PHLX Utility Sector Index (^UTY)
Share Price Chart
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Performance
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.
Compare to other instruments
Return
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.
| Period | Return | Benchmark |
|---|---|---|
| 1 month | -7.70% | 0.90% |
| Year-To-Date | -10.31% | 9.53% |
| 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
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -2.77% | -6.60% | 5.11% | 1.60% | ||||||||
| 2022 | 6.35% | -0.27% |
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
^UTY PHLX Utility Sector Index | -0.64 | ||||
^GSPC S&P 500 | 0.17 |
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 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.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -48.16% | Dec 27, 2000 | 446 | Oct 9, 2002 | 605 | Mar 7, 2005 | 1051 |
| -47.9% | Dec 11, 2007 | 312 | Mar 9, 2009 | 1427 | Nov 5, 2014 | 1739 |
| -36.1% | Feb 19, 2020 | 24 | Mar 23, 2020 | 357 | Aug 20, 2021 | 381 |
| -34.93% | Oct 9, 1998 | 360 | Mar 14, 2000 | 125 | Sep 11, 2000 | 485 |
| -31.28% | Sep 14, 1993 | 258 | Sep 20, 1994 | 825 | Dec 23, 1997 | 1083 |
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.