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 19.07% return, which is significantly lower than ^SP500TR's 25.57% return. Over the past 10 years, CAH has underperformed ^SP500TR with an annualized return of 7.13%, while ^SP500TR has yielded a comparatively higher 13.18% annualized return.
CAH
19.07%
5.27%
24.45%
14.60%
20.16%
7.13%
^SP500TR
25.57%
1.00%
11.92%
31.94%
15.65%
13.18%
Key characteristics
| CAH | ^SP500TR | |
|---|---|---|
| Sharpe Ratio | 0.76 | 2.69 |
| Sortino Ratio | 1.15 | 3.58 |
| Omega Ratio | 1.15 | 1.50 |
| Calmar Ratio | 0.92 | 3.90 |
| Martin Ratio | 1.98 | 17.55 |
| Ulcer Index | 8.42% | 1.88% |
| Daily Std Dev | 22.07% | 12.25% |
| Max Drawdown | -61.68% | -55.25% |
| Current Drawdown | -5.59% | -1.35% |
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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 10.39% compared to S&P 500 Total Return (^SP500TR) at 4.06%. 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.