CAH vs. ^SP500TR
Compare and contrast key facts about Cardinal Health, Inc. (CAH) and S&P 500 Total Return (^SP500TR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CAH or ^SP500TR.
Performance
CAH vs. ^SP500TR - Performance Comparison
Returns By Period
In the year-to-date period, CAH achieves a 22.60% return, which is significantly lower than ^SP500TR's 26.70% return. Over the past 10 years, CAH has underperformed ^SP500TR with an annualized return of 7.25%, while ^SP500TR has yielded a comparatively higher 13.26% annualized return.
CAH
22.60%
8.86%
27.64%
17.30%
20.61%
7.25%
^SP500TR
26.70%
3.09%
13.28%
32.85%
15.78%
13.26%
Key characteristics
| CAH | ^SP500TR | |
|---|---|---|
| Sharpe Ratio | 0.78 | 2.68 |
| Sortino Ratio | 1.18 | 3.58 |
| Omega Ratio | 1.16 | 1.50 |
| Calmar Ratio | 0.95 | 3.89 |
| Martin Ratio | 2.05 | 17.49 |
| Ulcer Index | 8.42% | 1.88% |
| Daily Std Dev | 22.24% | 12.24% |
| Max Drawdown | -61.68% | -55.25% |
| Current Drawdown | -2.78% | -0.46% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between CAH and ^SP500TR is 0.39, 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.
Risk-Adjusted Performance
CAH vs. ^SP500TR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Cardinal Health, Inc. (CAH) and S&P 500 Total Return (^SP500TR). 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.
Drawdowns
CAH vs. ^SP500TR - Drawdown Comparison
The maximum CAH drawdown since its inception was -61.68%, which is greater than ^SP500TR's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for CAH and ^SP500TR. For additional features, visit the drawdowns tool.
Volatility
CAH vs. ^SP500TR - Volatility Comparison
Cardinal Health, Inc. (CAH) has a higher volatility of 10.83% compared to S&P 500 Total Return (^SP500TR) at 3.96%. This indicates that CAH's price experiences larger fluctuations and is considered to be riskier than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.