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UPAR vs. AMLP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UPAR vs. AMLP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in UPAR Ultra Risk Parity ETF (UPAR) and Alerian MLP ETF (AMLP). The values are adjusted to include any dividend payments, if applicable.

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UPAR vs. AMLP - Yearly Performance Comparison


2026 (YTD)2025202420232022
UPAR
UPAR Ultra Risk Parity ETF
5.18%23.87%-2.26%5.73%-30.30%
AMLP
Alerian MLP ETF
14.20%5.78%22.76%21.40%19.34%

Returns By Period

In the year-to-date period, UPAR achieves a 5.18% return, which is significantly lower than AMLP's 14.20% return.


UPAR

1D
2.67%
1M
-7.86%
YTD
5.18%
6M
8.43%
1Y
21.19%
3Y*
7.85%
5Y*
10Y*

AMLP

1D
-1.16%
1M
1.15%
YTD
14.20%
6M
16.89%
1Y
9.93%
3Y*
20.27%
5Y*
20.38%
10Y*
8.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UPAR vs. AMLP - Expense Ratio Comparison

UPAR has a 0.65% expense ratio, which is lower than AMLP's 0.90% expense ratio.


Return for Risk

UPAR vs. AMLP — Risk / Return Rank

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

UPAR
UPAR Risk / Return Rank: 7474
Overall Rank
UPAR Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
UPAR Sortino Ratio Rank: 7474
Sortino Ratio Rank
UPAR Omega Ratio Rank: 7171
Omega Ratio Rank
UPAR Calmar Ratio Rank: 7777
Calmar Ratio Rank
UPAR Martin Ratio Rank: 7272
Martin Ratio Rank

AMLP
AMLP Risk / Return Rank: 3232
Overall Rank
AMLP Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
AMLP Sortino Ratio Rank: 3333
Sortino Ratio Rank
AMLP Omega Ratio Rank: 3535
Omega Ratio Rank
AMLP Calmar Ratio Rank: 3030
Calmar Ratio Rank
AMLP Martin Ratio Rank: 2525
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.

UPAR vs. AMLP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UPAR Ultra Risk Parity ETF (UPAR) and Alerian MLP ETF (AMLP). 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.


UPARAMLPDifference

Sharpe ratio

Return per unit of total volatility

1.34

0.62

+0.72

Sortino ratio

Return per unit of downside risk

1.82

0.89

+0.92

Omega ratio

Gain probability vs. loss probability

1.26

1.13

+0.12

Calmar ratio

Return relative to maximum drawdown

2.01

0.68

+1.33

Martin ratio

Return relative to average drawdown

7.18

1.72

+5.45

UPAR vs. AMLP - Sharpe Ratio Comparison

The current UPAR Sharpe Ratio is 1.34, which is higher than the AMLP Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of UPAR and AMLP, 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


UPARAMLPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

0.62

+0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.08

0.22

-0.30

Correlation

The correlation between UPAR and AMLP is 0.32, 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

UPAR vs. AMLP - Dividend Comparison

UPAR's dividend yield for the trailing twelve months is around 2.75%, less than AMLP's 7.54% yield.


TTM20252024202320222021202020192018201720162015
UPAR
UPAR Ultra Risk Parity ETF
2.75%3.28%3.32%3.04%4.73%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AMLP
Alerian MLP ETF
7.54%8.36%7.70%7.86%7.70%8.55%12.31%9.12%9.29%7.97%8.09%9.84%

Drawdowns

UPAR vs. AMLP - Drawdown Comparison

The maximum UPAR drawdown since its inception was -39.00%, smaller than the maximum AMLP drawdown of -77.19%. Use the drawdown chart below to compare losses from any high point for UPAR and AMLP.


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Drawdown Indicators


UPARAMLPDifference

Max Drawdown

Largest peak-to-trough decline

-39.00%

-77.19%

+38.19%

Max Drawdown (1Y)

Largest decline over 1 year

-11.21%

-14.27%

+3.06%

Max Drawdown (5Y)

Largest decline over 5 years

-20.92%

Max Drawdown (10Y)

Largest decline over 10 years

-72.62%

Current Drawdown

Current decline from peak

-8.18%

-2.17%

-6.01%

Average Drawdown

Average peak-to-trough decline

-22.49%

-17.57%

-4.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

5.60%

-2.47%

Volatility

UPAR vs. AMLP - Volatility Comparison

UPAR Ultra Risk Parity ETF (UPAR) has a higher volatility of 7.00% compared to Alerian MLP ETF (AMLP) at 2.92%. This indicates that UPAR's price experiences larger fluctuations and is considered to be riskier than AMLP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UPARAMLPDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.00%

2.92%

+4.08%

Volatility (6M)

Calculated over the trailing 6-month period

10.58%

7.86%

+2.72%

Volatility (1Y)

Calculated over the trailing 1-year period

15.86%

16.08%

-0.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.17%

20.18%

-2.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.17%

27.84%

-9.67%