CARE vs. PG
CARE (Carter Bankshares, Inc.) and PG (The Procter & Gamble Company) are both stocks. CARE operates in Banks - Regional (Financial Services), while PG operates in Household & Personal Products (Consumer Defensive). Over the past 10 years, CARE returned 9.15%/yr vs 8.96%/yr for PG. At a 0.10 correlation, their price movements are largely independent.
Performance
CARE vs. PG - Performance Comparison
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Returns By Period
In the year-to-date period, CARE achieves a 52.54% return, which is significantly higher than PG's 5.93% return. Both investments have delivered pretty close results over the past 10 years, with CARE having a 9.15% annualized return and PG not far behind at 8.96%.
CARE
- 1D
- 1.07%
- 1M
- 12.31%
- YTD
- 52.54%
- 6M
- 50.09%
- 1Y
- 79.68%
- 3Y*
- 23.55%
- 5Y*
- 16.01%
- 10Y*
- 9.15%
PG
- 1D
- 0.86%
- 1M
- 5.18%
- YTD
- 5.93%
- 6M
- 6.28%
- 1Y
- -5.68%
- 3Y*
- 3.69%
- 5Y*
- 4.73%
- 10Y*
- 8.96%
CARE vs. PG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CARE Carter Bankshares, Inc. | 52.54% | 11.77% | 17.50% | -9.76% | 7.80% | 43.56% | -54.48% | 58.13% | -14.53% | 32.05% |
PG The Procter & Gamble Company | 5.93% | -12.26% | 17.25% | -0.86% | -5.05% | 20.52% | 14.15% | 39.70% | 3.57% | 12.69% |
Correlation
The correlation between CARE and PG is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Aug 27, 2012 | 0.10 |
Fundamentals
CARE:
$652.68M
PG:
$361.53B
CARE:
$4.87
PG:
$5.23
CARE:
6.13
PG:
28.63
CARE:
0.43
PG:
7.00
CARE:
2.07
PG:
4.20
CARE:
1.29
PG:
6.70
CARE:
$319.93M
PG:
$86.72B
CARE:
$256.97M
PG:
$43.64B
CARE:
$142.80M
PG:
$22.63B
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Return for Risk
CARE vs. PG — Risk / Return Rank
CARE
PG
CARE vs. PG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Carter Bankshares, Inc. (CARE) and The Procter & Gamble Company (PG). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CARE | PG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.33 | ||
| Sortino ratioReturn per unit of downside risk | +4.12 | ||
| Omega ratioGain probability vs. loss probability | 1.53 | 0.97 | +0.56 |
| Calmar ratioReturn relative to maximum drawdown | 5.06 | -0.37 | +5.43 |
| Martin ratioReturn relative to average drawdown | 14.55 | -0.68 | +15.23 |
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Drawdowns
CARE vs. PG - Drawdown Comparison
The maximum CARE drawdown since its inception was -73.17%, which is greater than PG's maximum drawdown of -54.25%. Use the drawdown chart below to compare losses from any high point for CARE and PG.
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Drawdown Indicators
| CARE | PG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.17% | -54.25% | -18.92% |
Max Drawdown (1Y)Largest decline over 1 year | -15.83% | -15.52% | -0.31% |
Max Drawdown (3Y)Largest decline over 3 years | -35.75% | -21.15% | -14.60% |
Max Drawdown (5Y)Largest decline over 5 years | -42.95% | -23.77% | -19.18% |
Max Drawdown (10Y)Largest decline over 10 years | -73.17% | -23.77% | -49.40% |
Current DrawdownCurrent decline from peak | 0.00% | -13.29% | +13.29% |
Average DrawdownAverage peak-to-trough decline | -19.46% | -12.16% | -7.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.50% | 8.80% | -3.30% |
Volatility
CARE vs. PG - Volatility Comparison
Carter Bankshares, Inc. (CARE) has a higher volatility of 8.65% compared to The Procter & Gamble Company (PG) at 6.99%. This indicates that CARE's price experiences larger fluctuations and is considered to be riskier than PG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CARE | PG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.65% | 6.99% | +1.66% |
Volatility (6M)Calculated over the trailing 6-month period | 18.11% | 15.01% | +3.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.45% | 18.78% | +7.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.05% | 17.82% | +13.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.81% | 19.05% | +17.76% |
Dividends
CARE vs. PG - Dividend Comparison
CARE's dividend yield for the trailing twelve months is around 0.33%, less than PG's 2.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CARE Carter Bankshares, Inc. | 0.33% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.31% | 0.00% | 0.00% | 0.00% | 2.26% | 2.96% |
PG The Procter & Gamble Company | 2.85% | 2.91% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% |
Financials
CARE vs. PG - Financials Comparison
This section allows you to compare key financial metrics between Carter Bankshares, Inc. and The Procter & Gamble Company. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
CARE and PG have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CARE has higher volatility (8.65%) compared to PG (6.99%). In terms of maximum drawdown, CARE dropped -73.17% vs PG's -54.25%.
CARE currently has the higher Sharpe Ratio (3.03 vs -0.30), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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