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

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.


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.

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Key characteristics

Sharpe Ratio

^UTY:

0.69

PCG:

-0.28

Sortino Ratio

^UTY:

1.04

PCG:

-0.18

Omega Ratio

^UTY:

1.13

PCG:

0.97

Calmar Ratio

^UTY:

0.82

PCG:

-0.09

Martin Ratio

^UTY:

2.33

PCG:

-0.47

Ulcer Index

^UTY:

5.18%

PCG:

14.77%

Daily Std Dev

^UTY:

17.30%

PCG:

26.26%

Max Drawdown

^UTY:

-48.16%

PCG:

-94.65%

Current Drawdown

^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

YTD

8.21%

1M

2.18%

6M

-0.57%

1Y

11.89%

3Y*

2.03%

5Y*

5.80%

10Y*

6.23%

PCG

YTD

-16.23%

1M

2.18%

6M

-21.75%

1Y

-7.31%

3Y*

11.62%

5Y*

7.42%

10Y*

-10.03%

*Annualized

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PHLX Utility Sector Index

PG&E Corporation

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

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 7070
Overall Rank
The Sharpe Ratio Rank of ^UTY is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of ^UTY is 7070
Sortino Ratio Rank
The Omega Ratio Rank of ^UTY is 5858
Omega Ratio Rank
The Calmar Ratio Rank of ^UTY is 8787
Calmar Ratio Rank
The Martin Ratio Rank of ^UTY is 7070
Martin Ratio Rank

PCG
The Risk-Adjusted Performance Rank of PCG is 3636
Overall Rank
The Sharpe Ratio Rank of PCG is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of PCG is 3030
Sortino Ratio Rank
The Omega Ratio Rank of PCG is 3030
Omega Ratio Rank
The Calmar Ratio Rank of PCG is 4545
Calmar Ratio Rank
The Martin Ratio Rank of PCG is 4040
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.


The current ^UTY Sharpe Ratio is 0.69, which is higher than the PCG Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of ^UTY and PCG, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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.


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