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Electrical Infastructure
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Electrical Infastructure

Currency in USD · Last updated May 27, 2025

Asset Allocation

ETN 11.5%PWR 11.5%EMR 11.5%ITRI 11.5%MYRG 11.5%IESC 11.5%PAVE 11.5%EME 11.5%VRT 5%ATKR 3%EquityEquity
PositionCategory/SectorTarget Weight
ATKR
Atkore Inc.		Industrials
3%
EME
EMCOR Group, Inc.		Industrials
11.50%
EMR
Emerson Electric Co.		Industrials
11.50%
ETN
Eaton Corporation plc		Industrials
11.50%
IESC
IES Holdings, Inc.		Industrials
11.50%
ITRI
Itron, Inc.		Technology
11.50%
MYRG
MYR Group Inc.		Industrials
11.50%
PAVE
Global X US Infrastructure Development ETF		Utilities Equities
11.50%
PWR
Quanta Services, Inc.		Industrials
11.50%
VRT
Vertiv Holdings Co.		Industrials
5%

S&P 500

Performance

Performance Chart

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The earliest data available for this chart is Jul 30, 2018, corresponding to the inception date of VRT

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		-1.34%5.02%-3.08%9.39%14.45%10.68%
Electrical Infastructure3.68%14.33%-8.66%10.67%41.07%N/A
Portfolio components:
ETN
Eaton Corporation plc		-2.56%11.55%-14.16%-4.56%34.97%19.27%
ATKR
Atkore Inc.		-20.99%2.68%-30.06%-57.44%21.76%N/A
PWR
Quanta Services, Inc.		6.18%16.71%-2.14%18.48%58.18%28.01%
EMR
Emerson Electric Co.		-3.77%12.80%-10.16%6.12%18.74%9.82%
ITRI
Itron, Inc.		3.73%2.01%-5.11%2.82%13.03%11.98%
MYRG
MYR Group Inc.		5.81%27.53%-1.42%-1.20%42.76%18.39%
IESC
IES Holdings, Inc.		21.70%21.43%-12.55%52.38%60.30%41.65%
VRT
Vertiv Holdings Co.		-8.30%19.77%-21.07%-1.79%54.00%N/A
PAVE
Global X US Infrastructure Development ETF		1.95%8.56%-10.03%5.93%25.17%N/A
EME
EMCOR Group, Inc.		2.19%12.94%-9.22%16.49%50.07%26.82%
*Annualized

Monthly Returns

The table below presents the monthly returns of Electrical Infastructure, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.01%-10.51%-7.51%8.32%14.49%3.68%
2024-0.40%22.36%8.37%0.20%6.02%-7.25%3.86%-1.62%6.38%5.81%18.00%-12.76%54.08%
20235.99%6.26%0.06%-0.59%5.42%14.29%4.71%7.59%-7.35%-6.30%9.11%10.65%59.38%
2022-8.04%-6.34%4.83%-10.82%2.35%-6.51%14.56%-5.45%-8.49%16.40%7.94%-2.69%-6.63%
2021-2.80%13.37%4.92%5.38%4.30%0.28%3.01%2.09%-5.69%6.20%-3.62%4.67%35.41%
2020-3.58%-6.91%-19.61%14.18%4.22%3.94%4.63%9.84%-0.54%5.58%18.59%10.01%40.50%
201910.95%4.81%-0.39%6.52%-6.51%9.91%-1.99%-2.44%6.22%4.31%4.45%2.66%44.03%
20182.28%3.10%-1.58%-9.78%2.73%-11.84%-15.19%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

Electrical Infastructure has an expense ratio of 0.05%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

PAVE
Global X US Infrastructure Development ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Electrical Infastructure is 19, meaning it’s performing worse than 81% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of Electrical Infastructure is 1919
Overall Rank
The Sharpe Ratio Rank of Electrical Infastructure is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of Electrical Infastructure is 2323
Sortino Ratio Rank
The Omega Ratio Rank of Electrical Infastructure is 2121
Omega Ratio Rank
The Calmar Ratio Rank of Electrical Infastructure is 2222
Calmar Ratio Rank
The Martin Ratio Rank of Electrical Infastructure is 1414
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.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. 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.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
ETN
Eaton Corporation plc		-0.100.141.02-0.10-0.24
ATKR
Atkore Inc.		-1.11-1.860.76-0.79-1.28
PWR
Quanta Services, Inc.		0.510.991.140.691.72
EMR
Emerson Electric Co.		0.220.491.070.200.52
ITRI
Itron, Inc.		0.160.471.060.200.46
MYRG
MYR Group Inc.		0.030.401.06-0.01-0.01
IESC
IES Holdings, Inc.		0.751.401.181.092.21
VRT
Vertiv Holdings Co.		0.040.601.080.080.19
PAVE
Global X US Infrastructure Development ETF		0.280.501.060.210.58
EME
EMCOR Group, Inc.		0.450.841.130.541.33

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Electrical Infastructure Sharpe ratios as of May 27, 2025 (values are recalculated daily):

  • 1-Year: 0.34
  • 5-Year: 1.47
  • All Time: 0.95

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.49 to 1.03, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Electrical Infastructure compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

Electrical Infastructure provided a 0.51% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio0.51%0.47%0.55%0.66%0.58%0.69%0.81%0.98%0.75%0.84%1.02%0.74%
Portfolio components:
ETN
Eaton Corporation plc		1.23%1.13%1.43%2.06%1.76%2.43%3.00%3.85%3.04%3.40%4.23%2.88%
ATKR
Atkore Inc.		1.97%1.53%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PWR
Quanta Services, Inc.		0.11%0.09%0.15%0.25%0.16%0.29%0.42%0.13%0.00%0.00%0.00%0.00%
EMR
Emerson Electric Co.		1.78%1.70%2.14%2.15%2.18%2.49%2.58%3.26%2.76%3.42%3.94%2.85%
ITRI
Itron, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MYRG
MYR Group Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IESC
IES Holdings, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VRT
Vertiv Holdings Co.		0.12%0.10%0.05%0.07%0.04%0.05%0.00%0.00%0.00%0.00%0.00%0.00%
PAVE
Global X US Infrastructure Development ETF		0.53%0.54%0.68%0.84%0.48%0.44%0.67%0.78%0.30%0.00%0.00%0.00%
EME
EMCOR Group, Inc.		0.22%0.20%0.32%0.36%0.41%0.35%0.37%0.54%0.39%0.45%0.67%0.72%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Electrical Infastructure. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Electrical Infastructure was 43.93%, occurring on Mar 18, 2020. Recovery took 100 trading sessions.

The current Electrical Infastructure drawdown is 9.89%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-43.93%Jan 24, 202038Mar 18, 2020100Aug 10, 2020138
-33.57%Jan 23, 202551Apr 4, 2025———
-28.64%Nov 17, 2021146Jun 16, 2022173Feb 24, 2023319
-23.92%Aug 30, 201880Dec 24, 2018122Jun 20, 2019202
-17.66%May 16, 202478Sep 6, 202421Oct 7, 202499
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 10 assets, with an effective number of assets of 9.16, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCVRTIESCMYRGITRIATKRPWREMREMEETNPAVEPortfolio
^GSPC1.000.520.440.500.620.560.620.690.590.700.800.74
VRT0.521.000.380.340.390.370.430.390.440.500.470.56
IESC0.440.381.000.490.430.440.490.440.540.480.550.71
MYRG0.500.340.491.000.500.510.610.520.610.520.640.75
ITRI0.620.390.430.501.000.530.540.550.540.540.670.74
ATKR0.560.370.440.510.531.000.540.610.580.600.730.71
PWR0.620.430.490.610.540.541.000.630.650.660.750.80
EMR0.690.390.440.520.550.610.631.000.610.750.830.78
EME0.590.440.540.610.540.580.650.611.000.660.750.81
ETN0.700.500.480.520.540.600.660.750.661.000.810.81
PAVE0.800.470.550.640.670.730.750.830.750.811.000.90
Portfolio0.740.560.710.750.740.710.800.780.810.810.901.00
The correlation results are calculated based on daily price changes starting from Jul 31, 2018
Go to the full Correlations tool for more customization options