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TMLPX vs. CRAK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TMLPX vs. CRAK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Transamerica Energy Infrastructure (TMLPX) and VanEck Oil Refiners ETF (CRAK). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with TMLPX having a 21.06% return and CRAK slightly lower at 20.86%. Over the past 10 years, TMLPX has underperformed CRAK with an annualized return of 9.41%, while CRAK has yielded a comparatively higher 12.77% annualized return.


TMLPX

1D
1.16%
1M
-4.99%
YTD
21.06%
6M
21.20%
1Y
24.24%
3Y*
23.79%
5Y*
15.20%
10Y*
9.41%

CRAK

1D
-0.83%
1M
-6.54%
YTD
20.86%
6M
20.73%
1Y
42.08%
3Y*
19.31%
5Y*
12.08%
10Y*
12.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TMLPX vs. CRAK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TMLPX
Transamerica Energy Infrastructure
21.06%3.87%38.51%5.07%9.12%23.54%-11.25%15.66%-15.29%-0.19%
CRAK
VanEck Oil Refiners ETF
20.86%39.11%-15.05%13.73%19.10%10.90%-11.22%9.15%-10.46%49.86%

Correlation

The correlation between TMLPX and CRAK is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

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

0.47

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

0.62

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

0.61

Correlation (All Time)
Calculated using the full available price history since Aug 19, 2015

0.60

Over the past year, the correlation between TMLPX and CRAK has dropped to 0.33 - well below their long-term average of 0.60, suggesting their price drivers have been diverging.

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Return for Risk

TMLPX vs. CRAK — Risk / Return Rank

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

TMLPX
TMLPX Risk / Return Rank: 4545
Overall Rank
TMLPX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
TMLPX Sortino Ratio Rank: 3737
Sortino Ratio Rank
TMLPX Omega Ratio Rank: 3434
Omega Ratio Rank
TMLPX Calmar Ratio Rank: 7777
Calmar Ratio Rank
TMLPX Martin Ratio Rank: 4242
Martin Ratio Rank

CRAK
CRAK Risk / Return Rank: 6969
Overall Rank
CRAK Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
CRAK Sortino Ratio Rank: 7070
Sortino Ratio Rank
CRAK Omega Ratio Rank: 6666
Omega Ratio Rank
CRAK Calmar Ratio Rank: 6969
Calmar Ratio Rank
CRAK Martin Ratio Rank: 6666
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.

TMLPX vs. CRAK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Transamerica Energy Infrastructure (TMLPX) and VanEck Oil Refiners ETF (CRAK). 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.


TMLPXCRAKDifference
Sharpe ratioReturn per unit of total volatility

-0.54

Sortino ratioReturn per unit of downside risk

-0.63

Omega ratioGain probability vs. loss probability

1.29

1.37

-0.09

Calmar ratioReturn relative to maximum drawdown

3.28

3.29

-0.01

Martin ratioReturn relative to average drawdown

8.55

11.53

-2.97

TMLPX vs. CRAK - Sharpe Ratio Comparison

The current TMLPX Sharpe Ratio is 1.67, which is comparable to the CRAK Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of TMLPX and CRAK, 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

TMLPX vs. CRAK - Drawdown Comparison

The maximum TMLPX drawdown since its inception was -67.18%, which is greater than CRAK's maximum drawdown of -58.80%. Use the drawdown chart below to compare losses from any high point for TMLPX and CRAK.


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Drawdown Indicators


TMLPXCRAKDifference

Max Drawdown

Largest peak-to-trough decline

-67.18%

-58.80%

-8.38%

Max Drawdown (1Y)

Largest decline over 1 year

-7.12%

-12.84%

+5.72%

Max Drawdown (3Y)

Largest decline over 3 years

-16.60%

-35.61%

+19.01%

Max Drawdown (5Y)

Largest decline over 5 years

-16.60%

-35.61%

+19.01%

Max Drawdown (10Y)

Largest decline over 10 years

-55.61%

-58.80%

+3.19%

Current Drawdown

Current decline from peak

-5.59%

-12.74%

+7.15%

Average Drawdown

Average peak-to-trough decline

-22.51%

-12.47%

-10.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

3.66%

-0.93%

Volatility

TMLPX vs. CRAK - Volatility Comparison

The current volatility for Transamerica Energy Infrastructure (TMLPX) is 5.19%, while VanEck Oil Refiners ETF (CRAK) has a volatility of 6.42%. This indicates that TMLPX experiences smaller price fluctuations and is considered to be less risky than CRAK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TMLPXCRAKDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.19%

6.42%

-1.23%

Volatility (6M)

Calculated over the trailing 6-month period

10.77%

15.00%

-4.23%

Volatility (1Y)

Calculated over the trailing 1-year period

14.06%

19.11%

-5.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.20%

20.67%

-3.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.80%

22.17%

-0.37%

TMLPX vs. CRAK - Expense Ratio Comparison

TMLPX has a 1.26% expense ratio, which is higher than CRAK's 0.62% expense ratio.


Dividends

TMLPX vs. CRAK - Dividend Comparison

TMLPX's dividend yield for the trailing twelve months is around 2.84%, more than CRAK's 1.67% yield.


PositionTTM20252024202320222021202020192018201720162015
CRAK
VanEck Oil Refiners ETF
1.67%2.02%5.60%3.65%3.08%2.40%2.64%1.49%2.42%1.66%3.42%0.47%
TMLPX
Transamerica Energy Infrastructure
2.84%4.33%3.71%7.34%4.83%4.33%6.09%5.65%6.10%5.51%3.95%5.58%

Frequently Asked Questions


TMLPX and CRAK have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CRAK has higher volatility (6.42%) compared to TMLPX (5.19%). In terms of maximum drawdown, TMLPX dropped -67.18% vs CRAK's -58.80%.

CRAK currently has the higher Sharpe Ratio (2.21 vs 1.67), 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

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