UTF vs. SPY
Compare and contrast key facts about Cohen & Steers Infrastructure Fund, Inc (UTF) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: UTF or SPY.
Key characteristics
| UTF | SPY | |
|---|---|---|
| YTD Return | 26.64% | 26.77% |
| 1Y Return | 33.96% | 37.43% |
| 3Y Return (Ann) | 3.16% | 10.15% |
| 5Y Return (Ann) | 6.71% | 15.86% |
| 10Y Return (Ann) | 9.31% | 13.33% |
| Sharpe Ratio | 2.22 | 3.06 |
| Sortino Ratio | 3.27 | 4.08 |
| Omega Ratio | 1.39 | 1.58 |
| Calmar Ratio | 1.62 | 4.44 |
| Martin Ratio | 13.54 | 20.11 |
| Ulcer Index | 2.63% | 1.85% |
| Daily Std Dev | 16.02% | 12.18% |
| Max Drawdown | -72.62% | -55.19% |
| Current Drawdown | -3.51% | -0.31% |
Correlation
The correlation between UTF and SPY is 0.54, 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. SPY - Performance Comparison
The year-to-date returns for both investments are quite close, with UTF having a 26.64% return and SPY slightly higher at 26.77%. Over the past 10 years, UTF has underperformed SPY with an annualized return of 9.31%, while SPY has yielded a comparatively higher 13.33% annualized 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
UTF vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Infrastructure Fund, Inc (UTF) and SPDR S&P 500 ETF (SPY). 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
UTF vs. SPY - Dividend Comparison
UTF's dividend yield for the trailing twelve months is around 8.05%, more than SPY's 1.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UTF Cohen & Steers Infrastructure Fund, Inc | 8.05% | 8.76% | 7.75% | 6.53% | 7.20% | 7.10% | 10.12% | 7.37% | 10.51% | 8.39% | 6.51% | 6.99% |
SPY SPDR S&P 500 ETF | 1.17% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
UTF vs. SPY - Drawdown Comparison
The maximum UTF drawdown since its inception was -72.62%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for UTF and SPY. For additional features, visit the drawdowns tool.
Volatility
UTF vs. SPY - Volatility Comparison
Cohen & Steers Infrastructure Fund, Inc (UTF) and SPDR S&P 500 ETF (SPY) have volatilities of 3.84% and 3.88%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.