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UTG vs. VNQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between UTG and VNQ is 0.47, 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.


-0.50.00.51.00.5

Performance

UTG vs. VNQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Reaves Utility Income Trust (UTG) and Vanguard Real Estate ETF (VNQ). The values are adjusted to include any dividend payments, if applicable.

300.00%400.00%500.00%600.00%700.00%800.00%900.00%JulyAugustSeptemberOctoberNovemberDecember
806.66%
328.19%
UTG
VNQ

Key characteristics

Sharpe Ratio

UTG:

1.91

VNQ:

0.39

Sortino Ratio

UTG:

2.46

VNQ:

0.62

Omega Ratio

UTG:

1.34

VNQ:

1.08

Calmar Ratio

UTG:

1.70

VNQ:

0.24

Martin Ratio

UTG:

9.45

VNQ:

1.32

Ulcer Index

UTG:

2.86%

VNQ:

4.71%

Daily Std Dev

UTG:

14.13%

VNQ:

16.11%

Max Drawdown

UTG:

-67.51%

VNQ:

-73.07%

Current Drawdown

UTG:

-10.17%

VNQ:

-14.13%

Returns By Period

In the year-to-date period, UTG achieves a 25.57% return, which is significantly higher than VNQ's 4.10% return. Over the past 10 years, UTG has outperformed VNQ with an annualized return of 7.93%, while VNQ has yielded a comparatively lower 4.91% annualized return.


UTG

YTD

25.57%

1M

-8.60%

6M

17.81%

1Y

28.48%

5Y*

4.15%

10Y*

7.93%

VNQ

YTD

4.10%

1M

-6.48%

6M

8.61%

1Y

4.87%

5Y*

3.24%

10Y*

4.91%

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Risk-Adjusted Performance

UTG vs. VNQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Reaves Utility Income Trust (UTG) and Vanguard Real Estate ETF (VNQ). 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-4.00-2.000.002.001.910.39
The chart of Sortino ratio for UTG, currently valued at 2.46, compared to the broader market-4.00-2.000.002.004.002.460.62
The chart of Omega ratio for UTG, currently valued at 1.34, compared to the broader market0.501.001.502.001.341.08
The chart of Calmar ratio for UTG, currently valued at 1.70, compared to the broader market0.002.004.006.001.700.24
The chart of Martin ratio for UTG, currently valued at 9.45, compared to the broader market-5.000.005.0010.0015.0020.0025.009.451.32
UTG
VNQ

The current UTG Sharpe Ratio is 1.91, which is higher than the VNQ Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of UTG and VNQ, 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
0.39
UTG
VNQ

Dividends

UTG vs. VNQ - Dividend Comparison

UTG's dividend yield for the trailing twelve months is around 7.30%, more than VNQ's 2.89% 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%
VNQ
Vanguard Real Estate ETF
2.89%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%4.32%

Drawdowns

UTG vs. VNQ - Drawdown Comparison

The maximum UTG drawdown since its inception was -67.51%, smaller than the maximum VNQ drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for UTG and VNQ. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.17%
-14.13%
UTG
VNQ

Volatility

UTG vs. VNQ - Volatility Comparison

Reaves Utility Income Trust (UTG) has a higher volatility of 6.52% compared to Vanguard Real Estate ETF (VNQ) at 5.65%. This indicates that UTG's price experiences larger fluctuations and is considered to be riskier than VNQ 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%
5.65%
UTG
VNQ
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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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