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UTEN vs. TRP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UTEN vs. TRP - Performance Comparison

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

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Returns By Period

In the year-to-date period, UTEN achieves a -0.49% return, which is significantly lower than TRP's 27.41% return.


UTEN

1D
-0.21%
1M
0.36%
YTD
-0.49%
6M
-0.13%
1Y
3.90%
3Y*
2.29%
5Y*
10Y*

TRP

1D
0.12%
1M
1.69%
YTD
27.41%
6M
29.66%
1Y
46.49%
3Y*
30.95%
5Y*
14.55%
10Y*
12.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UTEN vs. TRP - Yearly Performance Comparison


2026 (YTD)2025202420232022
UTEN
US Treasury 10 Year Note ETF
-0.49%7.82%-1.67%3.18%-7.81%
TRP
TC Energy Corporation
27.41%24.02%39.88%6.09%-15.00%

Correlation

The correlation between UTEN and TRP is 0.07, 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

0.07

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

0.14

Correlation (All Time)
Calculated using the full available price history since Aug 9, 2022

0.13

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Return for Risk

UTEN vs. TRP — Risk / Return Rank

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

UTEN
UTEN Risk / Return Rank: 2121
Overall Rank
UTEN Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
UTEN Sortino Ratio Rank: 2121
Sortino Ratio Rank
UTEN Omega Ratio Rank: 1919
Omega Ratio Rank
UTEN Calmar Ratio Rank: 2020
Calmar Ratio Rank
UTEN Martin Ratio Rank: 2121
Martin Ratio Rank

TRP
TRP Risk / Return Rank: 9393
Overall Rank
TRP Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
TRP Sortino Ratio Rank: 9595
Sortino Ratio Rank
TRP Omega Ratio Rank: 9191
Omega Ratio Rank
TRP Calmar Ratio Rank: 9292
Calmar Ratio Rank
TRP Martin Ratio Rank: 9393
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.

UTEN vs. TRP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for US Treasury 10 Year Note ETF (UTEN) and TC Energy Corporation (TRP). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


UTENTRPDifference
Sharpe ratioReturn per unit of total volatility

-1.89

Sortino ratioReturn per unit of downside risk

-2.75

Omega ratioGain probability vs. loss probability

1.11

1.42

-0.31

Calmar ratioReturn relative to maximum drawdown

0.76

4.70

-3.94

Martin ratioReturn relative to average drawdown

2.16

14.42

-12.26

UTEN vs. TRP - Sharpe Ratio Comparison

The current UTEN Sharpe Ratio is 0.67, which is lower than the TRP Sharpe Ratio of 2.56. The chart below compares the historical Sharpe Ratios of UTEN and TRP, 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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Drawdowns

UTEN vs. TRP - Drawdown Comparison

The maximum UTEN drawdown since its inception was -13.36%, smaller than the maximum TRP drawdown of -62.52%. Use the drawdown chart below to compare losses from any high point for UTEN and TRP.


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Drawdown Indicators


UTENTRPDifference

Max Drawdown

Largest peak-to-trough decline

-13.36%

-62.52%

+49.16%

Max Drawdown (1Y)

Largest decline over 1 year

-4.57%

-9.65%

+5.08%

Max Drawdown (3Y)

Largest decline over 3 years

-8.60%

-17.00%

+8.40%

Max Drawdown (5Y)

Largest decline over 5 years

-37.05%

Max Drawdown (10Y)

Largest decline over 10 years

-41.64%

Current Drawdown

Current decline from peak

-2.85%

-2.14%

-0.71%

Average Drawdown

Average peak-to-trough decline

-4.81%

-11.72%

+6.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.60%

3.26%

-1.66%

Volatility

UTEN vs. TRP - Volatility Comparison

The current volatility for US Treasury 10 Year Note ETF (UTEN) is 1.79%, while TC Energy Corporation (TRP) has a volatility of 5.62%. This indicates that UTEN experiences smaller price fluctuations and is considered to be less risky than TRP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UTENTRPDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.79%

5.62%

-3.83%

Volatility (6M)

Calculated over the trailing 6-month period

3.74%

13.27%

-9.53%

Volatility (1Y)

Calculated over the trailing 1-year period

5.18%

17.71%

-12.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.04%

21.86%

-13.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.04%

24.83%

-16.79%

Dividends

UTEN vs. TRP - Dividend Comparison

UTEN's dividend yield for the trailing twelve months is around 4.04%, more than TRP's 3.58% yield.


PositionTTM20252024202320222021202020192018201720162015
TRP
TC Energy Corporation
3.58%4.45%5.93%7.73%8.52%5.94%5.92%4.25%5.85%5.14%5.01%6.38%
UTEN
US Treasury 10 Year Note ETF
4.04%4.11%4.13%3.62%1.39%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


UTEN and TRP have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TRP has higher volatility (5.62%) compared to UTEN (1.79%). In terms of maximum drawdown, UTEN dropped -13.36% vs TRP's -62.52%.

TRP currently has the higher Sharpe Ratio (2.56 vs 0.67), 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 UTEN and TRP

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