utilities
selected utilities - renewable trending
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AEP American Electric Power Company, Inc. | Utilities | 12.50% |
DTE DTE Energy Company | Utilities | 12.50% |
DUK Duke Energy Corporation | Utilities | 12.50% |
ETR Entergy Corporation | Utilities | 12.50% |
SO The Southern Company | Utilities | 12.50% |
VST Vistra Corp. | Utilities | 12.50% |
WEC WEC Energy Group, Inc. | Utilities | 12.50% |
XEL Xcel Energy Inc. | Utilities | 12.50% |
Performance
Performance Chart
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
The earliest data available for this chart is Oct 4, 2016, corresponding to the inception date of VST
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| utilities | 41.21% | -0.09% | 25.46% | 55.13% | 11.11% | N/A |
| Portfolio components: | ||||||
SO The Southern Company | 31.72% | -0.31% | 24.35% | 39.68% | 11.90% | 11.52% |
AEP American Electric Power Company, Inc. | 23.59% | -4.37% | 15.35% | 34.63% | 4.31% | 9.09% |
XEL Xcel Energy Inc. | 5.36% | -1.90% | 20.11% | 11.99% | 3.01% | 10.02% |
DUK Duke Energy Corporation | 21.56% | -1.35% | 18.70% | 35.75% | 8.32% | 7.81% |
DTE DTE Energy Company | 15.43% | -2.71% | 14.29% | 33.36% | 6.27% | 9.50% |
ETR Entergy Corporation | 36.84% | 2.29% | 28.32% | 47.83% | 5.99% | 9.22% |
VST Vistra Corp. | 231.59% | 7.59% | 67.84% | 294.27% | 40.05% | N/A |
WEC WEC Energy Group, Inc. | 16.70% | 0.07% | 17.59% | 21.56% | 3.44% | 10.29% |
Monthly Returns
The table below presents the monthly returns of utilities, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.57% | 4.03% | 8.19% | 1.61% | 8.71% | -4.93% | 7.07% | 5.39% | 8.25% | 41.21% | |||
| 2023 | -1.73% | -5.48% | 5.44% | 2.09% | -6.11% | 1.61% | 3.37% | -4.21% | -1.23% | 1.10% | 5.98% | 3.13% | 3.09% |
| 2022 | 0.20% | -2.09% | 9.21% | 1.19% | 3.55% | -6.20% | 4.71% | -0.04% | -12.93% | 1.92% | 7.56% | -0.54% | 4.66% |
| 2021 | -2.11% | -7.14% | 12.26% | 4.64% | -1.96% | -2.20% | 4.81% | 2.41% | -7.89% | 4.36% | -2.07% | 10.99% | 14.82% |
| 2020 | 6.87% | -11.23% | -10.98% | 6.94% | 3.50% | -5.68% | 7.44% | -1.93% | 2.03% | 3.41% | 1.31% | -1.17% | -1.85% |
| 2019 | 6.26% | 4.31% | 2.39% | 1.61% | -1.25% | 2.84% | -0.10% | 7.98% | 3.50% | -0.24% | -2.96% | 1.49% | 28.45% |
| 2018 | -3.48% | -3.85% | 5.15% | 3.55% | -0.54% | 1.10% | 2.12% | 1.11% | -0.49% | 1.70% | 6.37% | -4.27% | 8.10% |
| 2017 | 0.98% | 4.39% | 0.27% | -0.32% | 4.29% | -1.35% | 1.02% | 4.60% | -2.00% | 6.16% | 2.19% | -5.12% | 15.53% |
| 2016 | 2.47% | -6.40% | 8.48% | 4.05% |
Expense Ratio
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
Risk-Adjusted Performance Rank
The current risk-adjusted rank of utilities is 78, placing it in the top 22% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
SO The Southern Company | 2.35 | 3.41 | 1.41 | 3.04 | 12.19 |
AEP American Electric Power Company, Inc. | 1.88 | 2.75 | 1.34 | 1.39 | 9.58 |
XEL Xcel Energy Inc. | 0.59 | 0.91 | 1.13 | 0.37 | 1.28 |
DUK Duke Energy Corporation | 2.25 | 3.13 | 1.39 | 1.82 | 12.75 |
DTE DTE Energy Company | 1.74 | 2.48 | 1.31 | 1.19 | 10.31 |
ETR Entergy Corporation | 3.02 | 4.24 | 1.57 | 2.65 | 16.26 |
VST Vistra Corp. | 5.78 | 4.79 | 1.67 | 8.64 | 23.52 |
WEC WEC Energy Group, Inc. | 1.18 | 1.73 | 1.22 | 0.85 | 4.07 |
Dividends
Dividend yield
utilities provided a 3.07% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| utilities | 3.07% | 3.66% | 3.34% | 3.18% | 3.37% | 3.02% | 3.34% | 3.21% | 5.24% | 3.53% | 3.07% | 3.77% |
| Portfolio components: | ||||||||||||
SO The Southern Company | 3.16% | 3.96% | 3.78% | 3.82% | 4.13% | 3.86% | 5.42% | 4.78% | 4.52% | 4.60% | 4.24% | 4.90% |
AEP American Electric Power Company, Inc. | 3.61% | 4.15% | 3.34% | 3.37% | 3.41% | 2.87% | 3.39% | 3.25% | 3.61% | 3.69% | 3.34% | 4.17% |
XEL Xcel Energy Inc. | 3.42% | 3.36% | 2.78% | 2.71% | 2.58% | 2.55% | 3.09% | 2.99% | 3.34% | 3.56% | 3.34% | 3.97% |
DUK Duke Energy Corporation | 3.60% | 4.18% | 3.86% | 3.72% | 4.17% | 4.11% | 4.21% | 4.15% | 4.33% | 4.54% | 3.77% | 4.48% |
DTE DTE Energy Company | 3.29% | 3.52% | 3.07% | 2.98% | 3.39% | 2.96% | 3.26% | 3.07% | 3.10% | 3.54% | 3.11% | 3.89% |
ETR Entergy Corporation | 3.37% | 4.29% | 3.64% | 3.43% | 3.75% | 3.06% | 4.16% | 4.30% | 4.65% | 4.89% | 3.80% | 5.25% |
VST Vistra Corp. | 0.68% | 2.13% | 3.12% | 2.64% | 2.75% | 2.17% | 0.00% | 0.00% | 14.97% | 0.00% | 0.00% | 0.00% |
WEC WEC Energy Group, Inc. | 3.45% | 3.71% | 3.10% | 2.79% | 2.75% | 2.56% | 3.19% | 3.13% | 3.38% | 3.40% | 2.96% | 3.50% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the utilities. 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 utilities was 36.96%, occurring on Mar 23, 2020. Recovery took 366 trading sessions.
The current utilities drawdown is 3.30%.
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 | 359 | Mar 19, 2024 | 381 |
| -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
Volatility Chart
The current utilities volatility is 4.90%, 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.
Diversification
Asset Correlations Table
| VST | DTE | SO | ETR | DUK | WEC | XEL | AEP | |
|---|---|---|---|---|---|---|---|---|
| VST | 1.00 | 0.31 | 0.28 | 0.30 | 0.25 | 0.24 | 0.24 | 0.28 |
| DTE | 0.31 | 1.00 | 0.74 | 0.73 | 0.77 | 0.78 | 0.76 | 0.76 |
| SO | 0.28 | 0.74 | 1.00 | 0.76 | 0.79 | 0.76 | 0.76 | 0.77 |
| ETR | 0.30 | 0.73 | 0.76 | 1.00 | 0.76 | 0.76 | 0.77 | 0.78 |
| DUK | 0.25 | 0.77 | 0.79 | 0.76 | 1.00 | 0.81 | 0.79 | 0.81 |
| WEC | 0.24 | 0.78 | 0.76 | 0.76 | 0.81 | 1.00 | 0.84 | 0.81 |
| XEL | 0.24 | 0.76 | 0.76 | 0.77 | 0.79 | 0.84 | 1.00 | 0.83 |
| AEP | 0.28 | 0.76 | 0.77 | 0.78 | 0.81 | 0.81 | 0.83 | 1.00 |