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

Performance

UMI vs. TPYP - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
27.62%
26.99%
UMI
TPYP

Returns By Period

In the year-to-date period, UMI achieves a 48.44% return, which is significantly higher than TPYP's 43.12% return.


UMI

YTD

48.44%

1M

10.67%

6M

27.62%

1Y

51.34%

5Y (annualized)

18.59%

10Y (annualized)

N/A

TPYP

YTD

43.12%

1M

8.86%

6M

26.99%

1Y

47.03%

5Y (annualized)

15.78%

10Y (annualized)

N/A

Key characteristics


UMITPYP
Sharpe Ratio4.043.83
Sortino Ratio5.485.32
Omega Ratio1.711.67
Calmar Ratio8.889.90
Martin Ratio32.3231.61
Ulcer Index1.60%1.49%
Daily Std Dev12.79%12.27%
Max Drawdown-48.08%-51.91%
Current Drawdown0.00%0.00%

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UMI vs. TPYP - Expense Ratio Comparison

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


UMI
USCF Midstream Energy Income Fund ETF
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%
Expense ratio chart for TPYP: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

Correlation

-0.50.00.51.00.7

The correlation between UMI and TPYP is 0.75, 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. TPYP - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for UMI, currently valued at 4.04, compared to the broader market0.002.004.006.004.043.83
The chart of Sortino ratio for UMI, currently valued at 5.48, compared to the broader market-2.000.002.004.006.008.0010.0012.005.485.32
The chart of Omega ratio for UMI, currently valued at 1.71, compared to the broader market0.501.001.502.002.503.001.711.67
The chart of Calmar ratio for UMI, currently valued at 8.88, compared to the broader market0.005.0010.0015.008.889.90
The chart of Martin ratio for UMI, currently valued at 32.32, compared to the broader market0.0020.0040.0060.0080.00100.00120.0032.3231.61
UMI
TPYP

The current UMI Sharpe Ratio is 4.04, which is comparable to the TPYP Sharpe Ratio of 3.83. The chart below compares the historical Sharpe Ratios of UMI and TPYP, 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 Ratio1.502.002.503.003.504.00JuneJulyAugustSeptemberOctoberNovember
4.04
3.83
UMI
TPYP

Dividends

UMI vs. TPYP - Dividend Comparison

UMI's dividend yield for the trailing twelve months is around 3.83%, more than TPYP's 3.61% yield.


TTM202320222021202020192018201720162015
UMI
USCF Midstream Energy Income Fund ETF
3.83%4.67%4.78%3.37%2.18%2.47%2.48%0.15%0.00%0.00%
TPYP
Tortoise North American Pipeline Fund
3.61%4.83%4.48%4.86%6.15%4.45%4.58%3.71%3.18%1.48%

Drawdowns

UMI vs. TPYP - Drawdown Comparison

The maximum UMI drawdown since its inception was -48.08%, smaller than the maximum TPYP drawdown of -51.91%. Use the drawdown chart below to compare losses from any high point for UMI and TPYP. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember00
UMI
TPYP

Volatility

UMI vs. TPYP - Volatility Comparison

USCF Midstream Energy Income Fund ETF (UMI) has a higher volatility of 4.34% compared to Tortoise North American Pipeline Fund (TPYP) at 3.98%. This indicates that UMI's price experiences larger fluctuations and is considered to be riskier than TPYP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.50%3.00%3.50%4.00%4.50%5.00%5.50%6.00%JuneJulyAugustSeptemberOctoberNovember
4.34%
3.98%
UMI
TPYP