UTES vs. O
Compare and contrast key facts about Virtus Reaves Utilities ETF (UTES) and Realty Income Corporation (O).
UTES is an actively managed fund by Virtus Investment Partners. It was launched on Sep 23, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: UTES or O.
Key characteristics
| UTES | O | |
|---|---|---|
| YTD Return | 12.14% | -4.05% |
| 1Y Return | 10.35% | -9.00% |
| 3Y Return (Ann) | 7.51% | -2.34% |
| 5Y Return (Ann) | 8.35% | 0.04% |
| Sharpe Ratio | 0.67 | -0.46 |
| Daily Std Dev | 16.21% | 19.60% |
| Max Drawdown | -35.39% | -48.45% |
| Current Drawdown | 0.00% | -20.73% |
Correlation
The correlation between UTES and O is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
UTES vs. O - Performance Comparison
In the year-to-date period, UTES achieves a 12.14% return, which is significantly higher than O's -4.05% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
UTES vs. O - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Reaves Utilities ETF (UTES) and Realty Income Corporation (O). 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.
Dividends
UTES vs. O - Dividend Comparison
UTES's dividend yield for the trailing twelve months is around 2.25%, less than O's 5.66% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UTES Virtus Reaves Utilities ETF | 2.25% | 2.44% | 2.13% | 1.94% | 2.09% | 1.84% | 2.16% | 2.81% | 3.28% | 0.61% | 0.00% | 0.00% |
O Realty Income Corporation | 5.66% | 5.33% | 4.68% | 3.87% | 4.50% | 3.69% | 4.18% | 4.45% | 4.18% | 4.41% | 4.59% | 5.83% |
Drawdowns
UTES vs. O - Drawdown Comparison
The maximum UTES drawdown since its inception was -35.39%, smaller than the maximum O drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for UTES and O. For additional features, visit the drawdowns tool.
Volatility
UTES vs. O - Volatility Comparison
The current volatility for Virtus Reaves Utilities ETF (UTES) is 4.18%, while Realty Income Corporation (O) has a volatility of 6.05%. This indicates that UTES experiences smaller price fluctuations and is considered to be less risky than O based on this measure. The chart below showcases a comparison of their rolling one-month volatility.