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UTF vs. ETV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between UTF and ETV is 0.55, 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

UTF vs. ETV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cohen & Steers Infrastructure Fund, Inc (UTF) and Eaton Vance Tax-Managed Buy-Write Opportunities Fund (ETV). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

UTF:

0.95

ETV:

0.60

Sortino Ratio

UTF:

1.34

ETV:

1.03

Omega Ratio

UTF:

1.19

ETV:

1.16

Calmar Ratio

UTF:

1.31

ETV:

0.64

Martin Ratio

UTF:

3.77

ETV:

2.57

Ulcer Index

UTF:

4.18%

ETV:

5.02%

Daily Std Dev

UTF:

16.20%

ETV:

19.87%

Max Drawdown

UTF:

-72.65%

ETV:

-52.11%

Current Drawdown

UTF:

-1.48%

ETV:

-5.70%

Fundamentals

Returns By Period

In the year-to-date period, UTF achieves a 8.17% return, which is significantly higher than ETV's -3.32% return. Over the past 10 years, UTF has outperformed ETV with an annualized return of 9.52%, while ETV has yielded a comparatively lower 7.92% annualized return.


UTF

YTD

8.17%

1M

4.47%

6M

5.25%

1Y

15.25%

5Y*

13.68%

10Y*

9.52%

ETV

YTD

-3.32%

1M

7.71%

6M

-0.52%

1Y

12.45%

5Y*

9.77%

10Y*

7.92%

*Annualized

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Risk-Adjusted Performance

UTF vs. ETV — Risk-Adjusted Performance Rank

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

UTF
The Risk-Adjusted Performance Rank of UTF is 8181
Overall Rank
The Sharpe Ratio Rank of UTF is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of UTF is 7474
Sortino Ratio Rank
The Omega Ratio Rank of UTF is 7676
Omega Ratio Rank
The Calmar Ratio Rank of UTF is 8888
Calmar Ratio Rank
The Martin Ratio Rank of UTF is 8383
Martin Ratio Rank

ETV
The Risk-Adjusted Performance Rank of ETV is 7272
Overall Rank
The Sharpe Ratio Rank of ETV is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of ETV is 6666
Sortino Ratio Rank
The Omega Ratio Rank of ETV is 6969
Omega Ratio Rank
The Calmar Ratio Rank of ETV is 7676
Calmar Ratio Rank
The Martin Ratio Rank of ETV is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

UTF vs. ETV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Infrastructure Fund, Inc (UTF) and Eaton Vance Tax-Managed Buy-Write Opportunities Fund (ETV). 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.


The current UTF Sharpe Ratio is 0.95, which is higher than the ETV Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of UTF and ETV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

UTF vs. ETV - Dividend Comparison

UTF's dividend yield for the trailing twelve months is around 7.39%, less than ETV's 9.54% yield.


TTM20242023202220212020201920182017201620152014
UTF
Cohen & Steers Infrastructure Fund, Inc
7.39%7.74%8.76%7.75%6.53%7.20%7.10%10.10%7.31%10.43%8.32%6.47%
ETV
Eaton Vance Tax-Managed Buy-Write Opportunities Fund
9.54%8.18%9.24%10.57%7.94%8.66%8.89%9.86%8.65%8.96%8.69%9.46%

Drawdowns

UTF vs. ETV - Drawdown Comparison

The maximum UTF drawdown since its inception was -72.65%, which is greater than ETV's maximum drawdown of -52.11%. Use the drawdown chart below to compare losses from any high point for UTF and ETV. For additional features, visit the drawdowns tool.


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Volatility

UTF vs. ETV - Volatility Comparison

The current volatility for Cohen & Steers Infrastructure Fund, Inc (UTF) is 3.31%, while Eaton Vance Tax-Managed Buy-Write Opportunities Fund (ETV) has a volatility of 6.49%. This indicates that UTF experiences smaller price fluctuations and is considered to be less risky than ETV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

UTF vs. ETV - Financials Comparison

This section allows you to compare key financial metrics between Cohen & Steers Infrastructure Fund, Inc and Eaton Vance Tax-Managed Buy-Write Opportunities Fund. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


(UTF) Total Revenue
(ETV) Total Revenue
Values in USD except per share items