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UTG vs. UTF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between UTG and UTF is 0.57, 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.


-0.50.00.51.00.6

Performance

UTG vs. UTF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Reaves Utility Income Trust (UTG) and Cohen & Steers Infrastructure Fund, Inc (UTF). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
17.17%
8.49%
UTG
UTF

Key characteristics

Sharpe Ratio

UTG:

1.91

UTF:

1.29

Sortino Ratio

UTG:

2.46

UTF:

1.94

Omega Ratio

UTG:

1.34

UTF:

1.23

Calmar Ratio

UTG:

1.70

UTF:

1.05

Martin Ratio

UTG:

9.45

UTF:

6.59

Ulcer Index

UTG:

2.86%

UTF:

2.93%

Daily Std Dev

UTG:

14.13%

UTF:

14.92%

Max Drawdown

UTG:

-67.51%

UTF:

-72.62%

Current Drawdown

UTG:

-10.17%

UTF:

-10.16%

Fundamentals

Returns By Period

In the year-to-date period, UTG achieves a 25.57% return, which is significantly higher than UTF's 19.18% return. Over the past 10 years, UTG has underperformed UTF with an annualized return of 7.93%, while UTF has yielded a comparatively higher 8.62% annualized return.


UTG

YTD

25.57%

1M

-8.60%

6M

17.81%

1Y

28.48%

5Y*

4.15%

10Y*

7.93%

UTF

YTD

19.18%

1M

-7.99%

6M

7.72%

1Y

19.12%

5Y*

5.44%

10Y*

8.62%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

UTG vs. UTF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Reaves Utility Income Trust (UTG) and Cohen & Steers Infrastructure Fund, Inc (UTF). 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.


Sharpe ratio
The chart of Sharpe ratio for UTG, currently valued at 1.91, compared to the broader market-4.00-2.000.002.001.911.29
The chart of Sortino ratio for UTG, currently valued at 2.46, compared to the broader market-4.00-2.000.002.004.002.461.94
The chart of Omega ratio for UTG, currently valued at 1.34, compared to the broader market0.501.001.502.001.341.23
The chart of Calmar ratio for UTG, currently valued at 1.70, compared to the broader market0.002.004.006.001.701.05
The chart of Martin ratio for UTG, currently valued at 9.45, compared to the broader market-5.000.005.0010.0015.0020.0025.009.456.59
UTG
UTF

The current UTG Sharpe Ratio is 1.91, which is higher than the UTF Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of UTG and UTF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.91
1.29
UTG
UTF

Dividends

UTG vs. UTF - Dividend Comparison

UTG's dividend yield for the trailing twelve months is around 7.30%, less than UTF's 7.95% yield.


TTM20232022202120202019201820172016201520142013
UTG
Reaves Utility Income Trust
7.30%8.53%8.07%6.35%6.59%5.69%6.86%6.54%9.42%7.29%5.53%6.85%
UTF
Cohen & Steers Infrastructure Fund, Inc
7.95%8.76%7.75%6.53%7.20%7.10%10.12%7.37%10.51%8.39%6.51%6.99%

Drawdowns

UTG vs. UTF - Drawdown Comparison

The maximum UTG drawdown since its inception was -67.51%, smaller than the maximum UTF drawdown of -72.62%. Use the drawdown chart below to compare losses from any high point for UTG and UTF. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.17%
-10.16%
UTG
UTF

Volatility

UTG vs. UTF - Volatility Comparison

Reaves Utility Income Trust (UTG) has a higher volatility of 6.52% compared to Cohen & Steers Infrastructure Fund, Inc (UTF) at 4.39%. This indicates that UTG's price experiences larger fluctuations and is considered to be riskier than UTF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
6.52%
4.39%
UTG
UTF

Financials

UTG vs. UTF - Financials Comparison

This section allows you to compare key financial metrics between Reaves Utility Income Trust and Cohen & Steers Infrastructure Fund, 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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