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PHLX Utility Sector Index (^UTY)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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PHLX Utility Sector Index

Popular comparisons: ^UTY vs. QQQ, ^UTY vs. VUG, ^UTY vs. SOXX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in PHLX Utility Sector Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%1,600.00%2024FebruaryMarchAprilMayJune
369.53%
1,649.08%
^UTY (PHLX Utility Sector Index)
Benchmark (^GSPC)

S&P 500

Returns By Period

PHLX Utility Sector Index had a return of 10.51% year-to-date (YTD) and 3.95% in the last 12 months. Over the past 10 years, PHLX Utility Sector Index had an annualized return of 5.13%, while the S&P 500 had an annualized return of 10.85%, indicating that PHLX Utility Sector Index did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date10.51%13.87%
1 month-3.85%2.33%
6 months10.09%15.10%
1 year3.95%22.72%
5 years (annualized)2.87%13.49%
10 years (annualized)5.13%10.85%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.93%0.78%6.69%1.80%8.44%10.51%
2023-2.77%-6.60%5.11%1.60%-6.59%1.39%2.25%-6.77%-6.21%0.99%4.39%1.27%-12.33%
2022-3.60%-2.50%9.94%-4.39%3.55%-4.59%5.23%0.22%-11.58%1.50%6.35%-0.27%-2.02%
2021-0.60%-6.75%9.68%4.33%-2.90%-2.57%4.57%3.61%-6.42%5.27%-1.83%8.66%14.25%
20206.92%-9.93%-9.65%2.85%4.01%-4.95%7.85%-3.07%1.56%5.19%0.10%0.49%-0.62%
20193.33%4.24%2.60%1.24%-1.43%2.96%-0.44%4.48%4.18%-0.86%-2.43%3.01%22.62%
2018-3.29%-4.46%3.37%2.04%-1.55%2.29%2.05%0.27%-0.82%2.20%2.45%-4.27%-0.16%
20171.08%4.68%-0.78%0.71%3.60%-3.03%2.42%2.64%-2.63%4.29%2.13%-5.91%8.96%
20165.31%1.33%8.04%-2.98%0.48%8.12%-0.59%-5.92%0.02%1.11%-6.26%5.02%13.16%
20152.49%-7.30%-1.59%-0.30%-0.36%-6.19%6.03%-4.07%1.92%0.55%-2.90%2.27%-9.81%
20142.97%2.58%3.02%4.21%-2.43%4.26%-6.87%4.49%-2.03%8.24%0.66%3.61%24.16%
20134.43%1.52%5.36%5.97%-10.05%0.83%3.36%-5.67%0.71%3.45%-2.46%0.15%6.53%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^UTY is 23, indicating that it is in the bottom 23% of indices on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of ^UTY is 2323
^UTY (PHLX Utility Sector Index)
The Sharpe Ratio Rank of ^UTY is 2323Sharpe Ratio Rank
The Sortino Ratio Rank of ^UTY is 2323Sortino Ratio Rank
The Omega Ratio Rank of ^UTY is 2323Omega Ratio Rank
The Calmar Ratio Rank of ^UTY is 2525Calmar Ratio Rank
The Martin Ratio Rank of ^UTY is 2222Martin 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

The charts below present risk-adjusted performance metrics for PHLX Utility Sector Index (^UTY) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


^UTY
Sharpe ratio
The chart of Sharpe ratio for ^UTY, currently valued at 0.29, compared to the broader market-1.000.001.002.000.29
Sortino ratio
The chart of Sortino ratio for ^UTY, currently valued at 0.53, compared to the broader market-2.00-1.000.001.002.003.000.53
Omega ratio
The chart of Omega ratio for ^UTY, currently valued at 1.06, compared to the broader market0.801.001.201.401.06
Calmar ratio
The chart of Calmar ratio for ^UTY, currently valued at 0.18, compared to the broader market0.001.002.003.004.005.000.18
Martin ratio
The chart of Martin ratio for ^UTY, currently valued at 0.58, compared to the broader market0.005.0010.0015.0020.000.58
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.14, compared to the broader market-1.000.001.002.002.14
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.04, compared to the broader market-2.00-1.000.001.002.003.003.04
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.801.001.201.401.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.71, compared to the broader market0.001.002.003.004.005.001.71
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.02, compared to the broader market0.005.0010.0015.0020.008.02

Sharpe Ratio

The current PHLX Utility Sector Index Sharpe ratio is 0.29. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of PHLX Utility Sector Index with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.002024FebruaryMarchAprilMayJune
0.29
2.14
^UTY (PHLX Utility Sector Index)
Benchmark (^GSPC)

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%2024FebruaryMarchAprilMayJune
-12.19%
-0.04%
^UTY (PHLX Utility Sector Index)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the PHLX Utility Sector Index. 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 PHLX Utility Sector Index was 48.16%, occurring on Oct 9, 2002. Recovery took 605 trading sessions.

The current PHLX Utility Sector Index drawdown is 12.19%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.16%Dec 27, 2000446Oct 9, 2002605Mar 7, 20051051
-47.9%Dec 11, 2007312Mar 9, 20091427Nov 5, 20141739
-36.1%Feb 19, 202024Mar 23, 2020357Aug 20, 2021381
-34.93%Oct 9, 1998360Mar 14, 2000125Sep 11, 2000485
-31.28%Sep 14, 1993258Sep 20, 1994825Dec 23, 19971083

Volatility

Volatility Chart

The current PHLX Utility Sector Index volatility is 4.66%, 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.


2.00%3.00%4.00%5.00%6.00%2024FebruaryMarchAprilMayJune
4.66%
2.26%
^UTY (PHLX Utility Sector Index)
Benchmark (^GSPC)