UTG vs. EPD
UTG (Reaves Utility Income Trust) and EPD (Enterprise Products Partners L.P.) are both stocks. UTG operates in Asset Management (Financial Services), while EPD operates in Oil & Gas Midstream (Energy). Over the past 10 years, UTG returned 10.17%/yr vs 10.45%/yr for EPD. At a 0.31 correlation, their price movements are largely independent.
Performance
UTG vs. EPD - Performance Comparison
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Returns By Period
In the year-to-date period, UTG achieves a 12.62% return, which is significantly lower than EPD's 20.66% return. Both investments have delivered pretty close results over the past 10 years, with UTG having a 10.17% annualized return and EPD not far ahead at 10.45%.
UTG
- 1D
- -1.44%
- 1M
- -4.42%
- YTD
- 12.62%
- 6M
- 12.10%
- 1Y
- 23.24%
- 3Y*
- 22.14%
- 5Y*
- 10.59%
- 10Y*
- 10.17%
EPD
- 1D
- -0.77%
- 1M
- 0.89%
- YTD
- 20.66%
- 6M
- 18.26%
- 1Y
- 27.33%
- 3Y*
- 21.14%
- 5Y*
- 16.72%
- 10Y*
- 10.45%
UTG vs. EPD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UTG Reaves Utility Income Trust | 12.62% | 23.24% | 28.10% | 2.84% | -13.38% | 14.26% | -5.25% | 33.65% | 1.84% | 6.74% |
EPD Enterprise Products Partners L.P. | 20.66% | 9.45% | 28.00% | 17.71% | 18.32% | 21.40% | -23.61% | 21.88% | -1.32% | 4.24% |
Correlation
The correlation between UTG and EPD is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Feb 26, 2004 | 0.31 |
Over the past year, the correlation between UTG and EPD has dropped to 0.05 - well below their long-term average of 0.31, suggesting their price drivers have been diverging.
Fundamentals
UTG:
$3.63B
EPD:
$82.06B
UTG:
$18.20
EPD:
$2.69
UTG:
2.22
EPD:
13.93
UTG:
0.01
EPD:
2.24
UTG:
6.91
EPD:
1.59
UTG:
$525.39M
EPD:
$51.57B
UTG:
$228.88M
EPD:
$7.31B
UTG:
$1.71B
EPD:
$10.11B
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Return for Risk
UTG vs. EPD — Risk / Return Rank
UTG
EPD
UTG vs. EPD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Reaves Utility Income Trust (UTG) and Enterprise Products Partners L.P. (EPD). 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.
| UTG | EPD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.35 | ||
| Sortino ratioReturn per unit of downside risk | -0.66 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.31 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.01 | 3.63 | -1.61 |
| Martin ratioReturn relative to average drawdown | 4.46 | 11.00 | -6.54 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| UTG | EPD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.39 | 1.74 | -0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.98 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.43 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.54 | -0.06 |
Drawdowns
UTG vs. EPD - Drawdown Comparison
The maximum UTG drawdown since its inception was -67.77%, which is greater than EPD's maximum drawdown of -58.78%. Use the drawdown chart below to compare losses from any high point for UTG and EPD.
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Drawdown Indicators
| UTG | EPD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.77% | -58.78% | -8.99% |
Max Drawdown (1Y)Largest decline over 1 year | -11.59% | -7.56% | -4.03% |
Max Drawdown (3Y)Largest decline over 3 years | -15.03% | -15.40% | +0.37% |
Max Drawdown (5Y)Largest decline over 5 years | -26.54% | -18.06% | -8.48% |
Max Drawdown (10Y)Largest decline over 10 years | -47.91% | -58.04% | +10.13% |
Current DrawdownCurrent decline from peak | -7.00% | -5.73% | -1.27% |
Average DrawdownAverage peak-to-trough decline | -8.74% | -10.13% | +1.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.22% | 2.49% | +2.73% |
Volatility
UTG vs. EPD - Volatility Comparison
Reaves Utility Income Trust (UTG) and Enterprise Products Partners L.P. (EPD) have volatilities of 6.24% and 6.17%, 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.
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Volatility by Period
| UTG | EPD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.24% | 6.17% | +0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 12.95% | 13.16% | -0.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.83% | 15.81% | +1.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.84% | 17.23% | -0.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.61% | 24.16% | -2.55% |
Dividends
UTG vs. EPD - Dividend Comparison
UTG's dividend yield for the trailing twelve months is around 5.91%, more than EPD's 5.84% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPD Enterprise Products Partners L.P. | 5.84% | 6.74% | 6.63% | 7.51% | 7.79% | 8.20% | 9.09% | 6.23% | 6.97% | 6.29% | 5.88% | 5.90% |
UTG Reaves Utility Income Trust | 5.91% | 6.42% | 7.19% | 8.53% | 8.07% | 6.35% | 6.59% | 5.69% | 6.86% | 6.21% | 9.02% | 6.86% |
Financials
UTG vs. EPD - Financials Comparison
This section allows you to compare key financial metrics between Reaves Utility Income Trust and Enterprise Products Partners L.P.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
UTG and EPD have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
UTG has higher volatility (6.24%) compared to EPD (6.17%). In terms of maximum drawdown, UTG dropped -67.77% vs EPD's -58.78%.
EPD currently has the higher Sharpe Ratio (1.74 vs 1.39), 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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