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TRST vs. FUTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TRST vs. FUTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TrustCo Bank Corp NY (TRST) and Fidelity MSCI Utilities Index ETF (FUTY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TRST achieves a 28.52% return, which is significantly higher than FUTY's 3.78% return. Both investments have delivered pretty close results over the past 10 years, with TRST having a 8.97% annualized return and FUTY not far ahead at 9.10%.


TRST

1D
3.68%
1M
9.53%
YTD
28.52%
6M
22.73%
1Y
76.06%
3Y*
28.06%
5Y*
12.03%
10Y*
8.97%

FUTY

1D
0.60%
1M
-4.86%
YTD
3.78%
6M
1.95%
1Y
12.10%
3Y*
13.73%
5Y*
9.26%
10Y*
9.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TRST vs. FUTY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TRST
TrustCo Bank Corp NY
28.52%29.30%12.44%-13.27%17.58%3.97%-19.74%30.76%-23.02%8.57%
FUTY
Fidelity MSCI Utilities Index ETF
3.78%16.40%23.20%-7.46%1.12%17.53%-0.80%24.89%4.36%12.52%

Correlation

The correlation between TRST and FUTY is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.23

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

0.29

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

0.24

Correlation (All Time)
Calculated using the full available price history since Oct 25, 2013

0.23

The correlation between TRST and FUTY shifts across timeframes, from 0.19 (1 year) to 0.29 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

TRST vs. FUTY — Risk / Return Rank

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

TRST
TRST Risk / Return Rank: 9393
Overall Rank
TRST Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
TRST Sortino Ratio Rank: 9494
Sortino Ratio Rank
TRST Omega Ratio Rank: 9292
Omega Ratio Rank
TRST Calmar Ratio Rank: 9292
Calmar Ratio Rank
TRST Martin Ratio Rank: 9494
Martin Ratio Rank

FUTY
FUTY Risk / Return Rank: 2525
Overall Rank
FUTY Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
FUTY Sortino Ratio Rank: 2424
Sortino Ratio Rank
FUTY Omega Ratio Rank: 2424
Omega Ratio Rank
FUTY Calmar Ratio Rank: 2929
Calmar Ratio Rank
FUTY Martin Ratio Rank: 2424
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.

TRST vs. FUTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TrustCo Bank Corp NY (TRST) and Fidelity MSCI Utilities Index ETF (FUTY). 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.


TRSTFUTYDifference
Sharpe ratioReturn per unit of total volatility

+2.20

Sortino ratioReturn per unit of downside risk

+2.59

Omega ratioGain probability vs. loss probability

1.49

1.15

+0.34

Calmar ratioReturn relative to maximum drawdown

5.42

1.36

+4.06

Martin ratioReturn relative to average drawdown

16.85

3.05

+13.80

TRST vs. FUTY - Sharpe Ratio Comparison

The current TRST Sharpe Ratio is 3.06, which is higher than the FUTY Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of TRST and FUTY, 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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Sharpe Ratios by Period


TRSTFUTYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.06

0.85

+2.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.54

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.48

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.55

-0.36

Drawdowns

TRST vs. FUTY - Drawdown Comparison

The maximum TRST drawdown since its inception was -66.08%, which is greater than FUTY's maximum drawdown of -36.44%. Use the drawdown chart below to compare losses from any high point for TRST and FUTY.


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Drawdown Indicators


TRSTFUTYDifference

Max Drawdown

Largest peak-to-trough decline

-66.08%

-36.44%

-29.64%

Max Drawdown (1Y)

Largest decline over 1 year

-14.11%

-8.93%

-5.18%

Max Drawdown (3Y)

Largest decline over 3 years

-26.24%

-17.35%

-8.89%

Max Drawdown (5Y)

Largest decline over 5 years

-34.25%

-25.11%

-9.14%

Max Drawdown (10Y)

Largest decline over 10 years

-49.48%

-36.44%

-13.04%

Current Drawdown

Current decline from peak

0.00%

-6.72%

+6.72%

Average Drawdown

Average peak-to-trough decline

-19.13%

-6.03%

-13.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.53%

3.98%

+0.55%

Volatility

TRST vs. FUTY - Volatility Comparison

TrustCo Bank Corp NY (TRST) has a higher volatility of 7.02% compared to Fidelity MSCI Utilities Index ETF (FUTY) at 5.52%. This indicates that TRST's price experiences larger fluctuations and is considered to be riskier than FUTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRSTFUTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.02%

5.52%

+1.50%

Volatility (6M)

Calculated over the trailing 6-month period

17.75%

11.38%

+6.37%

Volatility (1Y)

Calculated over the trailing 1-year period

25.04%

14.34%

+10.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.92%

17.08%

+9.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.21%

19.05%

+12.16%

Dividends

TRST vs. FUTY - Dividend Comparison

TRST's dividend yield for the trailing twelve months is around 2.85%, more than FUTY's 2.60% yield.


PositionTTM20252024202320222021202020192018201720162015
FUTY
Fidelity MSCI Utilities Index ETF
2.60%2.67%2.96%3.31%2.72%2.70%3.07%2.82%3.11%3.03%3.35%4.33%
TRST
TrustCo Bank Corp NY
2.85%3.58%4.32%4.64%3.75%4.12%4.09%3.14%3.90%2.85%3.00%4.28%

Frequently Asked Questions


TRST and FUTY have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TRST has higher volatility (7.02%) compared to FUTY (5.52%). In terms of maximum drawdown, TRST dropped -66.08% vs FUTY's -36.44%.

TRST currently has the higher Sharpe Ratio (3.06 vs 0.85), 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.

Portfolio Optimizer

Find the right allocation for TRST and FUTY

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