PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
UTEN vs. PSA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between UTEN and PSA is 0.32, 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.


-0.50.00.51.00.3

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.

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-2.86%
-6.29%
UTEN
PSA

Key characteristics

Sharpe Ratio

UTEN:

0.37

PSA:

0.51

Sortino Ratio

UTEN:

0.57

PSA:

0.84

Omega Ratio

UTEN:

1.07

PSA:

1.10

Calmar Ratio

UTEN:

0.27

PSA:

0.38

Martin Ratio

UTEN:

0.76

PSA:

1.35

Ulcer Index

UTEN:

3.46%

PSA:

8.75%

Daily Std Dev

UTEN:

7.01%

PSA:

23.10%

Max Drawdown

UTEN:

-13.36%

PSA:

-55.80%

Current Drawdown

UTEN:

-5.27%

PSA:

-18.46%

Returns By Period

In the year-to-date period, UTEN achieves a 1.28% return, which is significantly higher than PSA's -0.68% return.


UTEN

YTD

1.28%

1M

1.40%

6M

-2.86%

1Y

2.43%

5Y*

N/A

10Y*

N/A

PSA

YTD

-0.68%

1M

0.45%

6M

-6.30%

1Y

9.85%

5Y*

10.98%

10Y*

8.17%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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 1212
Overall Rank
The Sharpe Ratio Rank of UTEN is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of UTEN is 1212
Sortino Ratio Rank
The Omega Ratio Rank of UTEN is 1111
Omega Ratio Rank
The Calmar Ratio Rank of UTEN is 1414
Calmar Ratio Rank
The Martin Ratio Rank of UTEN is 1111
Martin Ratio Rank

PSA
The Risk-Adjusted Performance Rank of PSA is 5858
Overall Rank
The Sharpe Ratio Rank of PSA is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of PSA is 5353
Sortino Ratio Rank
The Omega Ratio Rank of PSA is 5151
Omega Ratio Rank
The Calmar Ratio Rank of PSA is 6161
Calmar Ratio Rank
The Martin Ratio Rank of PSA is 6060
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.


Sharpe ratio
The chart of Sharpe ratio for UTEN, currently valued at 0.37, compared to the broader market0.002.004.000.370.51
The chart of Sortino ratio for UTEN, currently valued at 0.57, compared to the broader market-2.000.002.004.006.008.0010.0012.000.570.84
The chart of Omega ratio for UTEN, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.001.071.10
The chart of Calmar ratio for UTEN, currently valued at 0.27, compared to the broader market0.005.0010.0015.0020.000.270.52
The chart of Martin ratio for UTEN, currently valued at 0.76, compared to the broader market0.0020.0040.0060.0080.00100.000.761.35
UTEN
PSA

The current UTEN Sharpe Ratio is 0.37, 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.37
0.51
UTEN
PSA

Dividends

UTEN vs. PSA - Dividend Comparison

UTEN's dividend yield for the trailing twelve months is around 4.05%, which matches PSA's 4.03% yield.


TTM20242023202220212020201920182017201620152014
UTEN
US Treasury 10 Year Note ETF
4.05%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
4.03%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.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-5.27%
-17.75%
UTEN
PSA

Volatility

UTEN vs. PSA - Volatility Comparison

The current volatility for US Treasury 10 Year Note ETF (UTEN) is 1.78%, while Public Storage (PSA) has a volatility of 5.23%. 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.


2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
1.78%
5.23%
UTEN
PSA
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab