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UTL vs. CRF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between UTL and CRF is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

UTL vs. CRF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Unitil Corporation (UTL) and Cornerstone Total Return Fund, Inc. (CRF). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

UTL:

0.16

CRF:

0.29

Sortino Ratio

UTL:

0.50

CRF:

0.52

Omega Ratio

UTL:

1.06

CRF:

1.09

Calmar Ratio

UTL:

0.33

CRF:

0.26

Martin Ratio

UTL:

0.70

CRF:

0.69

Ulcer Index

UTL:

7.60%

CRF:

11.03%

Daily Std Dev

UTL:

23.84%

CRF:

26.42%

Max Drawdown

UTL:

-48.37%

CRF:

-78.17%

Current Drawdown

UTL:

-10.80%

CRF:

-22.03%

Returns By Period

In the year-to-date period, UTL achieves a 2.09% return, which is significantly higher than CRF's -14.33% return. Both investments have delivered pretty close results over the past 10 years, with UTL having a 8.54% annualized return and CRF not far ahead at 8.65%.


UTL

YTD

2.09%

1M

-3.21%

6M

-7.54%

1Y

3.83%

5Y*

7.39%

10Y*

8.54%

CRF

YTD

-14.33%

1M

2.57%

6M

-15.43%

1Y

7.58%

5Y*

14.85%

10Y*

8.65%

*Annualized

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Risk-Adjusted Performance

UTL vs. CRF — Risk-Adjusted Performance Rank

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

UTL
The Risk-Adjusted Performance Rank of UTL is 5656
Overall Rank
The Sharpe Ratio Rank of UTL is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of UTL is 5050
Sortino Ratio Rank
The Omega Ratio Rank of UTL is 4848
Omega Ratio Rank
The Calmar Ratio Rank of UTL is 6565
Calmar Ratio Rank
The Martin Ratio Rank of UTL is 6060
Martin Ratio Rank

CRF
The Risk-Adjusted Performance Rank of CRF is 3737
Overall Rank
The Sharpe Ratio Rank of CRF is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of CRF is 3535
Sortino Ratio Rank
The Omega Ratio Rank of CRF is 4141
Omega Ratio Rank
The Calmar Ratio Rank of CRF is 3939
Calmar Ratio Rank
The Martin Ratio Rank of CRF is 3232
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

UTL vs. CRF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Unitil Corporation (UTL) and Cornerstone Total Return Fund, Inc. (CRF). 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.


The current UTL Sharpe Ratio is 0.16, which is lower than the CRF Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of UTL and CRF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

UTL vs. CRF - Dividend Comparison

UTL's dividend yield for the trailing twelve months is around 3.14%, less than CRF's 18.52% yield.


TTM20242023202220212020201920182017201620152014
UTL
Unitil Corporation
3.14%3.14%3.08%3.04%3.31%3.39%2.39%2.88%3.16%3.13%3.90%3.76%
CRF
Cornerstone Total Return Fund, Inc.
18.52%14.36%19.89%29.32%14.43%20.08%23.03%26.33%19.05%23.54%26.82%22.80%

Drawdowns

UTL vs. CRF - Drawdown Comparison

The maximum UTL drawdown since its inception was -48.37%, smaller than the maximum CRF drawdown of -78.17%. Use the drawdown chart below to compare losses from any high point for UTL and CRF. For additional features, visit the drawdowns tool.


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Volatility

UTL vs. CRF - Volatility Comparison

The current volatility for Unitil Corporation (UTL) is 6.27%, while Cornerstone Total Return Fund, Inc. (CRF) has a volatility of 8.87%. This indicates that UTL experiences smaller price fluctuations and is considered to be less risky than CRF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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