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SCDL vs. MLPR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCDL vs. MLPR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS 2x Leveraged U.S. Dividend Factor TR ETN (SCDL) and ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN (MLPR). The values are adjusted to include any dividend payments, if applicable.

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SCDL vs. MLPR - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SCDL
ETRACS 2x Leveraged U.S. Dividend Factor TR ETN
24.46%2.05%14.99%0.18%-13.06%52.47%
MLPR
ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN
24.29%9.83%31.57%35.87%41.04%38.28%

Returns By Period

The year-to-date returns for both stocks are quite close, with SCDL having a 24.46% return and MLPR slightly lower at 24.29%.


SCDL

1D
0.85%
1M
-5.08%
YTD
24.46%
6M
26.60%
1Y
20.68%
3Y*
16.30%
5Y*
9.62%
10Y*

MLPR

1D
-1.21%
1M
1.32%
YTD
24.29%
6M
30.59%
1Y
15.78%
3Y*
32.28%
5Y*
32.14%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SCDL vs. MLPR - Expense Ratio Comparison

Both SCDL and MLPR have an expense ratio of 0.95%.


Return for Risk

SCDL vs. MLPR — Risk / Return Rank

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

SCDL
SCDL Risk / Return Rank: 3636
Overall Rank
SCDL Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
SCDL Sortino Ratio Rank: 3939
Sortino Ratio Rank
SCDL Omega Ratio Rank: 3939
Omega Ratio Rank
SCDL Calmar Ratio Rank: 3737
Calmar Ratio Rank
SCDL Martin Ratio Rank: 3232
Martin Ratio Rank

MLPR
MLPR Risk / Return Rank: 3030
Overall Rank
MLPR Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
MLPR Sortino Ratio Rank: 3131
Sortino Ratio Rank
MLPR Omega Ratio Rank: 3434
Omega Ratio Rank
MLPR Calmar Ratio Rank: 2828
Calmar Ratio Rank
MLPR Martin Ratio Rank: 2323
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.

SCDL vs. MLPR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS 2x Leveraged U.S. Dividend Factor TR ETN (SCDL) and ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN (MLPR). 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.


SCDLMLPRDifference

Sharpe ratio

Return per unit of total volatility

0.64

0.57

+0.07

Sortino ratio

Return per unit of downside risk

1.09

0.86

+0.23

Omega ratio

Gain probability vs. loss probability

1.16

1.13

+0.02

Calmar ratio

Return relative to maximum drawdown

0.92

0.62

+0.30

Martin ratio

Return relative to average drawdown

2.80

1.44

+1.36

SCDL vs. MLPR - Sharpe Ratio Comparison

The current SCDL Sharpe Ratio is 0.64, which is comparable to the MLPR Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of SCDL and MLPR, 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


SCDLMLPRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.64

0.57

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

1.09

-0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.93

-0.46

Correlation

The correlation between SCDL and MLPR is 0.55, 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.


Dividends

SCDL vs. MLPR - Dividend Comparison

SCDL has not paid dividends to shareholders, while MLPR's dividend yield for the trailing twelve months is around 9.14%.


TTM202520242023202220212020
SCDL
ETRACS 2x Leveraged U.S. Dividend Factor TR ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MLPR
ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN
9.14%10.85%9.57%10.08%7.49%10.69%4.21%

Drawdowns

SCDL vs. MLPR - Drawdown Comparison

The maximum SCDL drawdown since its inception was -34.87%, smaller than the maximum MLPR drawdown of -48.98%. Use the drawdown chart below to compare losses from any high point for SCDL and MLPR.


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Drawdown Indicators


SCDLMLPRDifference

Max Drawdown

Largest peak-to-trough decline

-34.87%

-48.98%

+14.11%

Max Drawdown (1Y)

Largest decline over 1 year

-25.74%

-24.45%

-1.29%

Max Drawdown (5Y)

Largest decline over 5 years

-34.87%

-28.66%

-6.21%

Current Drawdown

Current decline from peak

-5.81%

-4.17%

-1.64%

Average Drawdown

Average peak-to-trough decline

-12.26%

-9.09%

-3.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.61%

10.53%

-1.92%

Volatility

SCDL vs. MLPR - Volatility Comparison

ETRACS 2x Leveraged U.S. Dividend Factor TR ETN (SCDL) and ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN (MLPR) have volatilities of 4.69% and 4.93%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCDLMLPRDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.69%

4.93%

-0.24%

Volatility (6M)

Calculated over the trailing 6-month period

15.48%

14.06%

+1.42%

Volatility (1Y)

Calculated over the trailing 1-year period

32.67%

28.04%

+4.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.06%

29.60%

-0.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.12%

34.01%

-4.89%