UTG vs. TRIN
UTG (Reaves Utility Income Trust) and TRIN (Trinity Capital Inc.) are both stocks. Both operate in the Asset Management industry within the Financial Services sector. Over the past 5 years, UTG returned 12.24%/yr vs 20.59%/yr for TRIN. At a 0.28 correlation, their price movements are largely independent.
Performance
UTG vs. TRIN - Performance Comparison
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Returns By Period
In the year-to-date period, UTG achieves a 18.90% return, which is significantly lower than TRIN's 30.54% return.
UTG
- 1D
- -0.23%
- 1M
- 0.27%
- YTD
- 18.90%
- 6M
- 19.91%
- 1Y
- 27.50%
- 3Y*
- 25.02%
- 5Y*
- 12.24%
- 10Y*
- 10.67%
TRIN
- 1D
- 0.06%
- 1M
- 9.86%
- YTD
- 30.54%
- 6M
- 30.19%
- 1Y
- 49.56%
- 3Y*
- 28.21%
- 5Y*
- 20.59%
- 10Y*
- —
UTG vs. TRIN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
UTG Reaves Utility Income Trust | 18.90% | 23.24% | 28.10% | 2.84% | -13.38% | 14.66% |
TRIN Trinity Capital Inc. | 30.54% | 16.01% | 14.83% | 53.97% | -26.60% | 36.20% |
Correlation
The correlation between UTG and TRIN is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Jan 29, 2021 | 0.28 |
Fundamentals
UTG:
$3.81B
TRIN:
$1.41B
UTG:
$18.20
TRIN:
$2.07
UTG:
2.33
TRIN:
8.17
UTG:
7.26
TRIN:
4.56
UTG:
1.08
TRIN:
1.21
UTG:
$525.39M
TRIN:
$276.05M
UTG:
$228.88M
TRIN:
$219.75M
UTG:
$1.71B
TRIN:
$195.35M
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Return for Risk
UTG vs. TRIN — Risk / Return Rank
UTG
TRIN
UTG vs. TRIN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Reaves Utility Income Trust (UTG) and Trinity Capital Inc. (TRIN). 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.
| UTG | TRIN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.76 | ||
| Sortino ratioReturn per unit of downside risk | -1.10 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.40 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.38 | 3.32 | -0.94 |
| Martin ratioReturn relative to average drawdown | 5.17 | 8.36 | -3.19 |
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Drawdowns
UTG vs. TRIN - Drawdown Comparison
The maximum UTG drawdown since its inception was -67.77%, which is greater than TRIN's maximum drawdown of -43.12%. Use the drawdown chart below to compare losses from any high point for UTG and TRIN.
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Drawdown Indicators
| UTG | TRIN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.77% | -43.12% | -24.65% |
Max Drawdown (1Y)Largest decline over 1 year | -11.59% | -14.99% | +3.40% |
Max Drawdown (3Y)Largest decline over 3 years | -15.03% | -15.58% | +0.55% |
Max Drawdown (5Y)Largest decline over 5 years | -26.54% | -43.12% | +16.58% |
Max Drawdown (10Y)Largest decline over 10 years | -47.91% | — | — |
Current DrawdownCurrent decline from peak | -1.82% | -0.06% | -1.76% |
Average DrawdownAverage peak-to-trough decline | -8.73% | -8.87% | +0.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.33% | 5.95% | -0.62% |
Volatility
UTG vs. TRIN - Volatility Comparison
The current volatility for Reaves Utility Income Trust (UTG) is 5.85%, while Trinity Capital Inc. (TRIN) has a volatility of 7.92%. This indicates that UTG experiences smaller price fluctuations and is considered to be less risky than TRIN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UTG | TRIN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.85% | 7.92% | -2.07% |
Volatility (6M)Calculated over the trailing 6-month period | 13.30% | 16.50% | -3.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.29% | 21.07% | -3.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.95% | 26.75% | -9.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.64% | 27.02% | -5.38% |
Dividends
UTG vs. TRIN - Dividend Comparison
UTG's dividend yield for the trailing twelve months is around 5.65%, less than TRIN's 20.93% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRIN Trinity Capital Inc. | 20.93% | 13.92% | 14.10% | 14.04% | 21.32% | 7.17% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UTG Reaves Utility Income Trust | 5.65% | 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. TRIN - Financials Comparison
This section allows you to compare key financial metrics between Reaves Utility Income Trust and Trinity Capital Inc.. 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 TRIN have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TRIN has higher volatility (7.92%) compared to UTG (5.85%). In terms of maximum drawdown, UTG dropped -67.77% vs TRIN's -43.12%.
TRIN currently has the higher Sharpe Ratio (2.36 vs 1.61), 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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