SMR vs. UTES
Compare and contrast key facts about Nuscale Power Corp (SMR) and Virtus Reaves Utilities ETF (UTES).
UTES is an actively managed fund by Virtus Investment Partners. It was launched on Sep 23, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SMR or UTES.
Key characteristics
| SMR | UTES | |
|---|---|---|
| YTD Return | 606.38% | 48.72% |
| 1Y Return | 906.06% | 58.59% |
| Sharpe Ratio | 7.72 | 3.06 |
| Sortino Ratio | 4.40 | 4.10 |
| Omega Ratio | 1.55 | 1.52 |
| Calmar Ratio | 11.57 | 3.72 |
| Martin Ratio | 34.17 | 18.85 |
| Ulcer Index | 29.62% | 3.03% |
| Daily Std Dev | 131.00% | 18.66% |
| Max Drawdown | -87.47% | -35.39% |
| Current Drawdown | -5.10% | -1.36% |
Correlation
The correlation between SMR and UTES is 0.28, 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.
Performance
SMR vs. UTES - Performance Comparison
In the year-to-date period, SMR achieves a 606.38% return, which is significantly higher than UTES's 48.72% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SMR vs. UTES - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuscale Power Corp (SMR) and Virtus Reaves Utilities ETF (UTES). 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.
Dividends
SMR vs. UTES - Dividend Comparison
SMR has not paid dividends to shareholders, while UTES's dividend yield for the trailing twelve months is around 1.56%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
SMR Nuscale Power Corp | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UTES Virtus Reaves Utilities ETF | 1.56% | 2.44% | 2.13% | 1.94% | 2.09% | 1.84% | 2.16% | 2.81% | 3.28% | 0.61% |
Drawdowns
SMR vs. UTES - Drawdown Comparison
The maximum SMR drawdown since its inception was -87.47%, which is greater than UTES's maximum drawdown of -35.39%. Use the drawdown chart below to compare losses from any high point for SMR and UTES. For additional features, visit the drawdowns tool.
Volatility
SMR vs. UTES - Volatility Comparison
Nuscale Power Corp (SMR) has a higher volatility of 44.65% compared to Virtus Reaves Utilities ETF (UTES) at 7.32%. This indicates that SMR's price experiences larger fluctuations and is considered to be riskier than UTES based on this measure. The chart below showcases a comparison of their rolling one-month volatility.