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DPG vs. DNP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DPG vs. DNP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Duff & Phelps Utility and Infrastructure Fund Inc (DPG) and DNP Select Income Fund Inc. (DNP). The values are adjusted to include any dividend payments, if applicable.

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DPG vs. DNP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DPG
Duff & Phelps Utility and Infrastructure Fund Inc
15.31%16.33%38.22%-25.07%3.15%30.37%-8.91%40.68%-15.84%9.12%
DNP
DNP Select Income Fund Inc.
5.07%22.61%13.36%-18.56%10.96%14.05%-13.67%31.00%3.53%13.29%

Returns By Period

In the year-to-date period, DPG achieves a 15.31% return, which is significantly higher than DNP's 5.07% return. Over the past 10 years, DPG has outperformed DNP with an annualized return of 8.71%, while DNP has yielded a comparatively lower 7.98% annualized return.


DPG

1D
1.26%
1M
-1.62%
YTD
15.31%
6M
15.38%
1Y
25.97%
3Y*
11.12%
5Y*
10.62%
10Y*
8.71%

DNP

1D
1.23%
1M
-1.65%
YTD
5.07%
6M
6.89%
1Y
12.58%
3Y*
6.08%
5Y*
8.95%
10Y*
7.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

DPG vs. DNP — Risk / Return Rank

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

DPG
DPG Risk / Return Rank: 8585
Overall Rank
DPG Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
DPG Sortino Ratio Rank: 8181
Sortino Ratio Rank
DPG Omega Ratio Rank: 8282
Omega Ratio Rank
DPG Calmar Ratio Rank: 8686
Calmar Ratio Rank
DPG Martin Ratio Rank: 9292
Martin Ratio Rank

DNP
DNP Risk / Return Rank: 7272
Overall Rank
DNP Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
DNP Sortino Ratio Rank: 6767
Sortino Ratio Rank
DNP Omega Ratio Rank: 7070
Omega Ratio Rank
DNP Calmar Ratio Rank: 6969
Calmar Ratio Rank
DNP Martin Ratio Rank: 8181
Martin Ratio Rank
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.

DPG vs. DNP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Duff & Phelps Utility and Infrastructure Fund Inc (DPG) and DNP Select Income Fund Inc. (DNP). 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.


DPGDNPDifference

Sharpe ratio

Return per unit of total volatility

1.57

0.99

+0.59

Sortino ratio

Return per unit of downside risk

2.04

1.43

+0.61

Omega ratio

Gain probability vs. loss probability

1.33

1.21

+0.12

Calmar ratio

Return relative to maximum drawdown

2.18

1.28

+0.89

Martin ratio

Return relative to average drawdown

11.15

6.04

+5.11

DPG vs. DNP - Sharpe Ratio Comparison

The current DPG Sharpe Ratio is 1.57, which is higher than the DNP Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of DPG and DNP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DPGDNPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.57

0.99

+0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.62

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

0.47

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.33

-0.07

Correlation

The correlation between DPG and DNP is 0.38, 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

DPG vs. DNP - Dividend Comparison

DPG's dividend yield for the trailing twelve months is around 5.82%, less than DNP's 7.57% yield.


TTM20252024202320222021202020192018201720162015
DPG
Duff & Phelps Utility and Infrastructure Fund Inc
5.82%6.61%7.19%12.21%10.36%9.70%11.48%9.21%11.81%9.02%9.03%9.50%
DNP
DNP Select Income Fund Inc.
7.57%7.81%8.84%9.20%6.93%7.18%7.60%6.11%7.50%7.22%7.62%8.71%

Drawdowns

DPG vs. DNP - Drawdown Comparison

The maximum DPG drawdown since its inception was -64.61%, which is greater than DNP's maximum drawdown of -48.49%. Use the drawdown chart below to compare losses from any high point for DPG and DNP.


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Drawdown Indicators


DPGDNPDifference

Max Drawdown

Largest peak-to-trough decline

-64.61%

-48.49%

-16.12%

Max Drawdown (1Y)

Largest decline over 1 year

-12.69%

-9.38%

-3.31%

Max Drawdown (5Y)

Largest decline over 5 years

-41.11%

-24.31%

-16.80%

Max Drawdown (10Y)

Largest decline over 10 years

-64.61%

-39.56%

-25.05%

Current Drawdown

Current decline from peak

-2.42%

-2.12%

-0.30%

Average Drawdown

Average peak-to-trough decline

-10.50%

-8.56%

-1.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.48%

2.15%

+0.33%

Volatility

DPG vs. DNP - Volatility Comparison

Duff & Phelps Utility and Infrastructure Fund Inc (DPG) has a higher volatility of 5.11% compared to DNP Select Income Fund Inc. (DNP) at 4.71%. This indicates that DPG's price experiences larger fluctuations and is considered to be riskier than DNP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DPGDNPDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.11%

4.71%

+0.40%

Volatility (6M)

Calculated over the trailing 6-month period

9.06%

7.46%

+1.60%

Volatility (1Y)

Calculated over the trailing 1-year period

16.62%

12.77%

+3.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.14%

14.44%

+6.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.05%

17.11%

+11.94%