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CATH vs. AAPL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

CATH vs. AAPL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X S&P 500 Catholic Values Custom ETF (CATH) and Apple Inc (AAPL). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
12.54%
18.95%
CATH
AAPL

Returns By Period

In the year-to-date period, CATH achieves a 24.45% return, which is significantly higher than AAPL's 19.15% return.


CATH

YTD

24.45%

1M

1.84%

6M

12.54%

1Y

30.90%

5Y (annualized)

14.96%

10Y (annualized)

N/A

AAPL

YTD

19.15%

1M

-2.75%

6M

18.95%

1Y

19.82%

5Y (annualized)

29.27%

10Y (annualized)

24.36%

Key characteristics


CATHAAPL
Sharpe Ratio2.580.93
Sortino Ratio3.481.47
Omega Ratio1.481.18
Calmar Ratio3.731.26
Martin Ratio16.002.96
Ulcer Index1.99%7.08%
Daily Std Dev12.39%22.52%
Max Drawdown-33.95%-81.80%
Current Drawdown-1.18%-3.36%

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Correlation

-0.50.00.51.00.7

The correlation between CATH and AAPL 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

CATH vs. AAPL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X S&P 500 Catholic Values Custom ETF (CATH) and Apple Inc (AAPL). 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.


Sharpe ratio
The chart of Sharpe ratio for CATH, currently valued at 2.58, compared to the broader market0.002.004.006.002.580.93
The chart of Sortino ratio for CATH, currently valued at 3.48, compared to the broader market-2.000.002.004.006.008.0010.0012.003.481.47
The chart of Omega ratio for CATH, currently valued at 1.48, compared to the broader market0.501.001.502.002.503.001.481.18
The chart of Calmar ratio for CATH, currently valued at 3.73, compared to the broader market0.005.0010.0015.003.731.26
The chart of Martin ratio for CATH, currently valued at 16.00, compared to the broader market0.0020.0040.0060.0080.00100.00120.0016.002.96
CATH
AAPL

The current CATH Sharpe Ratio is 2.58, which is higher than the AAPL Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of CATH and AAPL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
2.58
0.93
CATH
AAPL

Dividends

CATH vs. AAPL - Dividend Comparison

CATH's dividend yield for the trailing twelve months is around 0.93%, more than AAPL's 0.43% yield.


TTM20232022202120202019201820172016201520142013
CATH
Global X S&P 500 Catholic Values Custom ETF
0.93%1.16%1.34%1.03%1.23%1.45%2.01%1.27%0.50%0.00%0.00%0.00%
AAPL
Apple Inc
0.43%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%

Drawdowns

CATH vs. AAPL - Drawdown Comparison

The maximum CATH drawdown since its inception was -33.95%, smaller than the maximum AAPL drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for CATH and AAPL. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.18%
-3.36%
CATH
AAPL

Volatility

CATH vs. AAPL - Volatility Comparison

The current volatility for Global X S&P 500 Catholic Values Custom ETF (CATH) is 4.20%, while Apple Inc (AAPL) has a volatility of 5.14%. This indicates that CATH experiences smaller price fluctuations and is considered to be less risky than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
4.20%
5.14%
CATH
AAPL