CAT vs. VGUS
CAT (Caterpillar Inc.) is a stock, while VGUS (Vanguard Ultra-Short Treasury ETF) is Ultrashort Bond fund tracking the Bloomberg Short Treasury Index. Over the past year, CAT returned 131.95% vs 3.86% for VGUS. At a correlation of -0.16, they often move in opposite directions.
Performance
CAT vs. VGUS - Performance Comparison
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Returns By Period
In the year-to-date period, CAT achieves a 63.29% return, which is significantly higher than VGUS's 1.81% return.
CAT
- 1D
- -2.20%
- 1M
- 2.30%
- 6M
- 48.53%
- YTD
- 63.29%
- 1Y
- 131.95%
- 3Y*
- 56.22%
- 5Y*
- 36.93%
- 10Y*
- 30.65%
VGUS
- 1D
- 0.00%
- 1M
- 0.27%
- 6M
- 1.71%
- YTD
- 1.81%
- 1Y
- 3.86%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CAT vs. VGUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CAT Caterpillar Inc. | 63.29% | 59.52% |
VGUS Vanguard Ultra-Short Treasury ETF | 1.81% | 3.78% |
Correlation
The correlation between CAT and VGUS is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.14 |
Correlation (All Time) Calculated using the full available price history since Feb 11, 2025 | -0.16 |
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Return for Risk
CAT vs. VGUS — Risk / Return Rank
CAT
VGUS
CAT vs. VGUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Caterpillar Inc. (CAT) and Vanguard Ultra-Short Treasury ETF (VGUS). 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.
| CAT | VGUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -8.33 | ||
| Sortino ratioReturn per unit of downside risk | -30.01 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 10.36 | -8.84 |
| Calmar ratioReturn relative to maximum drawdown | 9.56 | 53.21 | -43.65 |
| Martin ratioReturn relative to average drawdown | 28.50 | 402.51 | -374.01 |
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Drawdowns
CAT vs. VGUS - Drawdown Comparison
The maximum CAT drawdown since its inception was -73.43%, which is greater than VGUS's maximum drawdown of -0.07%. Use the drawdown chart below to compare losses from any high point for CAT and VGUS.
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Drawdown Indicators
| CAT | VGUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.43% | -0.07% | -73.36% |
Max Drawdown (1Y)Largest decline over 1 year | -13.88% | -0.07% | -13.81% |
Max Drawdown (3Y)Largest decline over 3 years | -34.05% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -34.05% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -43.36% | — | — |
Current DrawdownCurrent decline from peak | -12.53% | 0.00% | -12.53% |
Average DrawdownAverage peak-to-trough decline | -19.71% | -0.00% | -19.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.65% | 0.01% | +4.64% |
Volatility
CAT vs. VGUS - Volatility Comparison
Caterpillar Inc. (CAT) has a higher volatility of 15.84% compared to Vanguard Ultra-Short Treasury ETF (VGUS) at 0.07%. This indicates that CAT's price experiences larger fluctuations and is considered to be riskier than VGUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CAT | VGUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.84% | 0.07% | +15.77% |
Volatility (6M)Calculated over the trailing 6-month period | 30.27% | 0.18% | +30.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.83% | 0.33% | +37.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.36% | 0.34% | +31.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.19% | 0.34% | +30.85% |
Dividends
CAT vs. VGUS - Dividend Comparison
CAT's dividend yield for the trailing twelve months is around 0.65%, less than VGUS's 3.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAT Caterpillar Inc. | 0.65% | 1.02% | 1.49% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% |
VGUS Vanguard Ultra-Short Treasury ETF | 3.61% | 3.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CAT and VGUS have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CAT has higher volatility (15.84%) compared to VGUS (0.07%). In terms of maximum drawdown, CAT dropped -73.43% vs VGUS's -0.07%.
VGUS currently has the higher Sharpe Ratio (11.85 vs 3.52), 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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