PortfoliosLab logoPortfoliosLab logo
ACFN vs. UTES
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ACFN vs. UTES - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Acorn Energy, Inc. (ACFN) and Virtus Reaves Utilities ETF (UTES). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ACFN achieves a 24.83% return, which is significantly higher than UTES's -1.07% return.


ACFN

1D
-4.12%
1M
11.60%
6M
6.38%
YTD
24.83%
1Y
-34.32%
3Y*
5Y*
10Y*
ALL TIME*
1.86%

UTES

1D
-0.03%
1M
-4.28%
6M
0.59%
YTD
-1.07%
1Y
-3.98%
3Y*
21.10%
5Y*
14.97%
10Y*
11.78%
ALL TIME*
13.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$111.56K$195.96K$172.85K
$11.16M$10.04M$13.72M

ACFN vs. UTES - Yearly Performance Comparison


2026 (YTD)2025
ACFN
Acorn Energy, Inc.
24.83%-18.38%
UTES
Virtus Reaves Utilities ETF
-1.07%0.22%

Correlation

The correlation between ACFN and UTES is 0.05, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.05

Correlation (All Time)
Calculated using the full available price history since Jul 24, 2025

0.05

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ACFN vs. UTES — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ACFN
ACFN Risk / Return Rank: 3232
Overall Rank
ACFN Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
ACFN Sortino Ratio Rank: 3737
Sortino Ratio Rank
ACFN Omega Ratio Rank: 3636
Omega Ratio Rank
ACFN Calmar Ratio Rank: 2828
Calmar Ratio Rank
ACFN Martin Ratio Rank: 3131
Martin Ratio Rank

UTES
UTES Risk / Return Rank: 77
Overall Rank
UTES Sharpe Ratio Rank: 88
Sharpe Ratio Rank
UTES Sortino Ratio Rank: 88
Sortino Ratio Rank
UTES Omega Ratio Rank: 88
Omega Ratio Rank
UTES Calmar Ratio Rank: 77
Calmar Ratio Rank
UTES Martin Ratio Rank: 77
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ACFN vs. UTES - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Acorn Energy, Inc. (ACFN) and Virtus Reaves Utilities ETF (UTES). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ACFNUTESDifference
Sharpe ratioReturn per unit of total volatility

-0.11

Sortino ratioReturn per unit of downside risk

+0.25

Omega ratioGain probability vs. loss probability

1.02

0.98

+0.03

Calmar ratioReturn relative to maximum drawdown

-0.45

-0.31

-0.13

Martin ratioReturn relative to average drawdown

-0.70

-0.65

-0.05

ACFN vs. UTES - Sharpe Ratio Comparison

The current ACFN Sharpe Ratio is -0.31, which is lower than the UTES Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of ACFN and UTES, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

ACFN vs. UTES - Drawdown Comparison

The maximum ACFN drawdown since its inception was -58.11%, which is greater than UTES's maximum drawdown of -35.39%. Use the drawdown chart below to compare losses from any high point for ACFN and UTES.


Loading charts...

Drawdown Indicators


ACFNUTESDifference

Max Drawdown

Largest peak-to-trough decline

-58.11%

-35.39%

-22.72%

Max Drawdown (1Y)

Largest decline over 1 year

-58.11%

-13.88%

-44.23%

Max Drawdown (3Y)

Largest decline over 3 years

-17.62%

Max Drawdown (5Y)

Largest decline over 5 years

-20.40%

Max Drawdown (10Y)

Largest decline over 10 years

-35.39%

Current Drawdown

Current decline from peak

-38.36%

-10.30%

-28.06%

Average Drawdown

Average peak-to-trough decline

-33.18%

-5.54%

-27.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

37.35%

6.72%

+30.63%

Volatility

ACFN vs. UTES - Volatility Comparison

Acorn Energy, Inc. (ACFN) has a higher volatility of 15.16% compared to Virtus Reaves Utilities ETF (UTES) at 5.50%. This indicates that ACFN's price experiences larger fluctuations and is considered to be riskier than UTES based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ACFNUTESDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.16%

5.50%

+9.66%

Volatility (6M)

Calculated over the trailing 6-month period

48.98%

16.19%

+32.79%

Volatility (1Y)

Calculated over the trailing 1-year period

84.14%

21.39%

+62.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

87.50%

20.74%

+66.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

87.50%

20.26%

+67.24%

Dividends

ACFN vs. UTES - Dividend Comparison

ACFN has not paid dividends to shareholders, while UTES's dividend yield for the trailing twelve months is around 1.53%.


PositionTTM20252024202320222021202020192018201720162015
ACFN
Acorn Energy, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UTES
Virtus Reaves Utilities ETF
1.53%1.42%1.51%2.44%2.13%1.94%2.09%1.84%2.09%3.44%3.53%0.61%

Frequently Asked Questions


ACFN and UTES have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ACFN has higher volatility (15.16%) compared to UTES (5.50%). In terms of maximum drawdown, ACFN dropped -58.11% vs UTES's -35.39%.

UTES currently has the higher Sharpe Ratio (-0.20 vs -0.31), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ACFN and UTES

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer