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CAT vs. XHYD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CAT vs. XHYD

Last updated Jun 9, 2026

CAT (Caterpillar Inc.) is a stock, while XHYD (BondBloxx US High Yield Consumer Non-Cyclicals Sector ETF) is High Yield Bonds fund tracking the ICE Diversified US Cash Pay High Yield Consumer Non-Cyclical. Over the past 3 years, CAT returned 59.74%/yr vs 7.51%/yr for XHYD. At a 0.37 correlation, their price movements are largely independent.

Performance

CAT vs. XHYD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Caterpillar Inc. (CAT) and BondBloxx US High Yield Consumer Non-Cyclicals Sector ETF (XHYD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CAT achieves a 60.51% return, which is significantly higher than XHYD's 0.44% return.

CAT

1D
1.26%
1M
2.03%
YTD
60.51%
6M
54.15%
1Y
161.94%
3Y*
59.74%
5Y*
33.67%
10Y*
31.20%

XHYD

1D
0.00%
1M
-0.75%
YTD
0.44%
6M
0.97%
1Y
5.22%
3Y*
7.51%
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

CAT vs. XHYD - Yearly Performance Comparison

2026 (YTD)2025202420232022
CAT
Caterpillar Inc.		60.51%60.30%24.66%25.95%25.30%
XHYD
BondBloxx US High Yield Consumer Non-Cyclicals Sector ETF		0.44%8.33%6.29%11.75%-5.80%

Correlation

The correlation between CAT and XHYD is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.28

Correlation (3Y)
Calculated over the trailing 3-year period

0.36

Correlation (All Time)
Calculated using the full available price history since Feb 18, 2022

0.37

Compare stocks, funds, or ETFs

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Caterpillar Inc.

BondBloxx US High Yield Consumer Non-Cyclicals Sector ETF

Often compared with CAT:
CAT vs. DECAT vs. CMICAT vs. SPYCAT vs. VOOCAT vs. URICAT vs. HDCAT vs. CL
Often compared with XHYD:
XHYD vs. BBDD.LXHYD vs. XHYFXHYD vs. BSJPXHYD vs. EUNL.DEXHYD vs. SPYXHYD vs. SKORXHYD vs. AAPL

Return for Risk

CAT vs. XHYD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CAT
CAT Risk / Return Rank: 9898
Overall Rank
CAT Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
CAT Sortino Ratio Rank: 9898
Sortino Ratio Rank
CAT Omega Ratio Rank: 9797
Omega Ratio Rank
CAT Calmar Ratio Rank: 9898
Calmar Ratio Rank
CAT Martin Ratio Rank: 9999
Martin Ratio Rank
XHYD
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CAT vs. XHYD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Caterpillar Inc. (CAT) and BondBloxx US High Yield Consumer Non-Cyclicals Sector ETF (XHYD). 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.

CATXHYDDifference
Sharpe ratioReturn per unit of total volatility
4.76
1.55

+3.21

Sortino ratioReturn per unit of downside risk
5.44
2.20

+3.24

Omega ratioGain probability vs. loss probability

1.69

1.32

+0.37

Calmar ratioReturn relative to maximum drawdown

11.74

2.36

+9.38

Martin ratioReturn relative to average drawdown

38.95

10.53

+28.41

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CAT vs. XHYD - Sharpe Ratio Comparison

The current CAT Sharpe Ratio is 4.76, which is higher than the XHYD Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of CAT and XHYD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

CATXHYDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.76

1.55

+3.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.10

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.01

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.67

-0.31

Drawdowns

CAT vs. XHYD - Drawdown Comparison

The maximum CAT drawdown since its inception was -73.43%, which is greater than XHYD's maximum drawdown of -11.02%. Use the drawdown chart below to compare losses from any high point for CAT and XHYD.

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Drawdown Indicators

CATXHYDDifference

Max Drawdown

Largest peak-to-trough decline

-73.43%

-11.02%

-62.41%

Max Drawdown (1Y)

Largest decline over 1 year

-13.88%

-2.49%

-11.39%

Max Drawdown (3Y)

Largest decline over 3 years

-34.05%

-3.70%

-30.35%

Max Drawdown (5Y)

Largest decline over 5 years

-34.05%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-43.36%

—

—

Current Drawdown

Current decline from peak

-2.64%

-1.08%

-1.56%

Average Drawdown

Average peak-to-trough decline

-19.74%

-2.04%

-17.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.18%

0.56%

+3.62%

Volatility

CAT vs. XHYD - Volatility Comparison

Caterpillar Inc. (CAT) has a higher volatility of 10.77% compared to BondBloxx US High Yield Consumer Non-Cyclicals Sector ETF (XHYD) at 1.83%. This indicates that CAT's price experiences larger fluctuations and is considered to be riskier than XHYD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CATXHYDDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.77%

1.83%

+8.94%

Volatility (6M)

Calculated over the trailing 6-month period

27.35%

3.28%

+24.07%

Volatility (1Y)

Calculated over the trailing 1-year period

34.31%

3.79%

+30.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.67%

7.15%

+23.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.89%

7.15%

+23.74%

Dividends

CAT vs. XHYD - Dividend Comparison

CAT's dividend yield for the trailing twelve months is around 0.66%, while XHYD has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
CAT
Caterpillar Inc.		0.66%1.02%1.49%1.69%1.93%2.07%2.26%2.56%2.58%1.97%3.32%4.33%
XHYD
BondBloxx US High Yield Consumer Non-Cyclicals Sector ETF		5.31%5.83%6.32%5.80%5.01%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

CAT and XHYD have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CAT has higher volatility (10.77%) compared to XHYD (1.83%). In terms of maximum drawdown, CAT dropped -73.43% vs XHYD's -11.02%.

CAT currently has the higher Sharpe Ratio (4.76 vs 1.55), 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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