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TRMD vs. MLPR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TRMD and MLPR is 0.19, 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.


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.

250.00%300.00%350.00%400.00%December2025FebruaryMarchAprilMay
286.27%
277.89%
TRMD
MLPR

Key characteristics

Sharpe Ratio

TRMD:

-1.13

MLPR:

0.34

Sortino Ratio

TRMD:

-1.64

MLPR:

0.69

Omega Ratio

TRMD:

0.82

MLPR:

1.10

Calmar Ratio

TRMD:

-0.73

MLPR:

0.48

Martin Ratio

TRMD:

-1.25

MLPR:

1.68

Ulcer Index

TRMD:

35.18%

MLPR:

7.02%

Daily Std Dev

TRMD:

40.93%

MLPR:

31.38%

Max Drawdown

TRMD:

-60.59%

MLPR:

-48.98%

Current Drawdown

TRMD:

-53.48%

MLPR:

-15.41%

Returns By Period

In the year-to-date period, TRMD achieves a -12.59% return, which is significantly lower than MLPR's 1.94% return.


TRMD

YTD

-12.59%

1M

6.59%

6M

-25.31%

1Y

-46.06%

5Y*

31.31%

10Y*

N/A

MLPR

YTD

1.94%

1M

4.70%

6M

7.75%

1Y

10.55%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

TRMD vs. MLPR — Risk-Adjusted Performance Rank

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

TRMD
The Risk-Adjusted Performance Rank of TRMD is 88
Overall Rank
The Sharpe Ratio Rank of TRMD is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of TRMD is 55
Sortino Ratio Rank
The Omega Ratio Rank of TRMD is 88
Omega Ratio Rank
The Calmar Ratio Rank of TRMD is 88
Calmar Ratio Rank
The Martin Ratio Rank of TRMD is 1717
Martin Ratio Rank

MLPR
The Risk-Adjusted Performance Rank of MLPR is 5151
Overall Rank
The Sharpe Ratio Rank of MLPR is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of MLPR is 4949
Sortino Ratio Rank
The Omega Ratio Rank of MLPR is 4949
Omega Ratio Rank
The Calmar Ratio Rank of MLPR is 6161
Calmar Ratio Rank
The Martin Ratio Rank of MLPR is 5555
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TRMD vs. MLPR - Risk-Adjusted Performance 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.


The current TRMD Sharpe Ratio is -1.13, which is lower than the MLPR Sharpe Ratio of 0.34. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.00December2025FebruaryMarchAprilMay
-1.13
0.34
TRMD
MLPR

Dividends

TRMD vs. MLPR - Dividend Comparison

TRMD's dividend yield for the trailing twelve months is around 30.93%, more than MLPR's 10.67% yield.


TTM20242023202220212020
TRMD
TORM plc
30.93%30.13%23.05%6.99%0.00%14.89%
MLPR
ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN
10.67%9.57%10.08%10.07%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. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-53.48%
-15.41%
TRMD
MLPR

Volatility

TRMD vs. MLPR - Volatility Comparison

The current volatility for TORM plc (TRMD) is 9.69%, while ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN (MLPR) has a volatility of 11.68%. This indicates that TRMD experiences smaller price fluctuations and is considered to be less risky than MLPR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%December2025FebruaryMarchAprilMay
9.69%
11.68%
TRMD
MLPR