MLPRX.PA vs. WEEI

Last updated Apr 2, 2026

Compare and contrast key facts about Parx Materials N.V. (MLPRX.PA) and Westwood Salient Enhanced Energy Income ETF (WEEI).

WEEI is an actively managed fund by Westwood. It was launched on Apr 30, 2024.

Performance

MLPRX.PA vs. WEEI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Parx Materials N.V. (MLPRX.PA) and Westwood Salient Enhanced Energy Income ETF (WEEI). The values are adjusted to include any dividend payments, if applicable.

MLPRX.PA vs. WEEI - Yearly Performance Comparison

	2026 (YTD)	2025	2024
MLPRX.PA Parx Materials N.V.	150.00%	-38.78%	1.38%
WEEI Westwood Salient Enhanced Energy Income ETF	18.18%	-1.92%	0.29%

Different Trading Currencies

MLPRX.PA is traded in EUR, while WEEI is traded in USD. To make them comparable, the WEEI values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, MLPRX.PA achieves a 150.00% return, which is significantly higher than WEEI's 18.18% return.

MLPRX.PA

• 1D: 0.00%
• 1M: -27.42%
• YTD: 150.00%
• 6M: 181.25%
• 1Y: 204.05%
• 3Y*: -6.47%
• 5Y*: -31.57%
• 10Y*: —

WEEI

• 1D: -2.44%
• 1M: 3.06%
• YTD: 18.18%
• 6M: 21.97%
• 1Y: 10.47%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

MLPRX.PA vs. WEEI — Risk / Return Rank

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

MLPRX.PA

MLPRX.PA Risk / Return Rank: 79
MLPRX.PA Sharpe Ratio Rank: 88
MLPRX.PA Sortino Ratio Rank: 89
MLPRX.PA Omega Ratio Rank: 97
MLPRX.PA Calmar Ratio Rank: 63
MLPRX.PA Martin Ratio Rank: 58

WEEI

WEEI Risk / Return Rank: 42
WEEI Sharpe Ratio Rank: 47
WEEI Sortino Ratio Rank: 41
WEEI Omega Ratio Rank: 53
WEEI Calmar Ratio Rank: 37
WEEI Martin Ratio Rank: 33

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.

MLPRX.PA vs. WEEI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Parx Materials N.V. (MLPRX.PA) and Westwood Salient Enhanced Energy Income ETF (WEEI). 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.

	MLPRX.PA	WEEI	Difference
Sharpe ratio Return per unit of total volatility	1.84	0.46	+1.38
Sortino ratio Return per unit of downside risk	2.80	0.70	+2.09
Omega ratio Gain probability vs. loss probability	1.65	1.12	+0.53
Calmar ratio Return relative to maximum drawdown	1.15	0.55	+0.60
Martin ratio Return relative to average drawdown	1.94	1.09	+0.85
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MLPRX.PA vs. WEEI - Sharpe Ratio Comparison

The current MLPRX.PA Sharpe Ratio is 1.84, which is higher than the WEEI Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of MLPRX.PA and WEEI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	MLPRX.PA	WEEI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.84	0.46	+1.38
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.32	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.32	0.40	-0.72

Correlation

The correlation between MLPRX.PA and WEEI is -0.04. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

MLPRX.PA vs. WEEI - Dividend Comparison

MLPRX.PA has not paid dividends to shareholders, while WEEI's dividend yield for the trailing twelve months is around 11.24%.

	TTM	2025	2024
MLPRX.PA Parx Materials N.V.	0.00%	0.00%	0.00%
WEEI Westwood Salient Enhanced Energy Income ETF	11.24%	12.59%	7.20%

Drawdowns

MLPRX.PA vs. WEEI - Drawdown Comparison

The maximum MLPRX.PA drawdown since its inception was -99.53%, which is greater than WEEI's maximum drawdown of -23.65%. Use the drawdown chart below to compare losses from any high point for MLPRX.PA and WEEI.

Drawdown Indicators

	MLPRX.PA	WEEI	Difference
Max Drawdown Largest peak-to-trough decline	-99.53%	-18.78%	-80.75%
Max Drawdown (1Y) Largest decline over 1 year	-49.35%	-18.36%	-30.99%
Max Drawdown (5Y) Largest decline over 5 years	-98.00%	—	—
Current Drawdown Current decline from peak	-96.48%	-3.31%	-93.17%
Average Drawdown Average peak-to-trough decline	-85.16%	-4.20%	-80.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	39.02%	6.09%	+32.93%

Volatility

MLPRX.PA vs. WEEI - Volatility Comparison

Parx Materials N.V. (MLPRX.PA) has a higher volatility of 54.83% compared to Westwood Salient Enhanced Energy Income ETF (WEEI) at 3.62%. This indicates that MLPRX.PA's price experiences larger fluctuations and is considered to be riskier than WEEI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MLPRX.PA	WEEI	Difference
Volatility (1M) Calculated over the trailing 1-month period	54.83%	3.62%	+51.21%
Volatility (6M) Calculated over the trailing 6-month period	91.73%	10.00%	+81.73%
Volatility (1Y) Calculated over the trailing 1-year period	127.40%	23.04%	+104.36%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	171.59%	20.63%	+150.96%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	165.54%	20.63%	+144.91%