utilities
selected utilities - renewable trending
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SO The Southern Company | Utilities | 12.5% |
AEP American Electric Power Company, Inc. | Utilities | 12.5% |
XEL Xcel Energy Inc. | Utilities | 12.5% |
DUK Duke Energy Corporation | Utilities | 12.5% |
DTE DTE Energy Company | Utilities | 12.5% |
ETR Entergy Corporation | Utilities | 12.5% |
VST Vistra Corp. | Utilities | 12.5% |
WEC WEC Energy Group, Inc. | Utilities | 12.5% |
Performance
The chart shows the growth of an initial investment of $10,000 in utilities, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
Returns
As of Sep 22, 2023, the utilities returned -2.13% Year-To-Date and 9.89% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.31% | 9.66% | 12.78% | 14.25% | 8.15% | 10.59% |
| utilities | 4.04% | 5.23% | -2.13% | -5.36% | 8.97% | 9.89% |
| Portfolio components: | ||||||
SO The Southern Company | 3.20% | 7.47% | 0.88% | -4.38% | 14.43% | 9.74% |
AEP American Electric Power Company, Inc. | 1.60% | -4.65% | -13.43% | -15.83% | 5.83% | 7.34% |
XEL Xcel Energy Inc. | 3.39% | -4.57% | -13.14% | -15.43% | 7.58% | 9.19% |
DUK Duke Energy Corporation | 4.26% | 4.24% | -6.39% | -6.60% | 7.53% | 7.15% |
DTE DTE Energy Company | 1.98% | 5.16% | -7.34% | -13.28% | 6.13% | 8.09% |
ETR Entergy Corporation | 2.35% | -2.40% | -12.05% | -11.70% | 6.97% | 8.03% |
VST Vistra Corp. | 13.48% | 41.92% | 47.43% | 41.08% | 9.96% | 15.90% |
WEC WEC Energy Group, Inc. | 1.47% | -2.36% | -5.56% | -10.67% | 8.32% | 9.39% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| VST | SO | DTE | ETR | DUK | WEC | AEP | XEL | |
|---|---|---|---|---|---|---|---|---|
| VST | 1.00 | 0.30 | 0.34 | 0.31 | 0.28 | 0.27 | 0.31 | 0.28 |
| SO | 0.30 | 1.00 | 0.73 | 0.77 | 0.79 | 0.76 | 0.78 | 0.77 |
| DTE | 0.34 | 0.73 | 1.00 | 0.74 | 0.77 | 0.77 | 0.76 | 0.78 |
| ETR | 0.31 | 0.77 | 0.74 | 1.00 | 0.77 | 0.76 | 0.78 | 0.78 |
| DUK | 0.28 | 0.79 | 0.77 | 0.77 | 1.00 | 0.81 | 0.82 | 0.81 |
| WEC | 0.27 | 0.76 | 0.77 | 0.76 | 0.81 | 1.00 | 0.81 | 0.87 |
| AEP | 0.31 | 0.78 | 0.76 | 0.78 | 0.82 | 0.81 | 1.00 | 0.85 |
| XEL | 0.28 | 0.77 | 0.78 | 0.78 | 0.81 | 0.87 | 0.85 | 1.00 |
Dividend yield
utilities granted a 3.73% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| utilities | 3.73% | 3.43% | 3.38% | 3.70% | 3.44% | 3.95% | 3.96% | 6.45% | 4.69% | 4.25% | 5.44% | 5.68% |
| Portfolio components: | ||||||||||||
SO The Southern Company | 3.95% | 3.90% | 4.09% | 4.62% | 4.50% | 6.60% | 6.14% | 6.07% | 6.47% | 6.25% | 7.57% | 7.34% |
AEP American Electric Power Company, Inc. | 4.16% | 3.44% | 3.59% | 3.76% | 3.26% | 3.98% | 3.96% | 4.55% | 4.82% | 4.54% | 5.89% | 6.48% |
XEL Xcel Energy Inc. | 3.45% | 2.85% | 2.85% | 2.80% | 2.84% | 3.52% | 3.54% | 4.07% | 4.49% | 4.37% | 5.40% | 5.66% |
DUK Duke Energy Corporation | 4.33% | 3.99% | 3.99% | 4.65% | 4.78% | 5.12% | 5.28% | 5.74% | 6.28% | 5.44% | 6.75% | 7.48% |
DTE DTE Energy Company | 3.59% | 3.15% | 3.14% | 3.70% | 3.36% | 3.80% | 3.70% | 3.86% | 4.56% | 4.16% | 5.39% | 5.79% |
ETR Entergy Corporation | 4.41% | 3.72% | 3.66% | 4.11% | 3.47% | 4.90% | 5.30% | 6.01% | 6.60% | 5.37% | 7.77% | 8.11% |
VST Vistra Corp. | 2.39% | 3.19% | 2.78% | 2.99% | 2.44% | 0.00% | 0.00% | 17.13% | 0.00% | 0.00% | 0.00% | 0.00% |
WEC WEC Energy Group, Inc. | 3.55% | 3.18% | 2.95% | 2.99% | 2.86% | 3.67% | 3.73% | 4.16% | 4.33% | 3.90% | 4.77% | 4.60% |
Expense Ratio
The utilities has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
SO The Southern Company | -0.27 | ||||
AEP American Electric Power Company, Inc. | -0.75 | ||||
XEL Xcel Energy Inc. | -0.74 | ||||
DUK Duke Energy Corporation | -0.37 | ||||
DTE DTE Energy Company | -0.69 | ||||
ETR Entergy Corporation | -0.54 | ||||
VST Vistra Corp. | 1.18 | ||||
WEC WEC Energy Group, Inc. | -0.53 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the utilities. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the utilities is 36.96%, recorded on Mar 23, 2020. It took 366 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.96% | Feb 19, 2020 | 24 | Mar 23, 2020 | 366 | Sep 2, 2021 | 390 |
| -22.07% | Sep 13, 2022 | 22 | Oct 12, 2022 | — | — | — |
| -15.31% | Nov 15, 2017 | 58 | Feb 8, 2018 | 132 | Aug 17, 2018 | 190 |
| -14.82% | Apr 21, 2022 | 41 | Jun 17, 2022 | 38 | Aug 12, 2022 | 79 |
| -10.17% | Sep 3, 2021 | 17 | Sep 28, 2021 | 55 | Dec 15, 2021 | 72 |
Volatility Chart
The current utilities volatility is 3.48%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.