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

Performance

UTG vs. TSLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Reaves Utility Income Trust (UTG) and Sixth Street Specialty Lending, Inc. (TSLX). 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 12.62% return, which is significantly higher than TSLX's -18.90% return. Over the past 10 years, UTG has underperformed TSLX with an annualized return of 10.17%, while TSLX has yielded a comparatively higher 11.45% annualized return.


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%

TSLX

1D
-1.38%
1M
-4.40%
YTD
-18.90%
6M
-19.48%
1Y
-19.78%
3Y*
6.57%
5Y*
4.47%
10Y*
11.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UTG vs. TSLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
TSLX
Sixth Street Specialty Lending, Inc.
-18.90%11.52%8.83%35.29%-16.37%32.33%9.77%29.62%0.36%15.47%

Correlation

The correlation between UTG and TSLX 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

0.23

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

0.31

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

0.31

Correlation (All Time)
Calculated using the full available price history since Mar 24, 2014

0.28

Over the past year, the correlation between UTG and TSLX has dropped to 0.05 - well below their long-term average of 0.28, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

UTG:

$3.63B

TSLX:

$1.62B

EPS

UTG:

$18.20

TSLX:

$436.19

PE Ratio

UTG:

2.22

TSLX:

0.04

PEG Ratio

UTG:

0.01

TSLX:

0.05

PS Ratio

UTG:

6.91

TSLX:

0.02

PB Ratio

UTG:

1.03

TSLX:

0.00

Total Revenue (TTM)

UTG:

$525.39M

TSLX:

$91.48B

Gross Profit (TTM)

UTG:

$228.88M

TSLX:

$215.15M

EBITDA (TTM)

UTG:

$1.71B

TSLX:

$192.45M

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Return for Risk

UTG vs. TSLX — Risk / Return Rank

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

UTG
UTG Risk / Return Rank: 7575
Overall Rank
UTG Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
UTG Sortino Ratio Rank: 7373
Sortino Ratio Rank
UTG Omega Ratio Rank: 7373
Omega Ratio Rank
UTG Calmar Ratio Rank: 7575
Calmar Ratio Rank
UTG Martin Ratio Rank: 7474
Martin Ratio Rank

TSLX
TSLX Risk / Return Rank: 1212
Overall Rank
TSLX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
TSLX Sortino Ratio Rank: 1212
Sortino Ratio Rank
TSLX Omega Ratio Rank: 1212
Omega Ratio Rank
TSLX Calmar Ratio Rank: 1616
Calmar Ratio Rank
TSLX Martin Ratio Rank: 1010
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. TSLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Reaves Utility Income Trust (UTG) and Sixth Street Specialty Lending, Inc. (TSLX). 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.


UTGTSLXDifference
Sharpe ratioReturn per unit of total volatility

+2.20

Sortino ratioReturn per unit of downside risk

+2.84

Omega ratioGain probability vs. loss probability

1.24

0.87

+0.37

Calmar ratioReturn relative to maximum drawdown

2.01

-0.71

+2.73

Martin ratioReturn relative to average drawdown

4.46

-1.35

+5.81

UTG vs. TSLX - Sharpe Ratio Comparison

The current UTG Sharpe Ratio is 1.39, which is higher than the TSLX Sharpe Ratio of -0.81. The chart below compares the historical Sharpe Ratios of UTG and TSLX, 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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Sharpe Ratios by Period


UTGTSLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

-0.81

+2.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.23

+0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.54

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.51

-0.03

Drawdowns

UTG vs. TSLX - Drawdown Comparison

The maximum UTG drawdown since its inception was -67.77%, which is greater than TSLX's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for UTG and TSLX.


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Drawdown Indicators


UTGTSLXDifference

Max Drawdown

Largest peak-to-trough decline

-67.77%

-50.27%

-17.50%

Max Drawdown (1Y)

Largest decline over 1 year

-11.59%

-27.94%

+16.35%

Max Drawdown (3Y)

Largest decline over 3 years

-15.03%

-27.94%

+12.91%

Max Drawdown (5Y)

Largest decline over 5 years

-26.54%

-28.77%

+2.23%

Max Drawdown (10Y)

Largest decline over 10 years

-47.91%

-50.27%

+2.36%

Current Drawdown

Current decline from peak

-7.00%

-26.75%

+19.75%

Average Drawdown

Average peak-to-trough decline

-8.74%

-9.08%

+0.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.22%

14.69%

-9.47%

Volatility

UTG vs. TSLX - Volatility Comparison

The current volatility for Reaves Utility Income Trust (UTG) is 6.24%, while Sixth Street Specialty Lending, Inc. (TSLX) has a volatility of 8.58%. This indicates that UTG experiences smaller price fluctuations and is considered to be less risky than TSLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UTGTSLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.24%

8.58%

-2.34%

Volatility (6M)

Calculated over the trailing 6-month period

12.95%

20.68%

-7.73%

Volatility (1Y)

Calculated over the trailing 1-year period

16.83%

24.64%

-7.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.84%

19.40%

-2.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.61%

21.47%

+0.14%

Dividends

UTG vs. TSLX - Dividend Comparison

UTG's dividend yield for the trailing twelve months is around 5.91%, less than TSLX's 11.25% yield.


PositionTTM20252024202320222021202020192018201720162015
TSLX
Sixth Street Specialty Lending, Inc.
11.25%9.44%9.81%9.72%10.34%15.35%11.08%8.43%9.84%8.84%8.35%9.62%
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. TSLX - Financials Comparison

This section allows you to compare key financial metrics between Reaves Utility Income Trust and Sixth Street Specialty Lending, 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.


Quarterly
Annual

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


0.0020.00B40.00B60.00B80.00B100.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
76.73M
91.19B
(UTG) Total Revenue
(TSLX) Total Revenue
Values in USD except per share items

Frequently Asked Questions


UTG and TSLX 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.

TSLX has higher volatility (8.58%) compared to UTG (6.24%). In terms of maximum drawdown, UTG dropped -67.77% vs TSLX's -50.27%.

UTG currently has the higher Sharpe Ratio (1.39 vs -0.81), 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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