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DPG vs. DNP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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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Returns By Period

In the year-to-date period, DPG achieves a 14.97% return, which is significantly higher than DNP's 11.93% return. Both investments have delivered pretty close results over the past 10 years, with DPG having a 7.75% annualized return and DNP not far ahead at 8.08%.


DPG

1D
1.21%
1M
-2.32%
YTD
14.97%
6M
14.26%
1Y
25.30%
3Y*
22.45%
5Y*
8.95%
10Y*
7.75%

DNP

1D
0.93%
1M
0.79%
YTD
11.93%
6M
11.98%
1Y
20.64%
3Y*
10.99%
5Y*
8.63%
10Y*
8.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DPG vs. DNP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DPG
Duff & Phelps Utility and Infrastructure Fund Inc
14.97%16.33%38.22%-25.07%3.15%30.37%-8.91%40.68%-15.84%9.12%
DNP
DNP Select Income Fund Inc.
11.93%22.61%13.36%-18.56%10.96%14.05%-13.67%31.00%3.53%13.29%

Correlation

The correlation between DPG and DNP is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.54

Correlation (3Y)
Calculated over the trailing 3-year period

0.53

Correlation (5Y)
Calculated over the trailing 5-year period

0.52

Correlation (10Y)
Calculated over the trailing 10-year period

0.44

Correlation (All Time)
Calculated using the full available price history since Aug 1, 2011

0.39

The correlation between DPG and DNP shifts across timeframes, from 0.39 (all time) to 0.54 (1 year), reflecting how their relationship changes across market environments.

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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: 6262
Overall Rank
DPG Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
DPG Sortino Ratio Rank: 5656
Sortino Ratio Rank
DPG Omega Ratio Rank: 5050
Omega Ratio Rank
DPG Calmar Ratio Rank: 9090
Calmar Ratio Rank
DPG Martin Ratio Rank: 5656
Martin Ratio Rank

DNP
DNP Risk / Return Rank: 8888
Overall Rank
DNP Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
DNP Sortino Ratio Rank: 8989
Sortino Ratio Rank
DNP Omega Ratio Rank: 8787
Omega Ratio Rank
DNP Calmar Ratio Rank: 8585
Calmar Ratio Rank
DNP Martin Ratio Rank: 9292
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.

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.


DPGDNPDifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

-0.08

Omega ratioGain probability vs. loss probability

1.36

1.37

-0.02

Calmar ratioReturn relative to maximum drawdown

4.34

3.23

+1.11

Martin ratioReturn relative to average drawdown

10.65

13.55

-2.90

DPG vs. DNP - Sharpe Ratio Comparison

The current DPG Sharpe Ratio is 2.07, which is comparable to the DNP Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of DPG and DNP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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

-5.85%

-6.42%

+0.57%

Max Drawdown (3Y)

Largest decline over 3 years

-18.99%

-18.29%

-0.70%

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

-4.53%

0.00%

-4.53%

Average Drawdown

Average peak-to-trough decline

-13.36%

-8.51%

-4.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.38%

1.53%

+0.85%

Volatility

DPG vs. DNP - Volatility Comparison

Duff & Phelps Utility and Infrastructure Fund Inc (DPG) and DNP Select Income Fund Inc. (DNP) have volatilities of 3.10% and 3.06%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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

3.10%

3.06%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

9.65%

7.96%

+1.69%

Volatility (1Y)

Calculated over the trailing 1-year period

12.28%

9.89%

+2.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.96%

14.50%

+6.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.98%

17.14%

+11.84%

Dividends

DPG vs. DNP - Dividend Comparison

DPG's dividend yield for the trailing twelve months is around 5.89%, less than DNP's 7.20% yield.


PositionTTM20252024202320222021202020192018201720162015
DNP
DNP Select Income Fund Inc.
7.20%7.81%8.84%9.20%6.93%7.18%7.60%6.11%7.50%7.22%7.62%8.71%
DPG
Duff & Phelps Utility and Infrastructure Fund Inc
5.89%6.61%7.19%12.21%10.36%9.70%11.48%9.21%11.81%9.02%9.03%9.50%

Frequently Asked Questions


DPG and DNP have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DPG has higher volatility (3.10%) compared to DNP (3.06%). In terms of maximum drawdown, DPG dropped -64.61% vs DNP's -48.49%.

DNP currently has the higher Sharpe Ratio (2.10 vs 2.07), 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.

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