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GUT vs. ARCC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GUT vs. ARCC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Gabelli Utility Trust (GUT) and Ares Capital Corporation (ARCC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GUT achieves a 12.82% return, which is significantly higher than ARCC's -6.83% return. Over the past 10 years, GUT has underperformed ARCC with an annualized return of 9.53%, while ARCC has yielded a comparatively higher 12.46% annualized return.


GUT

1D
2.05%
1M
4.67%
YTD
12.82%
6M
12.82%
1Y
24.54%
3Y*
9.46%
5Y*
5.98%
10Y*
9.53%

ARCC

1D
0.28%
1M
-1.31%
YTD
-6.83%
6M
-5.38%
1Y
-8.17%
3Y*
9.59%
5Y*
8.14%
10Y*
12.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GUT vs. ARCC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GUT
The Gabelli Utility Trust
12.82%33.14%6.01%-21.07%-1.10%9.51%13.19%42.32%-7.87%22.98%
ARCC
Ares Capital Corporation
-6.83%1.07%19.78%20.03%-3.84%36.14%0.86%31.30%8.81%4.50%

Correlation

The correlation between GUT and ARCC is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.23

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

0.25

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

0.22

Correlation (All Time)
Calculated using the full available price history since Oct 6, 2004

0.21

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Return for Risk

GUT vs. ARCC — Risk / Return Rank

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

GUT
GUT Risk / Return Rank: 5858
Overall Rank
GUT Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
GUT Sortino Ratio Rank: 3737
Sortino Ratio Rank
GUT Omega Ratio Rank: 3737
Omega Ratio Rank
GUT Calmar Ratio Rank: 9292
Calmar Ratio Rank
GUT Martin Ratio Rank: 8686
Martin Ratio Rank

ARCC
ARCC Risk / Return Rank: 2424
Overall Rank
ARCC Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
ARCC Sortino Ratio Rank: 2121
Sortino Ratio Rank
ARCC Omega Ratio Rank: 2121
Omega Ratio Rank
ARCC Calmar Ratio Rank: 2828
Calmar Ratio Rank
ARCC Martin Ratio Rank: 2828
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.

GUT vs. ARCC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Gabelli Utility Trust (GUT) and Ares Capital Corporation (ARCC). 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.


GUTARCCDifference
Sharpe ratioReturn per unit of total volatility

+2.10

Sortino ratioReturn per unit of downside risk

+2.85

Omega ratioGain probability vs. loss probability

1.30

0.94

+0.36

Calmar ratioReturn relative to maximum drawdown

4.56

-0.42

+4.99

Martin ratioReturn relative to average drawdown

15.13

-0.75

+15.88

GUT vs. ARCC - Sharpe Ratio Comparison

The current GUT Sharpe Ratio is 1.66, which is higher than the ARCC Sharpe Ratio of -0.44. The chart below compares the historical Sharpe Ratios of GUT and ARCC, 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

GUT vs. ARCC - Drawdown Comparison

The maximum GUT drawdown since its inception was -52.79%, smaller than the maximum ARCC drawdown of -79.36%. Use the drawdown chart below to compare losses from any high point for GUT and ARCC.


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Drawdown Indicators


GUTARCCDifference

Max Drawdown

Largest peak-to-trough decline

-52.79%

-79.36%

+26.57%

Max Drawdown (1Y)

Largest decline over 1 year

-5.40%

-19.35%

+13.95%

Max Drawdown (3Y)

Largest decline over 3 years

-30.63%

-19.35%

-11.28%

Max Drawdown (5Y)

Largest decline over 5 years

-33.94%

-21.76%

-12.18%

Max Drawdown (10Y)

Largest decline over 10 years

-42.21%

-56.77%

+14.56%

Current Drawdown

Current decline from peak

0.00%

-15.20%

+15.20%

Average Drawdown

Average peak-to-trough decline

-8.50%

-9.11%

+0.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.63%

10.89%

-9.26%

Volatility

GUT vs. ARCC - Volatility Comparison

The current volatility for The Gabelli Utility Trust (GUT) is 3.56%, while Ares Capital Corporation (ARCC) has a volatility of 4.64%. This indicates that GUT experiences smaller price fluctuations and is considered to be less risky than ARCC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GUTARCCDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.56%

4.64%

-1.08%

Volatility (6M)

Calculated over the trailing 6-month period

10.62%

15.11%

-4.49%

Volatility (1Y)

Calculated over the trailing 1-year period

14.85%

18.65%

-3.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.45%

19.96%

+1.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.80%

25.60%

-1.80%

Dividends

GUT vs. ARCC - Dividend Comparison

GUT's dividend yield for the trailing twelve months is around 9.26%, less than ARCC's 10.73% yield.


PositionTTM20252024202320222021202020192018201720162015
ARCC
Ares Capital Corporation
10.73%9.49%8.77%9.59%10.12%7.65%9.47%9.01%9.88%9.67%9.22%11.02%
GUT
The Gabelli Utility Trust
9.26%9.95%11.73%11.07%7.99%7.28%7.39%7.72%10.10%8.45%9.52%10.53%

Frequently Asked Questions


GUT and ARCC have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ARCC has higher volatility (4.64%) compared to GUT (3.56%). In terms of maximum drawdown, GUT dropped -52.79% vs ARCC's -79.36%.

GUT currently has the higher Sharpe Ratio (1.66 vs -0.44), 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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