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QFIN vs. ATMP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QFIN vs. ATMP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in 360 DigiTech, Inc. (QFIN) 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, QFIN achieves a -15.31% return, which is significantly lower than ATMP's 20.60% return.


QFIN

1D
2.67%
1M
17.56%
YTD
-15.31%
6M
-17.62%
1Y
-59.79%
3Y*
7.60%
5Y*
-12.03%
10Y*

ATMP

1D
0.46%
1M
-3.30%
YTD
20.60%
6M
20.43%
1Y
18.09%
3Y*
21.55%
5Y*
15.05%
10Y*
5.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QFIN vs. ATMP - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
QFIN
360 DigiTech, Inc.
-15.31%-47.46%162.76%-16.28%-6.54%97.15%20.68%-36.99%-7.75%
ATMP
Barclays ETN+ Select MLP ETN
20.60%1.73%31.66%14.51%20.71%33.06%-34.39%0.39%-7.22%

Correlation

The correlation between QFIN and ATMP is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.06

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

0.16

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

0.19

Correlation (All Time)
Calculated using the full available price history since Dec 14, 2018

0.15

The correlation between QFIN and ATMP shifts across timeframes, from -0.06 (1 year) to 0.19 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

QFIN vs. ATMP — Risk / Return Rank

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

QFIN
QFIN Risk / Return Rank: 88
Overall Rank
QFIN Sharpe Ratio Rank: 44
Sharpe Ratio Rank
QFIN Sortino Ratio Rank: 33
Sortino Ratio Rank
QFIN Omega Ratio Rank: 44
Omega Ratio Rank
QFIN Calmar Ratio Rank: 1010
Calmar Ratio Rank
QFIN Martin Ratio Rank: 1818
Martin Ratio Rank

ATMP
ATMP Risk / Return Rank: 4444
Overall Rank
ATMP Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
ATMP Sortino Ratio Rank: 4141
Sortino Ratio Rank
ATMP Omega Ratio Rank: 3838
Omega Ratio Rank
ATMP Calmar Ratio Rank: 5858
Calmar Ratio Rank
ATMP Martin Ratio Rank: 4141
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.

QFIN vs. ATMP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for 360 DigiTech, Inc. (QFIN) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


QFINATMPDifference
Sharpe ratioReturn per unit of total volatility

-2.40

Sortino ratioReturn per unit of downside risk

-3.87

Omega ratioGain probability vs. loss probability

0.76

1.23

-0.46

Calmar ratioReturn relative to maximum drawdown

-0.83

2.53

-3.37

Martin ratioReturn relative to average drawdown

-1.13

5.89

-7.02

QFIN vs. ATMP - Sharpe Ratio Comparison

The current QFIN Sharpe Ratio is -1.09, which is lower than the ATMP Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of QFIN 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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Drawdowns

QFIN vs. ATMP - Drawdown Comparison

The maximum QFIN drawdown since its inception was -76.74%, smaller than the maximum ATMP drawdown of -80.86%. Use the drawdown chart below to compare losses from any high point for QFIN and ATMP.


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Drawdown Indicators


QFINATMPDifference

Max Drawdown

Largest peak-to-trough decline

-76.74%

-80.86%

+4.12%

Max Drawdown (1Y)

Largest decline over 1 year

-72.31%

-7.30%

-65.01%

Max Drawdown (3Y)

Largest decline over 3 years

-73.15%

-16.48%

-56.67%

Max Drawdown (5Y)

Largest decline over 5 years

-76.74%

-22.98%

-53.76%

Max Drawdown (10Y)

Largest decline over 10 years

-75.66%

Current Drawdown

Current decline from peak

-64.51%

-5.61%

-58.90%

Average Drawdown

Average peak-to-trough decline

-45.54%

-31.08%

-14.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

53.01%

3.13%

+49.88%

Volatility

QFIN vs. ATMP - Volatility Comparison

360 DigiTech, Inc. (QFIN) has a higher volatility of 29.45% compared to Barclays ETN+ Select MLP ETN (ATMP) at 5.64%. This indicates that QFIN'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


QFINATMPDifference

Volatility (1M)

Calculated over the trailing 1-month period

29.45%

5.64%

+23.81%

Volatility (6M)

Calculated over the trailing 6-month period

38.71%

10.99%

+27.72%

Volatility (1Y)

Calculated over the trailing 1-year period

55.12%

14.18%

+40.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

66.39%

22.25%

+44.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

72.04%

27.67%

+44.37%

Dividends

QFIN vs. ATMP - Dividend Comparison

QFIN's dividend yield for the trailing twelve months is around 10.00%, while ATMP has not paid dividends to shareholders.


PositionTTM20252024202320222021
ATMP
Barclays ETN+ Select MLP ETN
0.00%0.00%0.00%0.00%0.00%0.00%
QFIN
360 DigiTech, Inc.
10.00%7.58%4.56%7.27%4.03%1.22%

Frequently Asked Questions


QFIN and ATMP have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QFIN has higher volatility (29.45%) compared to ATMP (5.64%). In terms of maximum drawdown, QFIN dropped -76.74% vs ATMP's -80.86%.

ATMP currently has the higher Sharpe Ratio (1.30 vs -1.09), 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

Find the right allocation for QFIN and ATMP

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