UTES vs. COST
UTES (Virtus Reaves Utilities ETF) is Utilities Equities fund actively managed by Virtus, while COST (Costco Wholesale Corporation) is a stock. Over the past 10 years, UTES returned 11.78%/yr vs 21.10%/yr for COST. Their 0.27 correlation means their historical movements had little consistent relationship.
Performance
UTES vs. COST - Performance Comparison
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Returns By Period
In the year-to-date period, UTES achieves a -1.07% return, which is significantly lower than COST's 10.87% return. Over the past 10 years, UTES has underperformed COST with an annualized return of 11.78%, while COST has yielded a comparatively higher 21.10% annualized return.
UTES
- 1D
- -0.03%
- 1M
- -2.93%
- 6M
- 0.59%
- YTD
- -1.07%
- 1Y
- -4.33%
- 3Y*
- 21.10%
- 5Y*
- 14.97%
- 10Y*
- 11.78%
- ALL TIME*
- 13.50%
COST
- 1D
- -0.24%
- 1M
- 3.11%
- 6M
- 1.55%
- YTD
- 10.87%
- 1Y
- 2.04%
- 3Y*
- 21.34%
- 5Y*
- 18.51%
- 10Y*
- 21.10%
- ALL TIME*
- 16.98%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.83B | $2.11B | $2.34B | |
| $11.16M | $10.04M | $13.72M |
UTES vs. COST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UTES Virtus Reaves Utilities ETF | -1.07% | 25.71% | 45.35% | -2.46% | 0.80% | 20.74% | -0.30% | 25.48% | 5.14% | 14.21% |
COST Costco Wholesale Corporation | 10.87% | -5.39% | 39.62% | 49.00% | -19.05% | 51.82% | 32.67% | 45.70% | 10.60% | 22.37% |
Correlation
The correlation between UTES and COST is -0.06, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.06 |
Correlation (3Y) Balances recent behavior with more history. | 0.16 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.31 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.28 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2015 | 0.27 |
The correlation between UTES and COST shifts across timeframes, from -0.06 (1 year) to 0.31 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
UTES vs. COST — Risk / Return Rank
UTES
COST
UTES vs. COST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Reaves Utilities ETF (UTES) and Costco Wholesale Corporation (COST). 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.
| UTES | COST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.31 | ||
| Sortino ratioReturn per unit of downside risk | -0.42 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.03 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.31 | 0.12 | -0.44 |
| Martin ratioReturn relative to average drawdown | -0.65 | 0.26 | -0.91 |
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Drawdowns
UTES vs. COST - Drawdown Comparison
The maximum UTES drawdown since its inception was -35.39%, smaller than the maximum COST drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for UTES and COST.
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Drawdown Indicators
| UTES | COST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.39% | -53.39% | +18.00% |
Max Drawdown (1Y)Largest decline over 1 year | -13.88% | -16.57% | +2.69% |
Max Drawdown (3Y)Largest decline over 3 years | -17.62% | -20.74% | +3.12% |
Max Drawdown (5Y)Largest decline over 5 years | -20.40% | -31.40% | +11.00% |
Max Drawdown (10Y)Largest decline over 10 years | -35.39% | -31.40% | -3.99% |
Current DrawdownCurrent decline from peak | -10.30% | -12.88% | +2.58% |
Average DrawdownAverage peak-to-trough decline | -5.54% | -13.36% | +7.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.72% | 7.81% | -1.09% |
Volatility
UTES vs. COST - Volatility Comparison
The current volatility for Virtus Reaves Utilities ETF (UTES) is 5.50%, while Costco Wholesale Corporation (COST) has a volatility of 7.34%. This indicates that UTES experiences smaller price fluctuations and is considered to be less risky than COST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UTES | COST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.50% | 7.34% | -1.84% |
Volatility (6M)Calculated over the trailing 6-month period | 16.19% | 15.13% | +1.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.39% | 19.96% | +1.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.74% | 22.93% | -2.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.26% | 22.03% | -1.77% |
Dividends
UTES vs. COST - Dividend Comparison
UTES's dividend yield for the trailing twelve months is around 1.53%, more than COST's 0.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COST Costco Wholesale Corporation | 0.72% | 0.59% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% |
UTES Virtus Reaves Utilities ETF | 1.53% | 1.42% | 1.51% | 2.44% | 2.13% | 1.94% | 2.09% | 1.84% | 2.09% | 3.44% | 3.53% | 0.61% |
Frequently Asked Questions
UTES and COST have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COST has higher volatility (7.34%) compared to UTES (5.50%). In terms of maximum drawdown, UTES dropped -35.39% vs COST's -53.39%.
COST currently has the higher Sharpe Ratio (0.10 vs -0.20), 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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