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MLPR vs. UMI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MLPR and UMI is 0.49, 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

MLPR vs. UMI - 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 USCF Midstream Energy Income Fund ETF (UMI). The values are adjusted to include any dividend payments, if applicable.

200.00%250.00%300.00%350.00%December2025FebruaryMarchAprilMay
280.73%
197.62%
MLPR
UMI

Key characteristics

Sharpe Ratio

MLPR:

0.50

UMI:

1.40

Sortino Ratio

MLPR:

0.83

UMI:

1.78

Omega Ratio

MLPR:

1.12

UMI:

1.27

Calmar Ratio

MLPR:

0.64

UMI:

1.67

Martin Ratio

MLPR:

2.35

UMI:

5.94

Ulcer Index

MLPR:

6.62%

UMI:

4.80%

Daily Std Dev

MLPR:

31.15%

UMI:

20.32%

Max Drawdown

MLPR:

-48.98%

UMI:

-48.08%

Current Drawdown

MLPR:

-14.77%

UMI:

-9.21%

Returns By Period

In the year-to-date period, MLPR achieves a 2.71% return, which is significantly higher than UMI's 0.29% return.


MLPR

YTD

2.71%

1M

4.19%

6M

11.60%

1Y

13.78%

5Y*

N/A

10Y*

N/A

UMI

YTD

0.29%

1M

6.36%

6M

8.49%

1Y

28.09%

5Y*

27.05%

10Y*

N/A

*Annualized

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MLPR vs. UMI - Expense Ratio Comparison

MLPR has a 0.95% expense ratio, which is higher than UMI's 0.85% expense ratio.


Expense ratio chart for MLPR: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
MLPR: 0.95%
Expense ratio chart for UMI: 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%
UMI: 0.85%

Risk-Adjusted Performance

MLPR vs. UMI — Risk-Adjusted Performance Rank

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

MLPR
The Risk-Adjusted Performance Rank of MLPR is 5353
Overall Rank
The Sharpe Ratio Rank of MLPR is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of MLPR is 4949
Sortino Ratio Rank
The Omega Ratio Rank of MLPR is 4848
Omega Ratio Rank
The Calmar Ratio Rank of MLPR is 6262
Calmar Ratio Rank
The Martin Ratio Rank of MLPR is 5858
Martin Ratio Rank

UMI
The Risk-Adjusted Performance Rank of UMI is 8787
Overall Rank
The Sharpe Ratio Rank of UMI is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of UMI is 8484
Sortino Ratio Rank
The Omega Ratio Rank of UMI is 8787
Omega Ratio Rank
The Calmar Ratio Rank of UMI is 9090
Calmar Ratio Rank
The Martin Ratio Rank of UMI is 8686
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.

MLPR vs. UMI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN (MLPR) and USCF Midstream Energy Income Fund ETF (UMI). 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 MLPR, currently valued at 0.50, compared to the broader market-1.000.001.002.003.004.00
MLPR: 0.50
UMI: 1.40
The chart of Sortino ratio for MLPR, currently valued at 0.83, compared to the broader market-2.000.002.004.006.008.00
MLPR: 0.83
UMI: 1.78
The chart of Omega ratio for MLPR, currently valued at 1.12, compared to the broader market0.501.001.502.002.50
MLPR: 1.12
UMI: 1.27
The chart of Calmar ratio for MLPR, currently valued at 0.64, compared to the broader market0.002.004.006.008.0010.0012.00
MLPR: 0.64
UMI: 1.67
The chart of Martin ratio for MLPR, currently valued at 2.35, compared to the broader market0.0020.0040.0060.00
MLPR: 2.35
UMI: 5.94

The current MLPR Sharpe Ratio is 0.50, which is lower than the UMI Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of MLPR and UMI, 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 Ratio0.001.002.003.004.00December2025FebruaryMarchAprilMay
0.50
1.40
MLPR
UMI

Dividends

MLPR vs. UMI - Dividend Comparison

MLPR's dividend yield for the trailing twelve months is around 10.60%, more than UMI's 4.03% yield.


TTM20242023202220212020201920182017
MLPR
ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN
10.60%9.57%10.08%10.07%10.69%4.21%0.00%0.00%0.00%
UMI
USCF Midstream Energy Income Fund ETF
4.03%4.39%4.67%4.78%3.37%2.18%2.47%2.48%0.15%

Drawdowns

MLPR vs. UMI - Drawdown Comparison

The maximum MLPR drawdown since its inception was -48.98%, roughly equal to the maximum UMI drawdown of -48.08%. Use the drawdown chart below to compare losses from any high point for MLPR and UMI. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-14.77%
-9.21%
MLPR
UMI

Volatility

MLPR vs. UMI - Volatility Comparison

ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN (MLPR) has a higher volatility of 20.86% compared to USCF Midstream Energy Income Fund ETF (UMI) at 13.15%. This indicates that MLPR's price experiences larger fluctuations and is considered to be riskier than UMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
20.86%
13.15%
MLPR
UMI