UTES vs. SOFI
UTES (Virtus Reaves Utilities ETF) is Utilities Equities fund actively managed by Virtus Investment Partners, while SOFI (SoFi Technologies, Inc.) is a stock. Over the past 5 years, UTES returned 15.32%/yr vs -5.84%/yr for SOFI. At a 0.24 correlation, their price movements are largely independent.
Performance
UTES vs. SOFI - Performance Comparison
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Returns By Period
In the year-to-date period, UTES achieves a 0.26% return, which is significantly higher than SOFI's -36.67% return.
UTES
- 1D
- 1.56%
- 1M
- -0.29%
- YTD
- 0.26%
- 6M
- 0.49%
- 1Y
- 8.31%
- 3Y*
- 22.00%
- 5Y*
- 15.32%
- 10Y*
- 12.27%
SOFI
- 1D
- -0.54%
- 1M
- 8.30%
- YTD
- -36.67%
- 6M
- -39.22%
- 1Y
- 11.28%
- 3Y*
- 20.23%
- 5Y*
- -5.84%
- 10Y*
- —
UTES vs. SOFI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
UTES Virtus Reaves Utilities ETF | 0.26% | 25.71% | 45.35% | -2.46% | 0.80% | 20.74% | -0.62% |
SOFI SoFi Technologies, Inc. | -36.67% | 70.00% | 54.77% | 115.84% | -70.84% | 27.09% | 13.09% |
Correlation
The correlation between UTES and SOFI is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2020 | 0.24 |
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Return for Risk
UTES vs. SOFI — Risk / Return Rank
UTES
SOFI
UTES vs. SOFI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Reaves Utilities ETF (UTES) and SoFi Technologies, Inc. (SOFI). 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 | SOFI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.19 | ||
| Sortino ratioReturn per unit of downside risk | +0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.08 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 0.60 | 0.21 | +0.39 |
| Martin ratioReturn relative to average drawdown | 1.32 | 0.39 | +0.93 |
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Drawdowns
UTES vs. SOFI - Drawdown Comparison
The maximum UTES drawdown since its inception was -35.39%, smaller than the maximum SOFI drawdown of -83.32%. Use the drawdown chart below to compare losses from any high point for UTES and SOFI.
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Drawdown Indicators
| UTES | SOFI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.39% | -83.32% | +47.93% |
Max Drawdown (1Y)Largest decline over 1 year | -13.88% | -52.96% | +39.08% |
Max Drawdown (3Y)Largest decline over 3 years | -17.62% | -52.96% | +35.34% |
Max Drawdown (5Y)Largest decline over 5 years | -20.40% | -81.54% | +61.14% |
Max Drawdown (10Y)Largest decline over 10 years | -35.39% | — | — |
Current DrawdownCurrent decline from peak | -9.10% | -48.53% | +39.43% |
Average DrawdownAverage peak-to-trough decline | -5.53% | -51.20% | +45.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.29% | 28.88% | -22.59% |
Volatility
UTES vs. SOFI - Volatility Comparison
The current volatility for Virtus Reaves Utilities ETF (UTES) is 7.23%, while SoFi Technologies, Inc. (SOFI) has a volatility of 17.35%. This indicates that UTES experiences smaller price fluctuations and is considered to be less risky than SOFI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UTES | SOFI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.23% | 17.35% | -10.12% |
Volatility (6M)Calculated over the trailing 6-month period | 17.05% | 38.57% | -21.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.32% | 56.54% | -35.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.62% | 66.69% | -46.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.17% | 71.92% | -51.75% |
Dividends
UTES vs. SOFI - Dividend Comparison
UTES's dividend yield for the trailing twelve months is around 1.49%, while SOFI has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SOFI SoFi Technologies, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UTES Virtus Reaves Utilities ETF | 1.49% | 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 SOFI have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOFI has higher volatility (17.35%) compared to UTES (7.23%). In terms of maximum drawdown, UTES dropped -35.39% vs SOFI's -83.32%.
UTES currently has the higher Sharpe Ratio (0.39 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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