CAT vs. DIA
Compare and contrast key facts about Caterpillar Inc. (CAT) and SPDR Dow Jones Industrial Average ETF (DIA).
DIA is a passively managed fund by State Street that tracks the performance of the Dow Jones Industrial Average. It was launched on Jan 14, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CAT or DIA.
Performance
CAT vs. DIA - Performance Comparison
Returns By Period
In the year-to-date period, CAT achieves a 32.12% return, which is significantly higher than DIA's 16.83% return. Over the past 10 years, CAT has outperformed DIA with an annualized return of 16.83%, while DIA has yielded a comparatively lower 11.67% annualized return.
CAT
32.12%
-2.04%
6.80%
54.36%
24.93%
16.83%
DIA
16.83%
0.42%
9.88%
26.29%
11.44%
11.67%
Key characteristics
| CAT | DIA | |
|---|---|---|
| Sharpe Ratio | 2.17 | 2.40 |
| Sortino Ratio | 2.91 | 3.41 |
| Omega Ratio | 1.39 | 1.45 |
| Calmar Ratio | 3.62 | 4.35 |
| Martin Ratio | 8.33 | 13.71 |
| Ulcer Index | 6.89% | 1.92% |
| Daily Std Dev | 26.46% | 11.00% |
| Max Drawdown | -73.43% | -51.87% |
| Current Drawdown | -7.78% | -1.93% |
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Correlation
The correlation between CAT and DIA is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
CAT vs. DIA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Caterpillar Inc. (CAT) and SPDR Dow Jones Industrial Average ETF (DIA). 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.
Dividends
CAT vs. DIA - Dividend Comparison
CAT's dividend yield for the trailing twelve months is around 1.41%, less than DIA's 1.48% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAT Caterpillar Inc. | 1.41% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% | 2.84% | 1.89% |
DIA SPDR Dow Jones Industrial Average ETF | 1.48% | 1.81% | 1.91% | 1.58% | 1.87% | 2.09% | 2.24% | 1.97% | 2.26% | 2.33% | 2.02% | 2.08% |
Drawdowns
CAT vs. DIA - Drawdown Comparison
The maximum CAT drawdown since its inception was -73.43%, which is greater than DIA's maximum drawdown of -51.87%. Use the drawdown chart below to compare losses from any high point for CAT and DIA. For additional features, visit the drawdowns tool.
Volatility
CAT vs. DIA - Volatility Comparison
Caterpillar Inc. (CAT) has a higher volatility of 10.55% compared to SPDR Dow Jones Industrial Average ETF (DIA) at 4.54%. This indicates that CAT's price experiences larger fluctuations and is considered to be riskier than DIA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.