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

Performance

UMI vs. MLPR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USCF Midstream Energy Income Fund ETF (UMI) and ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN (MLPR). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
34.57%
18.63%
UMI
MLPR

Returns By Period

In the year-to-date period, UMI achieves a 52.42% return, which is significantly higher than MLPR's 36.84% return.


UMI

YTD

52.42%

1M

13.80%

6M

34.58%

1Y

54.05%

5Y (annualized)

19.21%

10Y (annualized)

N/A

MLPR

YTD

36.84%

1M

11.71%

6M

18.63%

1Y

37.24%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


UMIMLPR
Sharpe Ratio4.201.79
Sortino Ratio5.732.44
Omega Ratio1.741.31
Calmar Ratio9.403.05
Martin Ratio34.209.30
Ulcer Index1.60%4.09%
Daily Std Dev13.02%21.23%
Max Drawdown-48.08%-48.98%
Current Drawdown0.00%0.00%

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UMI vs. MLPR - Expense Ratio Comparison

UMI has a 0.85% expense ratio, which is lower than MLPR's 0.95% expense ratio.


MLPR
ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN
Expense ratio chart for MLPR: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
Expense ratio chart for UMI: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%

Correlation

-0.50.00.51.00.8

The correlation between UMI and MLPR is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Risk-Adjusted Performance

UMI vs. MLPR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for USCF Midstream Energy Income Fund ETF (UMI) 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.


Sharpe ratio
The chart of Sharpe ratio for UMI, currently valued at 4.20, compared to the broader market0.002.004.004.201.79
The chart of Sortino ratio for UMI, currently valued at 5.73, compared to the broader market-2.000.002.004.006.008.0010.0012.005.732.44
The chart of Omega ratio for UMI, currently valued at 1.74, compared to the broader market0.501.001.502.002.503.001.741.31
The chart of Calmar ratio for UMI, currently valued at 9.40, compared to the broader market0.005.0010.0015.009.403.05
The chart of Martin ratio for UMI, currently valued at 34.20, compared to the broader market0.0020.0040.0060.0080.00100.0034.209.30
UMI
MLPR

The current UMI Sharpe Ratio is 4.20, which is higher than the MLPR Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of UMI 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 Ratio1.001.502.002.503.003.504.004.50JuneJulyAugustSeptemberOctoberNovember
4.20
1.79
UMI
MLPR

Dividends

UMI vs. MLPR - Dividend Comparison

UMI's dividend yield for the trailing twelve months is around 3.73%, less than MLPR's 9.21% yield.


TTM2023202220212020201920182017
UMI
USCF Midstream Energy Income Fund ETF
3.73%4.67%4.78%3.37%2.18%2.47%2.48%0.15%
MLPR
ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN
9.21%10.08%10.07%10.69%4.21%0.00%0.00%0.00%

Drawdowns

UMI vs. MLPR - Drawdown Comparison

The maximum UMI drawdown since its inception was -48.08%, roughly equal to the maximum MLPR drawdown of -48.98%. Use the drawdown chart below to compare losses from any high point for UMI and MLPR. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember00
UMI
MLPR

Volatility

UMI vs. MLPR - Volatility Comparison

The current volatility for USCF Midstream Energy Income Fund ETF (UMI) is 4.70%, while ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN (MLPR) has a volatility of 8.67%. This indicates that UMI 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.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
4.70%
8.67%
UMI
MLPR