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UTG vs. NVO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

UTG vs. NVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Reaves Utility Income Trust (UTG) and Novo Nordisk A/S (NVO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UTG achieves a 17.89% return, which is significantly higher than NVO's -12.15% return. Over the past 10 years, UTG has outperformed NVO with an annualized return of 10.66%, while NVO has yielded a comparatively lower 7.50% annualized return.


UTG

1D
2.23%
1M
-0.58%
YTD
17.89%
6M
20.01%
1Y
28.68%
3Y*
23.31%
5Y*
11.90%
10Y*
10.66%

NVO

1D
-0.76%
1M
-3.94%
YTD
-12.15%
6M
-7.05%
1Y
-38.72%
3Y*
-16.67%
5Y*
3.13%
10Y*
7.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UTG vs. NVO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UTG
Reaves Utility Income Trust
17.89%23.24%28.10%2.84%-13.38%14.26%-5.25%33.65%1.84%6.74%
NVO
Novo Nordisk A/S
-12.15%-39.22%-15.93%54.84%22.66%63.52%23.33%28.70%-12.98%52.92%

Correlation

The correlation between UTG and NVO is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.13

Correlation (3Y)
Calculated over the trailing 3-year period

0.14

Correlation (5Y)
Calculated over the trailing 5-year period

0.19

Correlation (10Y)
Calculated over the trailing 10-year period

0.21

Correlation (All Time)
Calculated using the full available price history since Feb 25, 2004

0.22

Fundamentals

Market Cap

UTG:

$3.78B

NVO:

$192.14B

EPS

UTG:

$18.20

NVO:

DKK 27.42

PE Ratio

UTG:

2.31

NVO:

10.27

PEG Ratio

UTG:

0.01

NVO:

0.44

PS Ratio

UTG:

7.20

NVO:

3.82

PB Ratio

UTG:

1.07

NVO:

6.17

Total Revenue (TTM)

UTG:

$525.39M

NVO:

DKK 327.80B

Gross Profit (TTM)

UTG:

$228.88M

NVO:

DKK 268.30B

EBITDA (TTM)

UTG:

$1.71B

NVO:

DKK 181.54B

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Return for Risk

UTG vs. NVO — Risk / Return Rank

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

UTG
UTG Risk / Return Rank: 8080
Overall Rank
UTG Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
UTG Sortino Ratio Rank: 8080
Sortino Ratio Rank
UTG Omega Ratio Rank: 7979
Omega Ratio Rank
UTG Calmar Ratio Rank: 8080
Calmar Ratio Rank
UTG Martin Ratio Rank: 7878
Martin Ratio Rank

NVO
NVO Risk / Return Rank: 1313
Overall Rank
NVO Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
NVO Sortino Ratio Rank: 1414
Sortino Ratio Rank
NVO Omega Ratio Rank: 1212
Omega Ratio Rank
NVO Calmar Ratio Rank: 1313
Calmar Ratio Rank
NVO Martin Ratio Rank: 1515
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

UTG vs. NVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Reaves Utility Income Trust (UTG) and Novo Nordisk A/S (NVO). 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.


UTGNVODifference
Sharpe ratioReturn per unit of total volatility

+2.45

Sortino ratioReturn per unit of downside risk

+3.07

Omega ratioGain probability vs. loss probability

1.29

0.87

+0.41

Calmar ratioReturn relative to maximum drawdown

2.52

-0.77

+3.30

Martin ratioReturn relative to average drawdown

5.48

-1.20

+6.68

UTG vs. NVO - Sharpe Ratio Comparison

The current UTG Sharpe Ratio is 1.70, which is higher than the NVO Sharpe Ratio of -0.76. The chart below compares the historical Sharpe Ratios of UTG and NVO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

UTG vs. NVO - Drawdown Comparison

The maximum UTG drawdown since its inception was -67.77%, smaller than the maximum NVO drawdown of -74.70%. Use the drawdown chart below to compare losses from any high point for UTG and NVO.


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Drawdown Indicators


UTGNVODifference

Max Drawdown

Largest peak-to-trough decline

-67.77%

-74.70%

+6.93%

Max Drawdown (1Y)

Largest decline over 1 year

-11.59%

-50.59%

+39.00%

Max Drawdown (3Y)

Largest decline over 3 years

-15.03%

-74.70%

+59.67%

Max Drawdown (5Y)

Largest decline over 5 years

-26.54%

-74.70%

+48.16%

Max Drawdown (10Y)

Largest decline over 10 years

-47.91%

-74.70%

+26.79%

Current Drawdown

Current decline from peak

-2.65%

-68.62%

+65.97%

Average Drawdown

Average peak-to-trough decline

-8.73%

-17.81%

+9.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.33%

32.66%

-27.33%

Volatility

UTG vs. NVO - Volatility Comparison

The current volatility for Reaves Utility Income Trust (UTG) is 6.16%, while Novo Nordisk A/S (NVO) has a volatility of 10.13%. This indicates that UTG experiences smaller price fluctuations and is considered to be less risky than NVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UTGNVODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.16%

10.13%

-3.97%

Volatility (6M)

Calculated over the trailing 6-month period

13.51%

37.86%

-24.35%

Volatility (1Y)

Calculated over the trailing 1-year period

17.27%

51.56%

-34.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.94%

38.34%

-21.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.63%

32.53%

-10.90%

Dividends

UTG vs. NVO - Dividend Comparison

UTG's dividend yield for the trailing twelve months is around 5.70%, more than NVO's 4.17% yield.


PositionTTM20252024202320222021202020192018201720162015
NVO
Novo Nordisk A/S
4.17%3.31%1.68%1.00%1.20%1.35%1.87%2.14%1.45%1.52%2.87%0.92%
UTG
Reaves Utility Income Trust
5.70%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. NVO - Financials Comparison

This section allows you to compare key financial metrics between Reaves Utility Income Trust and Novo Nordisk A/S. 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


0.0020.00B40.00B60.00B80.00B100.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
76.73M
96.82B
(UTG) Total Revenue
(NVO) Total Revenue
Please note, different currencies. UTG values in USD, NVO values in DKK

Frequently Asked Questions


UTG and NVO have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NVO has higher volatility (10.13%) compared to UTG (6.16%). In terms of maximum drawdown, UTG dropped -67.77% vs NVO's -74.70%.

UTG currently has the higher Sharpe Ratio (1.70 vs -0.76), 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.

Portfolio Optimizer

Find the right allocation for UTG and NVO

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