CAT vs. VTI
Compare and contrast key facts about Caterpillar Inc. (CAT) and Vanguard Total Stock Market ETF (VTI).
VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CAT or VTI.
Performance
CAT vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, CAT achieves a 32.12% return, which is significantly higher than VTI's 23.63% return. Over the past 10 years, CAT has outperformed VTI with an annualized return of 16.83%, while VTI has yielded a comparatively lower 12.59% annualized return.
CAT
32.12%
-2.04%
6.80%
54.36%
24.93%
16.83%
VTI
23.63%
0.87%
11.41%
32.34%
14.66%
12.59%
Key characteristics
| CAT | VTI | |
|---|---|---|
| Sharpe Ratio | 2.17 | 2.58 |
| Sortino Ratio | 2.91 | 3.45 |
| Omega Ratio | 1.39 | 1.48 |
| Calmar Ratio | 3.62 | 3.76 |
| Martin Ratio | 8.33 | 16.56 |
| Ulcer Index | 6.89% | 1.95% |
| Daily Std Dev | 26.46% | 12.51% |
| Max Drawdown | -73.43% | -55.45% |
| Current Drawdown | -7.78% | -2.43% |
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Correlation
The correlation between CAT and VTI is 0.67, 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. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Caterpillar Inc. (CAT) and Vanguard Total Stock Market ETF (VTI). 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. VTI - Dividend Comparison
CAT's dividend yield for the trailing twelve months is around 1.41%, more than VTI's 1.29% 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% |
VTI Vanguard Total Stock Market ETF | 1.29% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
CAT vs. VTI - Drawdown Comparison
The maximum CAT drawdown since its inception was -73.43%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for CAT and VTI. For additional features, visit the drawdowns tool.
Volatility
CAT vs. VTI - Volatility Comparison
Caterpillar Inc. (CAT) has a higher volatility of 10.55% compared to Vanguard Total Stock Market ETF (VTI) at 4.27%. This indicates that CAT's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.