CARY vs. UTG

In the year-to-date period, CARY achieves a 2.06% return, which is significantly lower than UTG's 11.10% return.

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This table presents a comparison of risk-adjusted performance metrics for Angel Oak Income ETF (CARY) and Reaves Utility Income Trust (UTG). 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.

The current CARY Sharpe Ratio is 2.63, which is higher than the UTG Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of CARY and UTG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

CARY's dividend yield for the trailing twelve months is around 6.56%, more than UTG's 6.04% yield.

The maximum CARY drawdown since its inception was -1.68%, smaller than the maximum UTG drawdown of -67.57%. Use the drawdown chart below to compare losses from any high point for CARY and UTG. For additional features, visit the drawdowns tool.

The current volatility for Angel Oak Income ETF (CARY) is 0.78%, while Reaves Utility Income Trust (UTG) has a volatility of 3.89%. This indicates that CARY experiences smaller price fluctuations and is considered to be less risky than UTG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.