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MLPS.L vs. DUK
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MLPS.L vs. DUK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (MLPS.L) and Duke Energy Corporation (DUK). The values are adjusted to include any dividend payments, if applicable.

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MLPS.L vs. DUK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MLPS.L
Invesco Morningstar US Energy Infrastructure MLP UCITS ETF
14.41%2.44%22.62%19.38%31.92%36.78%-31.20%7.20%-14.89%-8.69%
DUK
Duke Energy Corporation
12.63%12.72%15.56%-1.63%2.03%19.11%4.77%10.29%7.41%12.96%

Returns By Period

In the year-to-date period, MLPS.L achieves a 14.41% return, which is significantly higher than DUK's 12.63% return. Both investments have delivered pretty close results over the past 10 years, with MLPS.L having a 9.54% annualized return and DUK not far behind at 9.28%.


MLPS.L

1D
-3.20%
1M
-1.65%
YTD
14.41%
6M
14.18%
1Y
5.62%
3Y*
18.35%
5Y*
20.49%
10Y*
9.54%

DUK

1D
-0.03%
1M
-0.55%
YTD
12.63%
6M
8.80%
1Y
11.95%
3Y*
15.11%
5Y*
10.55%
10Y*
9.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

MLPS.L vs. DUK — Risk / Return Rank

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

MLPS.L
MLPS.L Risk / Return Rank: 1919
Overall Rank
MLPS.L Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
MLPS.L Sortino Ratio Rank: 1818
Sortino Ratio Rank
MLPS.L Omega Ratio Rank: 1919
Omega Ratio Rank
MLPS.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
MLPS.L Martin Ratio Rank: 1919
Martin Ratio Rank

DUK
DUK Risk / Return Rank: 6161
Overall Rank
DUK Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
DUK Sortino Ratio Rank: 5757
Sortino Ratio Rank
DUK Omega Ratio Rank: 5555
Omega Ratio Rank
DUK Calmar Ratio Rank: 6262
Calmar Ratio Rank
DUK Martin Ratio Rank: 6363
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.

MLPS.L vs. DUK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (MLPS.L) and Duke Energy Corporation (DUK). 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.


MLPS.LDUKDifference

Sharpe ratio

Return per unit of total volatility

0.29

0.75

-0.46

Sortino ratio

Return per unit of downside risk

0.49

1.11

-0.62

Omega ratio

Gain probability vs. loss probability

1.08

1.14

-0.06

Calmar ratio

Return relative to maximum drawdown

0.32

1.02

-0.70

Martin ratio

Return relative to average drawdown

1.06

2.40

-1.34

MLPS.L vs. DUK - Sharpe Ratio Comparison

The current MLPS.L Sharpe Ratio is 0.29, which is lower than the DUK Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of MLPS.L and DUK, 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


MLPS.LDUKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.29

0.75

-0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.99

0.60

+0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.46

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.50

-0.36

Correlation

The correlation between MLPS.L and DUK is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

MLPS.L vs. DUK - Dividend Comparison

MLPS.L has not paid dividends to shareholders, while DUK's dividend yield for the trailing twelve months is around 3.24%.


TTM20252024202320222021202020192018201720162015
MLPS.L
Invesco Morningstar US Energy Infrastructure MLP UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DUK
Duke Energy Corporation
3.24%3.60%3.84%4.18%3.86%3.72%4.17%4.11%4.21%4.15%4.33%4.54%

Drawdowns

MLPS.L vs. DUK - Drawdown Comparison

The maximum MLPS.L drawdown since its inception was -82.23%, which is greater than DUK's maximum drawdown of -71.92%. Use the drawdown chart below to compare losses from any high point for MLPS.L and DUK.


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Drawdown Indicators


MLPS.LDUKDifference

Max Drawdown

Largest peak-to-trough decline

-82.23%

-71.92%

-10.31%

Max Drawdown (1Y)

Largest decline over 1 year

-17.38%

-10.88%

-6.50%

Max Drawdown (5Y)

Largest decline over 5 years

-21.76%

-24.16%

+2.40%

Max Drawdown (10Y)

Largest decline over 10 years

-75.70%

-37.37%

-38.33%

Current Drawdown

Current decline from peak

-4.62%

-1.92%

-2.70%

Average Drawdown

Average peak-to-trough decline

-28.58%

-10.88%

-17.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.62%

4.64%

-0.02%

Volatility

MLPS.L vs. DUK - Volatility Comparison

Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (MLPS.L) has a higher volatility of 5.14% compared to Duke Energy Corporation (DUK) at 4.39%. This indicates that MLPS.L's price experiences larger fluctuations and is considered to be riskier than DUK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MLPS.LDUKDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.14%

4.39%

+0.75%

Volatility (6M)

Calculated over the trailing 6-month period

9.86%

10.44%

-0.58%

Volatility (1Y)

Calculated over the trailing 1-year period

19.41%

15.99%

+3.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.60%

17.76%

+2.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.68%

20.36%

+8.32%