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UTEN vs. PSA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between UTEN and PSA is 0.13, 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.


Performance

UTEN vs. PSA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in US Treasury 10 Year Note ETF (UTEN) and Public Storage (PSA). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

UTEN:

0.52

PSA:

0.51

Sortino Ratio

UTEN:

0.69

PSA:

0.84

Omega Ratio

UTEN:

1.08

PSA:

1.10

Calmar Ratio

UTEN:

0.37

PSA:

0.39

Martin Ratio

UTEN:

0.88

PSA:

0.96

Ulcer Index

UTEN:

3.66%

PSA:

11.93%

Daily Std Dev

UTEN:

7.25%

PSA:

23.68%

Max Drawdown

UTEN:

-13.36%

PSA:

-55.80%

Current Drawdown

UTEN:

-4.26%

PSA:

-14.76%

Returns By Period

In the year-to-date period, UTEN achieves a 2.35% return, which is significantly lower than PSA's 3.83% return.


UTEN

YTD

2.35%

1M

-0.79%

6M

1.45%

1Y

3.76%

3Y*

N/A

5Y*

N/A

10Y*

N/A

PSA

YTD

3.83%

1M

3.99%

6M

-6.17%

1Y

11.92%

3Y*

4.58%

5Y*

15.79%

10Y*

8.82%

*Annualized

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US Treasury 10 Year Note ETF

Public Storage

Risk-Adjusted Performance

UTEN vs. PSA — Risk-Adjusted Performance Rank

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

UTEN
The Risk-Adjusted Performance Rank of UTEN is 4040
Overall Rank
The Sharpe Ratio Rank of UTEN is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of UTEN is 4040
Sortino Ratio Rank
The Omega Ratio Rank of UTEN is 3434
Omega Ratio Rank
The Calmar Ratio Rank of UTEN is 4545
Calmar Ratio Rank
The Martin Ratio Rank of UTEN is 3232
Martin Ratio Rank

PSA
The Risk-Adjusted Performance Rank of PSA is 6464
Overall Rank
The Sharpe Ratio Rank of PSA is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of PSA is 6262
Sortino Ratio Rank
The Omega Ratio Rank of PSA is 5858
Omega Ratio Rank
The Calmar Ratio Rank of PSA is 6868
Calmar Ratio Rank
The Martin Ratio Rank of PSA is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

UTEN vs. PSA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for US Treasury 10 Year Note ETF (UTEN) and Public Storage (PSA). 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 UTEN Sharpe Ratio is 0.52, which is comparable to the PSA Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of UTEN and PSA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

UTEN vs. PSA - Dividend Comparison

UTEN's dividend yield for the trailing twelve months is around 4.19%, more than PSA's 3.90% yield.


TTM20242023202220212020201920182017201620152014
UTEN
US Treasury 10 Year Note ETF
4.19%4.13%3.62%1.39%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PSA
Public Storage
3.90%4.01%3.93%7.55%2.14%3.46%3.76%3.95%3.83%3.27%2.62%3.03%

Drawdowns

UTEN vs. PSA - Drawdown Comparison

The maximum UTEN drawdown since its inception was -13.36%, smaller than the maximum PSA drawdown of -55.80%. Use the drawdown chart below to compare losses from any high point for UTEN and PSA. For additional features, visit the drawdowns tool.


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Volatility

UTEN vs. PSA - Volatility Comparison

The current volatility for US Treasury 10 Year Note ETF (UTEN) is 1.97%, while Public Storage (PSA) has a volatility of 5.42%. This indicates that UTEN experiences smaller price fluctuations and is considered to be less risky than PSA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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