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TPZ vs. TPYP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TPZ vs. TPYP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tortoise Electrification Infrastructure ETF (TPZ) and Tortoise North American Pipeline Fund (TPYP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TPZ achieves a 10.26% return, which is significantly lower than TPYP's 24.03% return. Over the past 10 years, TPZ has underperformed TPYP with an annualized return of 8.71%, while TPYP has yielded a comparatively higher 11.65% annualized return.


TPZ

1D
-0.81%
1M
2.31%
6M
8.81%
YTD
10.26%
1Y
12.99%
3Y*
25.29%
5Y*
17.99%
10Y*
8.71%

TPYP

1D
-1.01%
1M
3.18%
6M
22.66%
YTD
24.03%
1Y
26.98%
3Y*
25.19%
5Y*
19.65%
10Y*
11.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TPZ vs. TPYP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TPZ
Tortoise Electrification Infrastructure ETF
10.26%5.67%53.88%20.72%2.44%29.31%-27.84%15.61%-16.12%-0.30%
TPYP
Tortoise North American Pipeline Fund
24.03%7.59%37.37%10.51%16.09%34.97%-20.99%23.35%-11.13%2.27%

Correlation

The correlation between TPZ and TPYP is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.62

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

0.70

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

0.73

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

0.68

Correlation (All Time)
Calculated using the full available price history since Jun 30, 2015

0.67

The correlation between TPZ and TPYP shifts across timeframes, from 0.62 (1 year) to 0.73 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

TPZ vs. TPYP — Risk / Return Rank

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

TPZ
TPZ Risk / Return Rank: 3535
Overall Rank
TPZ Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
TPZ Sortino Ratio Rank: 3030
Sortino Ratio Rank
TPZ Omega Ratio Rank: 2828
Omega Ratio Rank
TPZ Calmar Ratio Rank: 4949
Calmar Ratio Rank
TPZ Martin Ratio Rank: 3636
Martin Ratio Rank

TPYP
TPYP Risk / Return Rank: 7676
Overall Rank
TPYP Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
TPYP Sortino Ratio Rank: 7979
Sortino Ratio Rank
TPYP Omega Ratio Rank: 7171
Omega Ratio Rank
TPYP Calmar Ratio Rank: 8787
Calmar Ratio Rank
TPYP 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.

TPZ vs. TPYP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tortoise Electrification Infrastructure ETF (TPZ) and Tortoise North American Pipeline Fund (TPYP). 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.


TPZTPYPDifference
Sharpe ratioReturn per unit of total volatility

-1.03

Sortino ratioReturn per unit of downside risk

-1.41

Omega ratioGain probability vs. loss probability

1.17

1.34

-0.17

Calmar ratioReturn relative to maximum drawdown

2.07

3.96

-1.89

Martin ratioReturn relative to average drawdown

4.58

9.47

-4.89

TPZ vs. TPYP - Sharpe Ratio Comparison

The current TPZ Sharpe Ratio is 0.95, which is lower than the TPYP Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of TPZ and TPYP, 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

TPZ vs. TPYP - Drawdown Comparison

The maximum TPZ drawdown since its inception was -78.17%, which is greater than TPYP's maximum drawdown of -51.91%. Use the drawdown chart below to compare losses from any high point for TPZ and TPYP.


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Drawdown Indicators


TPZTPYPDifference

Max Drawdown

Largest peak-to-trough decline

-78.17%

-51.91%

-26.26%

Max Drawdown (1Y)

Largest decline over 1 year

-6.29%

-6.84%

+0.55%

Max Drawdown (3Y)

Largest decline over 3 years

-17.78%

-13.17%

-4.61%

Max Drawdown (5Y)

Largest decline over 5 years

-17.78%

-17.96%

+0.18%

Max Drawdown (10Y)

Largest decline over 10 years

-77.04%

-51.91%

-25.13%

Current Drawdown

Current decline from peak

-2.62%

-2.14%

-0.48%

Average Drawdown

Average peak-to-trough decline

-11.88%

-7.85%

-4.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.84%

2.86%

-0.02%

Volatility

TPZ vs. TPYP - Volatility Comparison

The current volatility for Tortoise Electrification Infrastructure ETF (TPZ) is 3.93%, while Tortoise North American Pipeline Fund (TPYP) has a volatility of 5.29%. This indicates that TPZ experiences smaller price fluctuations and is considered to be less risky than TPYP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TPZTPYPDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.93%

5.29%

-1.36%

Volatility (6M)

Calculated over the trailing 6-month period

10.82%

10.90%

-0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

13.79%

13.72%

+0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.69%

17.44%

+0.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.70%

21.90%

+5.80%

TPZ vs. TPYP - Expense Ratio Comparison

TPZ has a 0.85% expense ratio, which is higher than TPYP's 0.40% expense ratio.


Dividends

TPZ vs. TPYP - Dividend Comparison

TPZ's dividend yield for the trailing twelve months is around 3.69%, more than TPYP's 3.18% yield.


PositionTTM20252024202320222021202020192018201720162015
TPYP
Tortoise North American Pipeline Fund
3.18%3.91%3.95%4.83%4.48%4.86%6.14%4.45%4.58%3.71%3.49%2.56%
TPZ
Tortoise Electrification Infrastructure ETF
3.69%3.99%5.88%8.99%9.52%4.77%8.80%8.84%9.41%7.28%6.88%9.68%

Frequently Asked Questions


TPZ and TPYP have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TPYP has higher volatility (5.29%) compared to TPZ (3.93%). In terms of maximum drawdown, TPZ dropped -78.17% vs TPYP's -51.91%.

On 10-year performance, TPYP leads with 11.65% vs 8.71% for TPZ. On fees, TPYP is cheaper at 0.40% per year. On volatility, TPZ has been the lower-risk option at 3.93%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, TPYP has performed better with a 11.65% return vs 8.71%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TPYP is cheaper with a 0.40% expense ratio, compared with 0.85% for TPZ.

TPZ has the higher dividend yield at 3.69%, compared with 3.18% for TPYP.

Their fees differ too: 0.85% for TPZ and 0.40% for TPYP.

TPYP currently has the higher Sharpe Ratio (1.98 vs 0.95), 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 TPZ and TPYP

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