TRST vs. FUTY
TRST (TrustCo Bank Corp NY) is a stock, while FUTY (Fidelity MSCI Utilities Index ETF) is Utilities Equities fund tracking the MSCI USA IMI Utilities Index. Over the past 10 years, TRST returned 8.97%/yr vs 9.10%/yr for FUTY. At a 0.23 correlation, their price movements are largely independent.
Performance
TRST vs. FUTY - Performance Comparison
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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%
TRST vs. FUTY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
TRST
FUTY
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.
| TRST | FUTY | Difference | |
|---|---|---|---|
| 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 |
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
| TRST | FUTY | Difference | |
|---|---|---|---|
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
| TRST | FUTY | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | -6.72% | +6.72% |
Average DrawdownAverage peak-to-trough decline | -19.13% | -6.03% | -13.10% |
Ulcer IndexDepth 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
| TRST | FUTY | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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