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MMLP vs. RPXIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MMLP and RPXIX is 0.22, 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.


Performance

MMLP vs. RPXIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Martin Midstream Partners L.P. (MMLP) and RiverPark Large Growth Fund (RPXIX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

MMLP:

0.02

RPXIX:

0.25

Sortino Ratio

MMLP:

0.38

RPXIX:

0.63

Omega Ratio

MMLP:

1.05

RPXIX:

1.09

Calmar Ratio

MMLP:

0.03

RPXIX:

0.21

Martin Ratio

MMLP:

0.21

RPXIX:

0.88

Ulcer Index

MMLP:

12.18%

RPXIX:

9.26%

Daily Std Dev

MMLP:

36.65%

RPXIX:

24.08%

Max Drawdown

MMLP:

-95.75%

RPXIX:

-59.98%

Current Drawdown

MMLP:

-85.53%

RPXIX:

-26.07%

Returns By Period

In the year-to-date period, MMLP achieves a -16.18% return, which is significantly lower than RPXIX's 0.60% return. Over the past 10 years, MMLP has underperformed RPXIX with an annualized return of -16.28%, while RPXIX has yielded a comparatively higher 3.99% annualized return.


MMLP

YTD

-16.18%

1M

6.18%

6M

-24.59%

1Y

0.57%

5Y*

8.33%

10Y*

-16.28%

RPXIX

YTD

0.60%

1M

12.43%

6M

-7.21%

1Y

6.07%

5Y*

4.07%

10Y*

3.99%

*Annualized

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Risk-Adjusted Performance

MMLP vs. RPXIX — Risk-Adjusted Performance Rank

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

MMLP
The Risk-Adjusted Performance Rank of MMLP is 5151
Overall Rank
The Sharpe Ratio Rank of MMLP is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of MMLP is 4848
Sortino Ratio Rank
The Omega Ratio Rank of MMLP is 4848
Omega Ratio Rank
The Calmar Ratio Rank of MMLP is 5252
Calmar Ratio Rank
The Martin Ratio Rank of MMLP is 5353
Martin Ratio Rank

RPXIX
The Risk-Adjusted Performance Rank of RPXIX is 3737
Overall Rank
The Sharpe Ratio Rank of RPXIX is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of RPXIX is 4040
Sortino Ratio Rank
The Omega Ratio Rank of RPXIX is 4141
Omega Ratio Rank
The Calmar Ratio Rank of RPXIX is 3434
Calmar Ratio Rank
The Martin Ratio Rank of RPXIX is 3535
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.

MMLP vs. RPXIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Martin Midstream Partners L.P. (MMLP) and RiverPark Large Growth Fund (RPXIX). 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 current MMLP Sharpe Ratio is 0.02, which is lower than the RPXIX Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of MMLP and RPXIX, 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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Dividends

MMLP vs. RPXIX - Dividend Comparison

MMLP's dividend yield for the trailing twelve months is around 0.67%, while RPXIX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
MMLP
Martin Midstream Partners L.P.
0.67%0.56%0.83%0.67%0.75%9.44%31.02%19.46%14.29%16.01%14.98%11.82%
RPXIX
RiverPark Large Growth Fund
0.00%0.00%0.00%0.01%0.00%0.00%0.00%0.00%0.04%0.66%0.15%0.26%

Drawdowns

MMLP vs. RPXIX - Drawdown Comparison

The maximum MMLP drawdown since its inception was -95.75%, which is greater than RPXIX's maximum drawdown of -59.98%. Use the drawdown chart below to compare losses from any high point for MMLP and RPXIX. For additional features, visit the drawdowns tool.


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Volatility

MMLP vs. RPXIX - Volatility Comparison

Martin Midstream Partners L.P. (MMLP) has a higher volatility of 13.21% compared to RiverPark Large Growth Fund (RPXIX) at 7.52%. This indicates that MMLP's price experiences larger fluctuations and is considered to be riskier than RPXIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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