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DPG vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

DPG vs. USD=X - Performance Comparison

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

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Returns By Period


DPG

1D
0.43%
1M
-4.51%
YTD
14.09%
6M
13.20%
1Y
23.82%
3Y*
12.41%
5Y*
7.70%
10Y*
7.72%

USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DPG vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DPG
Duff & Phelps Utility and Infrastructure Fund Inc
14.09%16.33%38.22%-25.07%3.15%30.37%-8.91%40.68%-15.84%9.12%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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Return for Risk

DPG vs. USD=X — Risk / Return Rank

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

DPG
DPG Risk / Return Rank: 5454
Overall Rank
DPG Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
DPG Sortino Ratio Rank: 4343
Sortino Ratio Rank
DPG Omega Ratio Rank: 4141
Omega Ratio Rank
DPG Calmar Ratio Rank: 8686
Calmar Ratio Rank
DPG Martin Ratio Rank: 5656
Martin Ratio Rank

USD=X
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. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Duff & Phelps Utility and Infrastructure Fund Inc (DPG) and USD Cash (USD=X). 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.


DPGUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.34

Calmar ratioReturn relative to maximum drawdown

4.09

Martin ratioReturn relative to average drawdown

11.12

DPG vs. USD=X - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DPGUSD=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

Drawdowns

DPG vs. USD=X - Drawdown Comparison

The maximum DPG drawdown since its inception was -64.61%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for DPG and USD=X.


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Drawdown Indicators


DPGUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-64.61%

0.00%

-64.61%

Max Drawdown (1Y)

Largest decline over 1 year

-5.85%

0.00%

-5.85%

Max Drawdown (3Y)

Largest decline over 3 years

-35.48%

0.00%

-35.48%

Max Drawdown (5Y)

Largest decline over 5 years

-41.11%

0.00%

-41.11%

Max Drawdown (10Y)

Largest decline over 10 years

-64.61%

0.00%

-64.61%

Current Drawdown

Current decline from peak

-5.27%

0.00%

-5.27%

Average Drawdown

Average peak-to-trough decline

-10.40%

0.00%

-10.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

0.00%

+2.15%

Volatility

DPG vs. USD=X - Volatility Comparison

Duff & Phelps Utility and Infrastructure Fund Inc (DPG) has a higher volatility of 4.11% compared to USD Cash (USD=X) at 0.00%. This indicates that DPG's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DPGUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.11%

0.00%

+4.11%

Volatility (6M)

Calculated over the trailing 6-month period

9.91%

0.00%

+9.91%

Volatility (1Y)

Calculated over the trailing 1-year period

12.27%

0.00%

+12.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.05%

0.00%

+21.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.00%

0.00%

+29.00%

Frequently Asked Questions


DPG has higher volatility (4.11%) compared to USD=X (0.00%). In terms of maximum drawdown, DPG dropped -64.61% vs USD=X's 0.00%.

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