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PHLX Utility Sector Index (^UTY)

Index · Currency in USD · Last updated May 31, 2023

Share Price Chart

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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.

^UTY (PHLX Utility Sector Index)
Benchmark (^GSPC)

S&P 500

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PHLX Utility Sector Index


PHLX Utility Sector Index had a return of -10.31% year-to-date (YTD) and -14.09% in the last 12 months. Over the past 10 years, PHLX Utility Sector Index had an annualized return of 5.38%, while the S&P 500 had an annualized return of 9.93%, indicating that PHLX Utility Sector Index did not perform as well as the benchmark.

1 month-7.70%0.90%
6 months-10.55%3.07%
1 year-14.09%1.78%
5 years (annualized)5.28%9.08%
10 years (annualized)5.38%9.93%

Monthly Returns Heatmap


Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for PHLX Utility Sector Index (^UTY) and S&P 500 (^GSPC). 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
PHLX Utility Sector Index
S&P 500

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current PHLX Utility Sector Index Sharpe ratio is -0.64. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.

^UTY (PHLX Utility Sector Index)
Benchmark (^GSPC)

Drawdowns Chart

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

^UTY (PHLX Utility Sector Index)
Benchmark (^GSPC)

Worst Drawdowns

The table below shows the maximum drawdowns of the PHLX Utility Sector Index. 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 PHLX Utility Sector Index is 48.16%, recorded on Oct 9, 2002. It took 605 trading sessions for the portfolio to recover.



To Bottom


To Recover



-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 Chart

The current PHLX Utility Sector Index volatility is 3.69%, 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.

^UTY (PHLX Utility Sector Index)
Benchmark (^GSPC)