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TSLX vs. UTG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

TSLX vs. UTG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sixth Street Specialty Lending, Inc. (TSLX) and Reaves Utility Income Trust (UTG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TSLX achieves a -18.90% return, which is significantly lower than UTG's 12.62% return. Over the past 10 years, TSLX has outperformed UTG with an annualized return of 11.45%, while UTG has yielded a comparatively lower 10.17% annualized return.


TSLX

1D
-1.38%
1M
-4.40%
YTD
-18.90%
6M
-19.48%
1Y
-19.78%
3Y*
6.57%
5Y*
4.47%
10Y*
11.45%

UTG

1D
-1.44%
1M
-4.42%
YTD
12.62%
6M
12.10%
1Y
23.24%
3Y*
22.14%
5Y*
10.59%
10Y*
10.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSLX vs. UTG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TSLX
Sixth Street Specialty Lending, Inc.
-18.90%11.52%8.83%35.29%-16.37%32.33%9.77%29.62%0.36%15.47%
UTG
Reaves Utility Income Trust
12.62%23.24%28.10%2.84%-13.38%14.26%-5.25%33.65%1.84%6.74%

Correlation

The correlation between TSLX and UTG is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.05

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

0.23

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

0.31

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

0.31

Correlation (All Time)
Calculated using the full available price history since Mar 21, 2014

0.28

Over the past year, the correlation between TSLX and UTG has dropped to 0.05 - well below their long-term average of 0.28, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

TSLX:

$1.62B

UTG:

$3.63B

EPS

TSLX:

$436.19

UTG:

$18.20

PE Ratio

TSLX:

0.04

UTG:

2.22

PEG Ratio

TSLX:

0.05

UTG:

0.01

PS Ratio

TSLX:

0.02

UTG:

6.91

PB Ratio

TSLX:

0.00

UTG:

1.03

Total Revenue (TTM)

TSLX:

$91.48B

UTG:

$525.39M

Gross Profit (TTM)

TSLX:

$215.15M

UTG:

$228.88M

EBITDA (TTM)

TSLX:

$192.45M

UTG:

$1.71B

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Return for Risk

TSLX vs. UTG — Risk / Return Rank

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

TSLX
TSLX Risk / Return Rank: 1212
Overall Rank
TSLX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
TSLX Sortino Ratio Rank: 1212
Sortino Ratio Rank
TSLX Omega Ratio Rank: 1212
Omega Ratio Rank
TSLX Calmar Ratio Rank: 1616
Calmar Ratio Rank
TSLX Martin Ratio Rank: 1010
Martin Ratio Rank

UTG
UTG Risk / Return Rank: 7575
Overall Rank
UTG Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
UTG Sortino Ratio Rank: 7373
Sortino Ratio Rank
UTG Omega Ratio Rank: 7373
Omega Ratio Rank
UTG Calmar Ratio Rank: 7575
Calmar Ratio Rank
UTG Martin Ratio Rank: 7474
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.

TSLX vs. UTG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sixth Street Specialty Lending, Inc. (TSLX) 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.


TSLXUTGDifference
Sharpe ratioReturn per unit of total volatility

-2.20

Sortino ratioReturn per unit of downside risk

-2.84

Omega ratioGain probability vs. loss probability

0.87

1.24

-0.37

Calmar ratioReturn relative to maximum drawdown

-0.71

2.01

-2.73

Martin ratioReturn relative to average drawdown

-1.35

4.46

-5.81

TSLX vs. UTG - Sharpe Ratio Comparison

The current TSLX Sharpe Ratio is -0.81, which is lower than the UTG Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of TSLX and UTG, 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


TSLXUTGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.81

1.39

-2.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.63

-0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.47

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.48

+0.03

Drawdowns

TSLX vs. UTG - Drawdown Comparison

The maximum TSLX drawdown since its inception was -50.27%, smaller than the maximum UTG drawdown of -67.77%. Use the drawdown chart below to compare losses from any high point for TSLX and UTG.


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Drawdown Indicators


TSLXUTGDifference

Max Drawdown

Largest peak-to-trough decline

-50.27%

-67.77%

+17.50%

Max Drawdown (1Y)

Largest decline over 1 year

-27.94%

-11.59%

-16.35%

Max Drawdown (3Y)

Largest decline over 3 years

-27.94%

-15.03%

-12.91%

Max Drawdown (5Y)

Largest decline over 5 years

-28.77%

-26.54%

-2.23%

Max Drawdown (10Y)

Largest decline over 10 years

-50.27%

-47.91%

-2.36%

Current Drawdown

Current decline from peak

-26.75%

-7.00%

-19.75%

Average Drawdown

Average peak-to-trough decline

-9.08%

-8.74%

-0.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.69%

5.22%

+9.47%

Volatility

TSLX vs. UTG - Volatility Comparison

Sixth Street Specialty Lending, Inc. (TSLX) has a higher volatility of 8.58% compared to Reaves Utility Income Trust (UTG) at 6.24%. This indicates that TSLX'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.


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Volatility by Period


TSLXUTGDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.58%

6.24%

+2.34%

Volatility (6M)

Calculated over the trailing 6-month period

20.68%

12.95%

+7.73%

Volatility (1Y)

Calculated over the trailing 1-year period

24.64%

16.83%

+7.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.40%

16.84%

+2.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.47%

21.61%

-0.14%

Dividends

TSLX vs. UTG - Dividend Comparison

TSLX's dividend yield for the trailing twelve months is around 11.25%, more than UTG's 5.91% yield.


PositionTTM20252024202320222021202020192018201720162015
TSLX
Sixth Street Specialty Lending, Inc.
11.25%9.44%9.81%9.72%10.34%15.35%11.08%8.43%9.84%8.84%8.35%9.62%
UTG
Reaves Utility Income Trust
5.91%6.42%7.19%8.53%8.07%6.35%6.59%5.69%6.86%6.21%9.02%6.86%

Financials

TSLX vs. UTG - Financials Comparison

This section allows you to compare key financial metrics between Sixth Street Specialty Lending, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0020.00B40.00B60.00B80.00B100.00B20222023202420252026
91.19B
76.73M
(TSLX) Total Revenue
(UTG) Total Revenue
Values in USD except per share items

Frequently Asked Questions


TSLX and UTG have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TSLX has higher volatility (8.58%) compared to UTG (6.24%). In terms of maximum drawdown, TSLX dropped -50.27% vs UTG's -67.77%.

UTG currently has the higher Sharpe Ratio (1.39 vs -0.81), 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

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