MLPA vs MLPI: returns, Sharpe ratio and drawdown
Performance
MLPA+24.84%MLPI+23.71%
Summary
MLPA vs MLPI
MLPA's return was +24.84% over the past year, and MLPI's +23.71% since Dec 18, 2025. MLPA's Sharpe ratio was 1.50 over the past year, and MLPI's 1.54 since Dec 18, 2025. MLPA's worst peak-to-trough drop was -7.78% over the past year, and MLPI's -8.61% since Dec 18, 2025. MLPA's dividend yield was 7.19% over the past year, and MLPI's 13.45% since Dec 18, 2025.
Current Drawdown
MLPA-3.20%MLPI-0.74%
Rolling Volatility
MLPA+0.79%MLPI+1.15%
METRICS
Correlation Matrix
Metrics
Risk Indicators
MLPAMLPI*
Alpha
MLPA
19.57%
MLPI
22.91%
Beta
MLPA
-0.13x
MLPI
-0.17x
Sharpe
MLPA
1.50
MLPI
1.54
Sortino
MLPA
2.26
MLPI
2.38
Omega
MLPA
1.26
MLPI
1.28
Calmar
MLPA
3.19
MLPI
2.75
Martin
MLPA
6.00
MLPI
7.10
Comparisons