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ETV vs. UTF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ETV and UTF is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

ETV vs. UTF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Tax-Managed Buy-Write Opportunities Fund (ETV) and Cohen & Steers Infrastructure Fund, Inc (UTF). The values are adjusted to include any dividend payments, if applicable.

350.00%400.00%450.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
393.09%
457.16%
ETV
UTF

Key characteristics

Sharpe Ratio

ETV:

2.18

UTF:

1.29

Sortino Ratio

ETV:

2.97

UTF:

1.94

Omega Ratio

ETV:

1.40

UTF:

1.23

Calmar Ratio

ETV:

1.92

UTF:

1.05

Martin Ratio

ETV:

13.61

UTF:

6.59

Ulcer Index

ETV:

1.88%

UTF:

2.93%

Daily Std Dev

ETV:

11.72%

UTF:

14.92%

Max Drawdown

ETV:

-52.11%

UTF:

-72.62%

Current Drawdown

ETV:

-1.85%

UTF:

-10.16%

Fundamentals

Returns By Period

In the year-to-date period, ETV achieves a 25.91% return, which is significantly higher than UTF's 19.18% return. Both investments have delivered pretty close results over the past 10 years, with ETV having a 8.69% annualized return and UTF not far behind at 8.62%.


ETV

YTD

25.91%

1M

1.13%

6M

12.22%

1Y

25.20%

5Y*

8.22%

10Y*

8.69%

UTF

YTD

19.18%

1M

-7.99%

6M

7.72%

1Y

19.12%

5Y*

5.44%

10Y*

8.62%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ETV vs. UTF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Tax-Managed Buy-Write Opportunities Fund (ETV) 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.


Sharpe ratio
The chart of Sharpe ratio for ETV, currently valued at 2.18, compared to the broader market-4.00-2.000.002.002.181.29
The chart of Sortino ratio for ETV, currently valued at 2.97, compared to the broader market-4.00-2.000.002.004.002.971.94
The chart of Omega ratio for ETV, currently valued at 1.40, compared to the broader market0.501.001.502.001.401.23
The chart of Calmar ratio for ETV, currently valued at 1.92, compared to the broader market0.002.004.006.001.921.05
The chart of Martin ratio for ETV, currently valued at 13.61, compared to the broader market-5.000.005.0010.0015.0020.0025.0013.616.59
ETV
UTF

The current ETV Sharpe Ratio is 2.18, which is higher than the UTF Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of ETV 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
2.18
1.29
ETV
UTF

Dividends

ETV vs. UTF - Dividend Comparison

ETV's dividend yield for the trailing twelve months is around 7.53%, less than UTF's 7.95% yield.


TTM20232022202120202019201820172016201520142013
ETV
Eaton Vance Tax-Managed Buy-Write Opportunities Fund
7.53%9.25%10.59%7.96%8.68%8.91%9.88%8.67%8.98%8.71%9.47%9.51%
UTF
Cohen & Steers Infrastructure Fund, Inc
7.95%8.76%7.75%6.53%7.20%7.10%10.12%7.37%10.51%8.39%6.51%6.99%

Drawdowns

ETV vs. UTF - Drawdown Comparison

The maximum ETV drawdown since its inception was -52.11%, smaller than the maximum UTF drawdown of -72.62%. Use the drawdown chart below to compare losses from any high point for ETV and UTF. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.85%
-10.16%
ETV
UTF

Volatility

ETV vs. UTF - Volatility Comparison

The current volatility for Eaton Vance Tax-Managed Buy-Write Opportunities Fund (ETV) is 3.62%, while Cohen & Steers Infrastructure Fund, Inc (UTF) has a volatility of 4.39%. This indicates that ETV experiences smaller price fluctuations and is considered to be less risky than UTF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.62%
4.39%
ETV
UTF

Financials

ETV vs. UTF - Financials Comparison

This section allows you to compare key financial metrics between Eaton Vance Tax-Managed Buy-Write Opportunities Fund and Cohen & Steers Infrastructure Fund, Inc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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