CATH vs. CABA
Compare and contrast key facts about Global X S&P 500 Catholic Values Custom ETF (CATH) and Cabaletta Bio, Inc. (CABA).
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 CABA.
Key characteristics
| CATH | CABA | |
|---|---|---|
| YTD Return | 19.19% | -82.38% |
| 1Y Return | 31.32% | -75.00% |
| 3Y Return (Ann) | 6.99% | -32.54% |
| 5Y Return (Ann) | 14.18% | -18.37% |
| Sharpe Ratio | 2.66 | -0.82 |
| Sortino Ratio | 3.57 | -1.31 |
| Omega Ratio | 1.50 | 0.83 |
| Calmar Ratio | 2.82 | -0.86 |
| Martin Ratio | 16.44 | -1.36 |
| Ulcer Index | 1.98% | 54.68% |
| Daily Std Dev | 12.24% | 91.03% |
| Max Drawdown | -33.95% | -96.63% |
| Current Drawdown | -2.47% | -84.24% |
Correlation
The correlation between CATH and CABA is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
CATH vs. CABA - Performance Comparison
In the year-to-date period, CATH achieves a 19.19% return, which is significantly higher than CABA's -82.38% 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. CABA - 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 Cabaletta Bio, Inc. (CABA). 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. CABA - Dividend Comparison
CATH's dividend yield for the trailing twelve months is around 0.98%, while CABA has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
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% |
CABA Cabaletta Bio, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
CATH vs. CABA - Drawdown Comparison
The maximum CATH drawdown since its inception was -33.95%, smaller than the maximum CABA drawdown of -96.63%. Use the drawdown chart below to compare losses from any high point for CATH and CABA. For additional features, visit the drawdowns tool.
Volatility
CATH vs. CABA - Volatility Comparison
The current volatility for Global X S&P 500 Catholic Values Custom ETF (CATH) is 3.20%, while Cabaletta Bio, Inc. (CABA) has a volatility of 26.43%. This indicates that CATH experiences smaller price fluctuations and is considered to be less risky than CABA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.