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EMO vs. UTF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EMO vs. UTF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ClearBridge Energy Midstream Opportunity Fund (EMO) and Cohen & Steers Infrastructure Fund, Inc (UTF). The values are adjusted to include any dividend payments, if applicable.

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EMO vs. UTF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EMO
ClearBridge Energy Midstream Opportunity Fund
20.88%7.38%44.45%31.76%40.13%74.70%-64.47%19.60%-25.73%0.07%
UTF
Cohen & Steers Infrastructure Fund, Inc
9.32%9.93%22.37%-3.83%-9.60%17.91%6.93%42.74%-9.87%34.10%

Returns By Period

In the year-to-date period, EMO achieves a 20.88% return, which is significantly higher than UTF's 9.32% return. Over the past 10 years, EMO has underperformed UTF with an annualized return of 9.52%, while UTF has yielded a comparatively higher 11.34% annualized return.


EMO

1D
-0.92%
1M
2.78%
YTD
20.88%
6M
23.15%
1Y
19.30%
3Y*
34.99%
5Y*
33.19%
10Y*
9.52%

UTF

1D
1.41%
1M
-3.86%
YTD
9.32%
6M
8.34%
1Y
10.91%
3Y*
10.92%
5Y*
6.25%
10Y*
11.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

EMO vs. UTF — Risk / Return Rank

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

EMO
EMO Risk / Return Rank: 4242
Overall Rank
EMO Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
EMO Sortino Ratio Rank: 4343
Sortino Ratio Rank
EMO Omega Ratio Rank: 4848
Omega Ratio Rank
EMO Calmar Ratio Rank: 4242
Calmar Ratio Rank
EMO Martin Ratio Rank: 3030
Martin Ratio Rank

UTF
UTF Risk / Return Rank: 6262
Overall Rank
UTF Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
UTF Sortino Ratio Rank: 5656
Sortino Ratio Rank
UTF Omega Ratio Rank: 5858
Omega Ratio Rank
UTF Calmar Ratio Rank: 6464
Calmar Ratio Rank
UTF Martin Ratio Rank: 6363
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.

EMO vs. UTF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ClearBridge Energy Midstream Opportunity Fund (EMO) and Cohen & Steers Infrastructure Fund, Inc (UTF). 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.


EMOUTFDifference

Sharpe ratio

Return per unit of total volatility

0.91

0.70

+0.21

Sortino ratio

Return per unit of downside risk

1.28

0.97

+0.31

Omega ratio

Gain probability vs. loss probability

1.20

1.14

+0.05

Calmar ratio

Return relative to maximum drawdown

1.07

0.99

+0.08

Martin ratio

Return relative to average drawdown

3.23

2.24

+0.98

EMO vs. UTF - Sharpe Ratio Comparison

The current EMO Sharpe Ratio is 0.91, which is comparable to the UTF Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of EMO and UTF, 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


EMOUTFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

0.70

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.25

0.34

+0.91

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

0.49

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.44

-0.33

Correlation

The correlation between EMO and UTF is 0.39, 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

EMO vs. UTF - Dividend Comparison

EMO's dividend yield for the trailing twelve months is around 8.11%, more than UTF's 7.13% yield.


TTM20252024202320222021202020192018201720162015
EMO
ClearBridge Energy Midstream Opportunity Fund
8.11%9.41%7.16%6.79%6.71%6.71%15.82%10.94%16.39%10.85%9.76%11.88%
UTF
Cohen & Steers Infrastructure Fund, Inc
7.13%7.62%7.74%8.76%7.75%6.53%7.20%7.10%10.12%7.37%10.51%8.39%

Drawdowns

EMO vs. UTF - Drawdown Comparison

The maximum EMO drawdown since its inception was -95.06%, which is greater than UTF's maximum drawdown of -72.62%. Use the drawdown chart below to compare losses from any high point for EMO and UTF.


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Drawdown Indicators


EMOUTFDifference

Max Drawdown

Largest peak-to-trough decline

-95.06%

-72.62%

-22.44%

Max Drawdown (1Y)

Largest decline over 1 year

-18.81%

-11.99%

-6.82%

Max Drawdown (5Y)

Largest decline over 5 years

-28.59%

-30.28%

+1.69%

Max Drawdown (10Y)

Largest decline over 10 years

-93.02%

-52.53%

-40.49%

Current Drawdown

Current decline from peak

-2.55%

-4.42%

+1.87%

Average Drawdown

Average peak-to-trough decline

-32.27%

-10.44%

-21.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.22%

5.29%

+0.93%

Volatility

EMO vs. UTF - Volatility Comparison

ClearBridge Energy Midstream Opportunity Fund (EMO) and Cohen & Steers Infrastructure Fund, Inc (UTF) have volatilities of 4.63% and 4.56%, 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


EMOUTFDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.63%

4.56%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

11.12%

9.43%

+1.69%

Volatility (1Y)

Calculated over the trailing 1-year period

21.39%

15.70%

+5.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.78%

18.51%

+8.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.41%

23.38%

+18.03%