SOR vs. UTG
Compare and contrast key facts about Source Capital, Inc. (SOR) and Reaves Utility Income Trust (UTG).
Performance
SOR vs. UTG - Performance Comparison
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SOR vs. UTG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SOR Source Capital, Inc. | 2.56% | 11.47% | 21.28% | 12.59% | -5.24% | 20.66% | 7.68% | 22.20% | -10.41% | 18.52% |
UTG Reaves Utility Income Trust | 8.44% | 23.24% | 28.10% | 2.84% | -13.38% | 14.26% | -5.25% | 33.65% | 1.84% | 6.74% |
Fundamentals
SOR:
$381.26M
UTG:
$3.53B
SOR:
$10.16
UTG:
$18.26
SOR:
4.56
UTG:
2.15
SOR:
0.12
UTG:
0.01
SOR:
5.81
UTG:
6.69
SOR:
0.96
UTG:
1.00
SOR:
$65.62M
UTG:
$525.39M
SOR:
$70.52M
UTG:
$228.88M
SOR:
$51.59M
UTG:
$1.71B
Returns By Period
In the year-to-date period, SOR achieves a 2.56% return, which is significantly lower than UTG's 8.44% return. Both investments have delivered pretty close results over the past 10 years, with SOR having a 10.00% annualized return and UTG not far ahead at 10.34%.
SOR
- 1D
- 3.88%
- 1M
- -3.53%
- YTD
- 2.56%
- 6M
- 5.69%
- 1Y
- 18.01%
- 3Y*
- 16.32%
- 5Y*
- 10.06%
- 10Y*
- 10.00%
UTG
- 1D
- 0.41%
- 1M
- -5.57%
- YTD
- 8.44%
- 6M
- 2.25%
- 1Y
- 28.68%
- 3Y*
- 20.05%
- 5Y*
- 11.13%
- 10Y*
- 10.34%
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Return for Risk
SOR vs. UTG — Risk / Return Rank
SOR
UTG
SOR vs. UTG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Source Capital, Inc. (SOR) and Reaves Utility Income Trust (UTG). 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.
| SOR | UTG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.10 | 1.52 | -0.42 |
Sortino ratioReturn per unit of downside risk | 1.59 | 1.83 | -0.24 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.29 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.94 | 2.41 | -0.47 |
Martin ratioReturn relative to average drawdown | 7.47 | 5.37 | +2.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SOR | UTG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.10 | 1.52 | -0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.68 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.48 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.47 | -0.15 |
Correlation
The correlation between SOR and UTG is 0.35, 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
SOR vs. UTG - Dividend Comparison
SOR's dividend yield for the trailing twelve months is around 5.40%, less than UTG's 6.03% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SOR Source Capital, Inc. | 5.40% | 5.46% | 11.86% | 7.22% | 5.74% | 11.09% | 4.11% | 2.58% | 12.90% | 4.24% | 4.40% | 6.04% |
UTG Reaves Utility Income Trust | 6.03% | 6.42% | 7.19% | 8.53% | 8.07% | 6.35% | 6.59% | 5.69% | 6.86% | 6.21% | 9.02% | 6.86% |
Drawdowns
SOR vs. UTG - Drawdown Comparison
The maximum SOR drawdown since its inception was -65.51%, roughly equal to the maximum UTG drawdown of -67.77%. Use the drawdown chart below to compare losses from any high point for SOR and UTG.
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Drawdown Indicators
| SOR | UTG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.51% | -67.77% | +2.26% |
Max Drawdown (1Y)Largest decline over 1 year | -9.18% | -12.01% | +2.83% |
Max Drawdown (5Y)Largest decline over 5 years | -17.47% | -26.54% | +9.07% |
Max Drawdown (10Y)Largest decline over 10 years | -39.13% | -47.91% | +8.78% |
Current DrawdownCurrent decline from peak | -5.47% | -6.02% | +0.55% |
Average DrawdownAverage peak-to-trough decline | -15.74% | -8.79% | -6.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.39% | 5.40% | -3.01% |
Volatility
SOR vs. UTG - Volatility Comparison
Source Capital, Inc. (SOR) and Reaves Utility Income Trust (UTG) have volatilities of 6.45% and 6.42%, 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
| SOR | UTG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.45% | 6.42% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 12.39% | 13.20% | -0.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.48% | 18.93% | -2.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.29% | 16.56% | -1.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.53% | 21.54% | -5.01% |
Financials
SOR vs. UTG - Financials Comparison
This section allows you to compare key financial metrics between Source Capital, Inc. and Reaves Utility Income Trust. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities