CHCT vs. VOO
Compare and contrast key facts about Community Healthcare Trust Incorporated (CHCT) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CHCT or VOO.
Performance
CHCT vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, CHCT achieves a -24.30% return, which is significantly lower than VOO's 26.58% return.
CHCT
-24.30%
13.28%
-14.16%
-24.47%
-12.32%
N/A
VOO
26.58%
3.05%
13.23%
32.77%
15.74%
13.22%
Key characteristics
| CHCT | VOO | |
|---|---|---|
| Sharpe Ratio | -0.64 | 2.69 |
| Sortino Ratio | -0.65 | 3.59 |
| Omega Ratio | 0.90 | 1.50 |
| Calmar Ratio | -0.37 | 3.88 |
| Martin Ratio | -1.17 | 17.58 |
| Ulcer Index | 20.26% | 1.86% |
| Daily Std Dev | 37.18% | 12.19% |
| Max Drawdown | -63.37% | -33.99% |
| Current Drawdown | -56.15% | -0.53% |
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Correlation
The correlation between CHCT and VOO is 0.34, 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.
Risk-Adjusted Performance
CHCT vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Community Healthcare Trust Incorporated (CHCT) and Vanguard S&P 500 ETF (VOO). 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
CHCT vs. VOO - Dividend Comparison
CHCT's dividend yield for the trailing twelve months is around 9.97%, more than VOO's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHCT Community Healthcare Trust Incorporated | 9.97% | 6.78% | 4.93% | 3.65% | 3.58% | 3.84% | 5.57% | 5.57% | 6.63% | 2.81% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
CHCT vs. VOO - Drawdown Comparison
The maximum CHCT drawdown since its inception was -63.37%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CHCT and VOO. For additional features, visit the drawdowns tool.
Volatility
CHCT vs. VOO - Volatility Comparison
Community Healthcare Trust Incorporated (CHCT) has a higher volatility of 9.76% compared to Vanguard S&P 500 ETF (VOO) at 3.99%. This indicates that CHCT's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.