Correlation
The correlation between ^UTY and PCG is 0.37, 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.
^UTY vs. PCG
Compare and contrast key facts about PHLX Utility Sector Index (^UTY) and PG&E Corporation (PCG).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^UTY or PCG.
Performance
^UTY vs. PCG - Performance Comparison
Loading data...
Key characteristics
^UTY:
0.69
PCG:
-0.28
^UTY:
1.04
PCG:
-0.18
^UTY:
1.13
PCG:
0.97
^UTY:
0.82
PCG:
-0.09
^UTY:
2.33
PCG:
-0.47
^UTY:
5.18%
PCG:
14.77%
^UTY:
17.30%
PCG:
26.26%
^UTY:
-48.16%
PCG:
-94.65%
^UTY:
-2.73%
PCG:
-76.11%
Returns By Period
In the year-to-date period, ^UTY achieves a 8.21% return, which is significantly higher than PCG's -16.23% return. Over the past 10 years, ^UTY has outperformed PCG with an annualized return of 6.23%, while PCG has yielded a comparatively lower -10.03% annualized return.
^UTY
8.21%
2.18%
-0.57%
11.89%
2.03%
5.80%
6.23%
PCG
-16.23%
2.18%
-21.75%
-7.31%
11.62%
7.42%
-10.03%
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
^UTY vs. PCG — Risk-Adjusted Performance Rank
^UTY
PCG
^UTY vs. PCG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PHLX Utility Sector Index (^UTY) and PG&E Corporation (PCG). 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.
Loading data...
Drawdowns
^UTY vs. PCG - Drawdown Comparison
The maximum ^UTY drawdown since its inception was -48.16%, smaller than the maximum PCG drawdown of -94.65%. Use the drawdown chart below to compare losses from any high point for ^UTY and PCG.
Loading data...
Volatility
^UTY vs. PCG - Volatility Comparison
The current volatility for PHLX Utility Sector Index (^UTY) is 5.27%, while PG&E Corporation (PCG) has a volatility of 5.78%. This indicates that ^UTY experiences smaller price fluctuations and is considered to be less risky than PCG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading data...