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TRMD vs. MLPR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TRMD vs. MLPR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TORM plc (TRMD) 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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TRMD vs. MLPR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
TRMD
TORM plc
46.25%11.21%-23.37%31.64%297.66%12.91%-2.43%
MLPR
ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN
24.29%9.83%31.57%35.87%41.04%57.33%-9.51%

Returns By Period

In the year-to-date period, TRMD achieves a 46.25% return, which is significantly higher than MLPR's 24.29% return.


TRMD

1D
1.90%
1M
-4.96%
YTD
46.25%
6M
42.74%
1Y
86.19%
3Y*
12.45%
5Y*
41.12%
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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Return for Risk

TRMD vs. MLPR — Risk / Return Rank

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

TRMD
TRMD Risk / Return Rank: 9090
Overall Rank
TRMD Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
TRMD Sortino Ratio Rank: 9090
Sortino Ratio Rank
TRMD Omega Ratio Rank: 8686
Omega Ratio Rank
TRMD Calmar Ratio Rank: 9292
Calmar Ratio Rank
TRMD Martin Ratio Rank: 9191
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.

TRMD vs. MLPR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TORM plc (TRMD) 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.


TRMDMLPRDifference

Sharpe ratio

Return per unit of total volatility

2.20

0.57

+1.63

Sortino ratio

Return per unit of downside risk

2.81

0.86

+1.95

Omega ratio

Gain probability vs. loss probability

1.33

1.13

+0.20

Calmar ratio

Return relative to maximum drawdown

4.20

0.62

+3.58

Martin ratio

Return relative to average drawdown

11.02

1.44

+9.58

TRMD vs. MLPR - Sharpe Ratio Comparison

The current TRMD Sharpe Ratio is 2.20, which is higher than the MLPR Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of TRMD 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


TRMDMLPRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.20

0.57

+1.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

1.09

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.93

-0.45

Correlation

The correlation between TRMD and MLPR is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

TRMD vs. MLPR - Dividend Comparison

TRMD's dividend yield for the trailing twelve months is around 7.60%, less than MLPR's 9.14% yield.


TTM202520242023202220212020
TRMD
TORM plc
7.60%10.32%30.13%23.05%6.99%0.00%14.89%
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

TRMD vs. MLPR - Drawdown Comparison

The maximum TRMD drawdown since its inception was -60.59%, which is greater than MLPR's maximum drawdown of -48.98%. Use the drawdown chart below to compare losses from any high point for TRMD and MLPR.


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Drawdown Indicators


TRMDMLPRDifference

Max Drawdown

Largest peak-to-trough decline

-60.59%

-48.98%

-11.61%

Max Drawdown (1Y)

Largest decline over 1 year

-19.49%

-24.45%

+4.96%

Max Drawdown (5Y)

Largest decline over 5 years

-60.59%

-28.66%

-31.93%

Current Drawdown

Current decline from peak

-13.44%

-4.17%

-9.27%

Average Drawdown

Average peak-to-trough decline

-22.91%

-9.09%

-13.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.43%

10.53%

-3.10%

Volatility

TRMD vs. MLPR - Volatility Comparison

TORM plc (TRMD) has a higher volatility of 14.99% compared to ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN (MLPR) at 4.93%. This indicates that TRMD's price experiences larger fluctuations and is considered to be riskier than MLPR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRMDMLPRDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.99%

4.93%

+10.06%

Volatility (6M)

Calculated over the trailing 6-month period

26.39%

14.06%

+12.33%

Volatility (1Y)

Calculated over the trailing 1-year period

39.54%

28.04%

+11.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.89%

29.60%

+16.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

60.26%

34.01%

+26.25%