CATH vs. AAPL
Compare and contrast key facts about Global X S&P 500 Catholic Values Custom ETF (CATH) and Apple Inc (AAPL).
CATH is a passively managed fund by Global X that tracks the performance of the S&P 500 Catholic Values Index. It was launched on Apr 18, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CATH or AAPL.
Key characteristics
| CATH | AAPL | |
|---|---|---|
| YTD Return | 19.19% | 15.75% |
| 1Y Return | 31.32% | 26.32% |
| 3Y Return (Ann) | 6.99% | 14.30% |
| 5Y Return (Ann) | 14.18% | 29.07% |
| Sharpe Ratio | 2.66 | 1.14 |
| Sortino Ratio | 3.57 | 1.75 |
| Omega Ratio | 1.50 | 1.22 |
| Calmar Ratio | 2.82 | 1.55 |
| Martin Ratio | 16.44 | 3.66 |
| Ulcer Index | 1.98% | 7.02% |
| Daily Std Dev | 12.24% | 22.58% |
| Max Drawdown | -33.95% | -81.80% |
| Current Drawdown | -2.47% | -6.12% |
Correlation
The correlation between CATH and AAPL is 0.68, 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.
Performance
CATH vs. AAPL - Performance Comparison
In the year-to-date period, CATH achieves a 19.19% return, which is significantly higher than AAPL's 15.75% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Dividends
CATH vs. AAPL - Dividend Comparison
CATH's dividend yield for the trailing twelve months is around 0.98%, more than AAPL's 0.44% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CATH Global X S&P 500 Catholic Values Custom ETF | 0.98% | 1.16% | 1.34% | 1.03% | 1.23% | 1.45% | 2.01% | 1.25% | 0.49% | 0.00% | 0.00% | 0.00% |
AAPL Apple Inc | 0.44% | 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.
Volatility
CATH vs. AAPL - Volatility Comparison
The current volatility for Global X S&P 500 Catholic Values Custom ETF (CATH) is 3.20%, while Apple Inc (AAPL) has a volatility of 5.75%. 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.