PortfoliosLab logo
^UTY vs. PCG
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^UTY and PCG is 0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

^UTY vs. PCG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PHLX Utility Sector Index (^UTY) and PG&E Corporation (PCG). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Daily Std Dev

^UTY:

15.08%

PCG:

9.60%

Max Drawdown

^UTY:

-0.93%

PCG:

-0.41%

Current Drawdown

^UTY:

-0.45%

PCG:

-0.41%

Returns By Period


^UTY

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

PCG

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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

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

^UTY
The Risk-Adjusted Performance Rank of ^UTY is 8484
Overall Rank
The Sharpe Ratio Rank of ^UTY is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of ^UTY is 8383
Sortino Ratio Rank
The Omega Ratio Rank of ^UTY is 8181
Omega Ratio Rank
The Calmar Ratio Rank of ^UTY is 8888
Calmar Ratio Rank
The Martin Ratio Rank of ^UTY is 8484
Martin Ratio Rank

PCG
The Risk-Adjusted Performance Rank of PCG is 4343
Overall Rank
The Sharpe Ratio Rank of PCG is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of PCG is 3737
Sortino Ratio Rank
The Omega Ratio Rank of PCG is 3737
Omega Ratio Rank
The Calmar Ratio Rank of PCG is 4949
Calmar Ratio Rank
The Martin Ratio Rank of PCG is 4747
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.

^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 -0.93%, which is greater than PCG's maximum drawdown of -0.41%. Use the drawdown chart below to compare losses from any high point for ^UTY and PCG. For additional features, visit the drawdowns tool.


Loading data...

Volatility

^UTY vs. PCG - Volatility Comparison


Loading data...