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UTES vs. COST
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UTES vs. COST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Reaves Utilities ETF (UTES) and Costco Wholesale Corporation (COST). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. 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)202520242023202220212020201920182017
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

Compare historical risk-adjusted metric ranks over the past 12 months.

UTES
UTES Risk / Return Rank: 77
Overall Rank
UTES Sharpe Ratio Rank: 88
Sharpe Ratio Rank
UTES Sortino Ratio Rank: 88
Sortino Ratio Rank
UTES Omega Ratio Rank: 88
Omega Ratio Rank
UTES Calmar Ratio Rank: 77
Calmar Ratio Rank
UTES Martin Ratio Rank: 77
Martin Ratio Rank

COST
COST Risk / Return Rank: 4545
Overall Rank
COST Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
COST Sortino Ratio Rank: 4040
Sortino Ratio Rank
COST Omega Ratio Rank: 4040
Omega Ratio Rank
COST Calmar Ratio Rank: 4848
Calmar Ratio Rank
COST Martin Ratio Rank: 4949
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.


UTESCOSTDifference
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

UTES vs. COST - Sharpe Ratio Comparison

The current UTES Sharpe Ratio is -0.20, which is lower than the COST Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of UTES and COST, 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

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


UTESCOSTDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-10.30%

-12.88%

+2.58%

Average Drawdown

Average peak-to-trough decline

-5.54%

-13.36%

+7.82%

Ulcer Index

Depth 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


UTESCOSTDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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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