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AUMI vs. UTES
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AUMI and UTES is 0.34, 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.


-0.50.00.51.00.3

Performance

AUMI vs. UTES - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
7.43%
27.40%
AUMI
UTES

Key characteristics

Sharpe Ratio

AUMI:

1.52

UTES:

2.83

Sortino Ratio

AUMI:

2.02

UTES:

3.76

Omega Ratio

AUMI:

1.25

UTES:

1.47

Calmar Ratio

AUMI:

2.91

UTES:

3.77

Martin Ratio

AUMI:

7.26

UTES:

17.03

Ulcer Index

AUMI:

7.12%

UTES:

3.23%

Daily Std Dev

AUMI:

33.80%

UTES:

19.48%

Max Drawdown

AUMI:

-17.71%

UTES:

-35.39%

Current Drawdown

AUMI:

-8.15%

UTES:

-3.41%

Returns By Period

In the year-to-date period, AUMI achieves a 7.66% return, which is significantly higher than UTES's 5.74% return.


AUMI

YTD

7.66%

1M

4.88%

6M

7.43%

1Y

45.72%

5Y*

N/A

10Y*

N/A

UTES

YTD

5.74%

1M

3.04%

6M

27.40%

1Y

54.47%

5Y*

12.36%

10Y*

N/A

*Annualized

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


AUMI vs. UTES - Expense Ratio Comparison

AUMI has a 0.35% expense ratio, which is lower than UTES's 0.49% expense ratio.


UTES
Virtus Reaves Utilities ETF
Expense ratio chart for UTES: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for AUMI: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Risk-Adjusted Performance

AUMI vs. UTES — Risk-Adjusted Performance Rank

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

AUMI
The Risk-Adjusted Performance Rank of AUMI is 7171
Overall Rank
The Sharpe Ratio Rank of AUMI is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of AUMI is 6767
Sortino Ratio Rank
The Omega Ratio Rank of AUMI is 6767
Omega Ratio Rank
The Calmar Ratio Rank of AUMI is 8383
Calmar Ratio Rank
The Martin Ratio Rank of AUMI is 6767
Martin Ratio Rank

UTES
The Risk-Adjusted Performance Rank of UTES is 9494
Overall Rank
The Sharpe Ratio Rank of UTES is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of UTES is 9696
Sortino Ratio Rank
The Omega Ratio Rank of UTES is 9292
Omega Ratio Rank
The Calmar Ratio Rank of UTES is 9292
Calmar Ratio Rank
The Martin Ratio Rank of UTES is 9393
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AUMI vs. UTES - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Themes Gold Miners ETF (AUMI) 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.


Sharpe ratio
The chart of Sharpe ratio for AUMI, currently valued at 1.52, compared to the broader market-1.000.001.002.003.004.005.001.522.83
The chart of Sortino ratio for AUMI, currently valued at 2.02, compared to the broader market-2.000.002.004.006.008.0010.0012.002.023.76
The chart of Omega ratio for AUMI, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.001.251.47
The chart of Calmar ratio for AUMI, currently valued at 2.91, compared to the broader market0.005.0010.0015.002.915.28
The chart of Martin ratio for AUMI, currently valued at 7.26, compared to the broader market0.0020.0040.0060.0080.00100.007.2617.03
AUMI
UTES

The current AUMI Sharpe Ratio is 1.52, which is lower than the UTES Sharpe Ratio of 2.83. The chart below compares the historical Sharpe Ratios of AUMI and UTES, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00Tue 17Thu 19Sat 21Mon 23Wed 25Fri 27Dec 29Tue 31Thu 02Sat 04Mon 06Wed 08Fri 10Jan 12Tue 14
1.52
2.83
AUMI
UTES

Dividends

AUMI vs. UTES - Dividend Comparison

AUMI's dividend yield for the trailing twelve months is around 1.71%, more than UTES's 1.42% yield.


TTM2024202320222021202020192018201720162015
AUMI
Themes Gold Miners ETF
1.71%1.84%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UTES
Virtus Reaves Utilities ETF
1.42%1.51%2.44%2.13%1.94%2.09%1.84%2.16%2.81%3.28%0.61%

Drawdowns

AUMI vs. UTES - Drawdown Comparison

The maximum AUMI drawdown since its inception was -17.71%, smaller than the maximum UTES drawdown of -35.39%. Use the drawdown chart below to compare losses from any high point for AUMI and UTES. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-8.15%
-3.41%
AUMI
UTES

Volatility

AUMI vs. UTES - Volatility Comparison

Themes Gold Miners ETF (AUMI) has a higher volatility of 8.93% compared to Virtus Reaves Utilities ETF (UTES) at 6.17%. This indicates that AUMI'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.


4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
8.93%
6.17%
AUMI
UTES
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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