PHLX Utility Sector Index (^UTY)
Share Price 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.
Compare to other instruments
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.
|5 years (annualized)||5.28%||9.08%|
|10 years (annualized)||5.38%||9.93%|
Monthly Returns Heatmap
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|
|PHLX Utility Sector Index||-0.64|
The Drawdowns chart displays portfolio losses from any high point along the way.
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.
|-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|
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.