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MLPR vs. ATMP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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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Returns By Period

In the year-to-date period, MLPR achieves a 29.81% return, which is significantly higher than ATMP's 20.02% return.


MLPR

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

ATMP

1D
0.07%
1M
-2.32%
YTD
20.02%
6M
19.57%
1Y
18.01%
3Y*
21.17%
5Y*
15.87%
10Y*
4.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MLPR vs. ATMP - 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%
ATMP
Barclays ETN+ Select MLP ETN
20.02%1.73%31.66%14.51%20.71%33.06%-5.05%

Correlation

The correlation between MLPR and ATMP is 0.88, 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

0.88

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

0.89

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

0.89

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

0.89

The correlation between MLPR and ATMP has been stable across timeframes, ranging from 0.88 to 0.89 - a consistent structural relationship.

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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: 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

ATMP
ATMP Risk / Return Rank: 3939
Overall Rank
ATMP Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
ATMP Sortino Ratio Rank: 3535
Sortino Ratio Rank
ATMP Omega Ratio Rank: 3333
Omega Ratio Rank
ATMP Calmar Ratio Rank: 5151
Calmar Ratio Rank
ATMP Martin Ratio Rank: 3838
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 ratioReturn per unit of total volatility

+0.28

Sortino ratioReturn per unit of downside risk

+0.24

Omega ratioGain probability vs. loss probability

1.27

1.23

+0.05

Calmar ratioReturn relative to maximum drawdown

2.33

2.51

-0.18

Martin ratioReturn relative to average drawdown

7.53

6.16

+1.37

MLPR vs. ATMP - Sharpe Ratio Comparison

The current MLPR Sharpe Ratio is 1.59, which is comparable to the ATMP Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of MLPR and ATMP, 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


MLPRATMPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.59

1.31

+0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

0.72

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.93

0.09

+0.84

Drawdowns

MLPR vs. ATMP - Drawdown Comparison

The maximum MLPR drawdown since its inception was -48.98%, smaller than the maximum ATMP drawdown of -80.86%. 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%

-80.86%

+31.88%

Max Drawdown (1Y)

Largest decline over 1 year

-13.97%

-7.26%

-6.71%

Max Drawdown (3Y)

Largest decline over 3 years

-24.45%

-16.48%

-7.97%

Max Drawdown (5Y)

Largest decline over 5 years

-28.66%

-22.98%

-5.68%

Max Drawdown (10Y)

Largest decline over 10 years

-75.66%

Current Drawdown

Current decline from peak

-7.07%

-6.07%

-1.00%

Average Drawdown

Average peak-to-trough decline

-8.94%

-31.15%

+22.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.32%

2.95%

+1.37%

Volatility

MLPR vs. ATMP - Volatility Comparison

ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN (MLPR) has a higher volatility of 8.12% compared to Barclays ETN+ Select MLP ETN (ATMP) at 5.61%. 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

8.12%

5.61%

+2.51%

Volatility (6M)

Calculated over the trailing 6-month period

14.85%

10.72%

+4.13%

Volatility (1Y)

Calculated over the trailing 1-year period

20.64%

14.00%

+6.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.52%

22.23%

+7.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.75%

27.68%

+6.07%

MLPR vs. ATMP - Expense Ratio Comparison

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


Dividends

MLPR vs. ATMP - Dividend Comparison

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


PositionTTM202520242023202220212020
ATMP
Barclays ETN+ Select MLP ETN
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


MLPR and ATMP have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MLPR has higher volatility (8.12%) compared to ATMP (5.61%). In terms of maximum drawdown, MLPR dropped -48.98% vs ATMP's -80.86%.

On 5-year performance, MLPR leads with 26.89% vs 15.87% for ATMP. Both ETFs have the same 0.95% expense ratio. On volatility, ATMP has been the lower-risk option at 5.61%. 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 15.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MLPR and ATMP have the same expense ratio: 0.95% per year.

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

MLPR is categorized as Leveraged Equities, while ATMP is MLPs. MLPR tracks Alerian MLP Index (150%), while ATMP tracks CIBC Atlas Select MLP VWAP. They also come from different issuers: UBS and Barclays Capital.

MLPR currently has the higher Sharpe Ratio (1.59 vs 1.31), 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.

Portfolio Optimizer

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