETN+ Select MLP ETN (ATMP). 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.


MLPRATMPDifference

Sharpe ratio

Return per unit of total volatility

0.57

0.99

-0.43

Sortino ratio

Return per unit of downside risk

0.86

1.33

-0.47

Omega ratio

Gain probability vs. loss probability

1.13

1.21

-0.07

Calmar ratio

Return relative to maximum drawdown

0.62

1.22

-0.60

Martin ratio

Return relative to average drawdown

1.44

3.18

-1.74

MLPR vs. ATMP - Sharpe Ratio Comparison

The current MLPR Sharpe Ratio is 0.57, which is lower than the ATMP Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of MLPR and ATMP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MLPRATMPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

0.99

-0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.09

1.21

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.93

0.30

+0.63

Correlation

The correlation between MLPR and ATMP is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

MLPR vs. ATMP - Dividend Comparison

MLPR's dividend yield for the trailing twelve months is around 9.14%, more than ATMP's 4.51% yield.


TTM20252024202320222021202020192018201720162015
MLPR
ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN
9.14%10.85%9.57%10.08%7.49%10.69%4.21%0.00%0.00%0.00%0.00%0.00%
ATMP
Barclays ETN+ Select MLP ETN
4.51%5.14%4.72%5.62%5.50%5.89%8.71%6.86%6.51%5.56%5.47%6.30%

Drawdowns

MLPR vs. ATMP - Drawdown Comparison

The maximum MLPR drawdown since its inception was -48.98%, smaller than the maximum ATMP drawdown of -73.72%. Use the drawdown chart below to compare losses from any high point for MLPR and ATMP.


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Drawdown Indicators


MLPRATMPDifference

Max Drawdown

Largest peak-to-trough decline

-48.98%

-73.72%

+24.74%

Max Drawdown (1Y)

Largest decline over 1 year

-24.45%

-15.11%

-9.34%

Max Drawdown (5Y)

Largest decline over 5 years

-28.66%

-22.98%

-5.68%

Max Drawdown (10Y)

Largest decline over 10 years

-70.30%

Current Drawdown

Current decline from peak

-4.17%

-2.41%

-1.76%

Average Drawdown

Average peak-to-trough decline

-9.09%

-17.50%

+8.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.53%

5.80%

+4.73%

Volatility

MLPR vs. ATMP - Volatility Comparison

ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN (MLPR) has a higher volatility of 4.93% compared to Barclays ETN+ Select MLP ETN (ATMP) at 3.96%. This indicates that MLPR's price experiences larger fluctuations and is considered to be riskier than ATMP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MLPRATMPDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.93%

3.96%

+0.97%

Volatility (6M)

Calculated over the trailing 6-month period

14.06%

9.43%

+4.63%

Volatility (1Y)

Calculated over the trailing 1-year period

28.04%

18.40%

+9.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.60%

22.06%

+7.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.01%

27.57%

+6.44%