ACFN vs. UTES

Last updated Apr 1, 2026

Compare and contrast key facts about Acorn Energy, Inc. (ACFN) and Virtus Reaves Utilities ETF (UTES).

UTES is an actively managed fund by Virtus Investment Partners. It was launched on Sep 23, 2015.

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.

ACFN vs. UTES - Yearly Performance Comparison

	2026 (YTD)	2025
ACFN Acorn Energy, Inc.	12.58%	-16.16%
UTES Virtus Reaves Utilities ETF	1.60%	0.46%

Returns By Period

In the year-to-date period, ACFN achieves a 12.58% return, which is significantly higher than UTES's 1.60% return.

ACFN

• 1D: 1.13%
• 1M: -19.32%
• YTD: 12.58%
• 6M: -40.56%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

UTES

• 1D: 0.11%
• 1M: -6.27%
• YTD: 1.60%
• 6M: -3.38%
• 1Y: 25.54%
• 3Y*: 22.73%
• 5Y*: 16.38%
• 10Y*: 12.83%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

ACFN vs. UTES — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

UTES

UTES Risk / Return Rank: 64
UTES Sharpe Ratio Rank: 67
UTES Sortino Ratio Rank: 65
UTES Omega Ratio Rank: 61
UTES Calmar Ratio Rank: 76
UTES Martin Ratio Rank: 52

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	ACFN	UTES	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.13	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.81	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.64	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.08	0.72	-0.80

Correlation

The correlation between ACFN and UTES is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

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 1.47%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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	1.47%	1.42%	1.51%	2.44%	2.13%	1.94%	2.09%	1.84%	2.09%	3.44%	3.53%	0.61%

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.

Drawdown Indicators

	ACFN	UTES	Difference
Max Drawdown Largest peak-to-trough decline	-58.11%	-35.39%	-22.72%
Max Drawdown (1Y) Largest decline over 1 year	—	-13.88%	—
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	-44.41%	-7.89%	-36.52%
Average Drawdown Average peak-to-trough decline	-29.05%	-5.51%	-23.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	5.59%	—

Volatility

Volatility by Period

	ACFN	UTES	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	8.04%	—
Volatility (6M) Calculated over the trailing 6-month period	—	16.26%	—
Volatility (1Y) Calculated over the trailing 1-year period	100.20%	22.79%	+77.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	100.20%	20.28%	+79.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	100.20%	20.03%	+80.17%