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TIP vs. AMLP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TIP vs. AMLP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares TIPS Bond ETF (TIP) and Alerian MLP ETF (AMLP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TIP achieves a 0.95% return, which is significantly lower than AMLP's 16.31% return. Over the past 10 years, TIP has underperformed AMLP with an annualized return of 2.45%, while AMLP has yielded a comparatively higher 6.78% annualized return.


TIP

1D
-0.11%
1M
-0.90%
YTD
0.95%
6M
0.97%
1Y
4.81%
3Y*
3.70%
5Y*
0.88%
10Y*
2.45%

AMLP

1D
-0.34%
1M
0.85%
YTD
16.31%
6M
14.77%
1Y
16.94%
3Y*
20.19%
5Y*
16.09%
10Y*
6.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TIP vs. AMLP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TIP
iShares TIPS Bond ETF
0.95%6.77%1.65%3.80%-12.26%5.68%10.84%8.35%-1.42%2.92%
AMLP
Alerian MLP ETF
16.31%5.78%22.76%21.40%25.47%39.09%-32.26%5.99%-12.67%-7.89%

Correlation

The correlation between TIP and AMLP is -0.04, 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

-0.04

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

0.09

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

0.10

Correlation (10Y)
Calculated over the trailing 10-year period

0.05

Correlation (All Time)
Calculated using the full available price history since Aug 26, 2010

0.01

The correlation between TIP and AMLP shifts across timeframes, from -0.04 (1 year) to 0.10 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

TIP vs. AMLP — Risk / Return Rank

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

TIP
TIP Risk / Return Rank: 4848
Overall Rank
TIP Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
TIP Sortino Ratio Rank: 5050
Sortino Ratio Rank
TIP Omega Ratio Rank: 4444
Omega Ratio Rank
TIP Calmar Ratio Rank: 5454
Calmar Ratio Rank
TIP Martin Ratio Rank: 4848
Martin Ratio Rank

AMLP
AMLP Risk / Return Rank: 4444
Overall Rank
AMLP Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
AMLP Sortino Ratio Rank: 4646
Sortino Ratio Rank
AMLP Omega Ratio Rank: 4343
Omega Ratio Rank
AMLP Calmar Ratio Rank: 4242
Calmar Ratio Rank
AMLP Martin Ratio Rank: 4343
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.

TIP vs. AMLP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares TIPS Bond ETF (TIP) and Alerian MLP ETF (AMLP). 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.


TIPAMLPDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

+0.17

Omega ratioGain probability vs. loss probability

1.26

1.25

0.00

Calmar ratioReturn relative to maximum drawdown

2.45

1.90

+0.54

Martin ratioReturn relative to average drawdown

7.37

6.26

+1.10

TIP vs. AMLP - Sharpe Ratio Comparison

The current TIP Sharpe Ratio is 1.43, which is comparable to the AMLP Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of TIP and AMLP, 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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Sharpe Ratios by Period


TIPAMLPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

1.45

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

0.81

-0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.25

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.22

+0.34

Drawdowns

TIP vs. AMLP - Drawdown Comparison

The maximum TIP drawdown since its inception was -14.57%, smaller than the maximum AMLP drawdown of -77.19%. Use the drawdown chart below to compare losses from any high point for TIP and AMLP.


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Drawdown Indicators


TIPAMLPDifference

Max Drawdown

Largest peak-to-trough decline

-14.57%

-77.19%

+62.62%

Max Drawdown (1Y)

Largest decline over 1 year

-1.98%

-8.94%

+6.96%

Max Drawdown (3Y)

Largest decline over 3 years

-4.54%

-14.27%

+9.73%

Max Drawdown (5Y)

Largest decline over 5 years

-14.51%

-20.92%

+6.41%

Max Drawdown (10Y)

Largest decline over 10 years

-14.51%

-72.62%

+58.11%

Current Drawdown

Current decline from peak

-0.90%

-4.10%

+3.20%

Average Drawdown

Average peak-to-trough decline

-3.43%

-17.39%

+13.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.65%

2.71%

-2.06%

Volatility

TIP vs. AMLP - Volatility Comparison

The current volatility for iShares TIPS Bond ETF (TIP) is 1.01%, while Alerian MLP ETF (AMLP) has a volatility of 4.58%. This indicates that TIP experiences smaller price fluctuations and is considered to be less risky than AMLP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TIPAMLPDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.01%

4.58%

-3.57%

Volatility (6M)

Calculated over the trailing 6-month period

2.33%

8.64%

-6.31%

Volatility (1Y)

Calculated over the trailing 1-year period

3.38%

11.78%

-8.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.21%

19.97%

-13.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.74%

27.68%

-21.94%

TIP vs. AMLP - Expense Ratio Comparison

TIP has a 0.18% expense ratio, which is lower than AMLP's 0.90% expense ratio.


Dividends

TIP vs. AMLP - Dividend Comparison

TIP's dividend yield for the trailing twelve months is around 3.78%, less than AMLP's 7.64% yield.


PositionTTM20252024202320222021202020192018201720162015
AMLP
Alerian MLP ETF
7.64%8.36%7.70%7.86%7.70%8.55%12.31%9.12%9.29%7.97%8.09%9.84%
TIP
iShares TIPS Bond ETF
3.78%3.46%2.52%2.73%6.96%4.28%1.17%1.75%2.71%2.07%1.48%0.34%

Frequently Asked Questions


TIP and AMLP have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AMLP has higher volatility (4.58%) compared to TIP (1.01%). In terms of maximum drawdown, TIP dropped -14.57% vs AMLP's -77.19%.

On 10-year performance, AMLP leads with 6.78% vs 2.45% for TIP. On fees, TIP is cheaper at 0.18% per year. On volatility, TIP has been the lower-risk option at 1.01%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, AMLP has performed better with a 6.78% return vs 2.45%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TIP is cheaper with a 0.18% expense ratio, compared with 0.90% for AMLP.

AMLP has the higher dividend yield at 7.64%, compared with 3.78% for TIP.

TIP is categorized as Inflation-Protected Bonds, while AMLP is MLPs. TIP tracks ICE U.S. Treasury Inflation Linked Bond Index, while AMLP tracks Alerian MLP Infrastructure Index. They also come from different issuers: iShares and SS&C. Their fees differ too: 0.18% for TIP and 0.90% for AMLP.

AMLP currently has the higher Sharpe Ratio (1.45 vs 1.43), 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 TIP and AMLP

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