THQ vs. UTG

In the year-to-date period, THQ achieves a 0.06% return, which is significantly lower than UTG's 9.55% return. Over the past 10 years, THQ has underperformed UTG with an annualized return of 7.02%, while UTG has yielded a comparatively higher 9.49% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Abrdn Healthcare Opportunities Fund (THQ) 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.

The current THQ Sharpe Ratio is -0.07, which is lower than the UTG Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of THQ and UTG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

THQ's dividend yield for the trailing twelve months is around 12.84%, more than UTG's 6.72% yield.

The maximum THQ drawdown since its inception was -39.34%, smaller than the maximum UTG drawdown of -67.69%. Use the drawdown chart below to compare losses from any high point for THQ and UTG. For additional features, visit the drawdowns tool.

Abrdn Healthcare Opportunities Fund (THQ) has a higher volatility of 7.80% compared to Reaves Utility Income Trust (UTG) at 3.61%. This indicates that THQ's price experiences larger fluctuations and is considered to be riskier than UTG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.