That old chestnut..

[routercnc]

Wouldn't worry about UTS. If you hit that limit in steel or aluminium then you've not used common sense in the design e.g. simple 2mm thick gantry side plates. In that case the design is not strong enough. It's the point when you have permanantly deformed or broken the material due to the loads you are applying.

What you really need to consider for practical machines is stiffness, which is the slope of that line. Also called Young's modulus, this will tell you how much the material deflects for a given load. If it deflects too much for your requirements it is not stiff enough. Some people confuse this with strength but technically the 2 terms are quite different. Whilst Young's modulus is fixed for a given material, the actual stiffness in your design is related to both the choice of material and the section properties you go for (depth, width, wall thickess) etc.

Steel is 3 times stiffer than aluminium like-for-like. It is also 3 times more dense, so 3 times more heavy. But this is no bad thing for a cnc machine.
If you want to get the aluminium stiffness shortfall back up to steel levels you can increase the wall thickness and/or section size, but except for some unusual cases (all members in pure tension or compression, so not practical on cnc machine), you end up back at the same mass as steel if you want to match the stiffness. But you will have much thicker walls or section sizes than the steel equivalent.

[Ricardoco]

Steel is 3 times stiffer than aluminium like-for-like. It is also 3 times more dense, so 3 times more heavy. But this is no bad thing for a cnc machine.
If you want to get the aluminium stiffness shortfall back up to steel levels you can increase the wall thickness and/or section size, but except for some unusual cases (all members in pure tension or compression, so not practical on cnc machine), you end up back at the same mass as steel if you want to match the stiffness. But you will have much thicker walls or section sizes than the steel equivalent.

2 for steel and no contest so far, hmmmmm im shocked... any Aluminium takers then???