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CHE vs. VTIP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


CHEVTIP
YTD Return3.43%0.77%
1Y Return6.96%3.60%
3Y Return (Ann)9.28%2.22%
5Y Return (Ann)13.41%3.18%
10Y Return (Ann)22.15%1.99%
Sharpe Ratio0.361.43
Daily Std Dev20.11%2.58%
Max Drawdown-57.54%-6.27%
Current Drawdown-7.11%-0.21%

Correlation

-0.50.00.51.00.0

The correlation between CHE and VTIP is 0.01, 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

CHE vs. VTIP - Performance Comparison

In the year-to-date period, CHE achieves a 3.43% return, which is significantly higher than VTIP's 0.77% return. Over the past 10 years, CHE has outperformed VTIP with an annualized return of 22.15%, while VTIP has yielded a comparatively lower 1.99% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%200.00%400.00%600.00%800.00%NovemberDecember2024FebruaryMarchApril
811.76%
21.20%
CHE
VTIP

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Chemed Corporation

Vanguard Short-Term Inflation-Protected Securities ETF

Risk-Adjusted Performance

CHE vs. VTIP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Chemed Corporation (CHE) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP). 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.


CHE
Sharpe ratio
The chart of Sharpe ratio for CHE, currently valued at 0.36, compared to the broader market-2.00-1.000.001.002.003.000.36
Sortino ratio
The chart of Sortino ratio for CHE, currently valued at 0.68, compared to the broader market-4.00-2.000.002.004.000.68
Omega ratio
The chart of Omega ratio for CHE, currently valued at 1.09, compared to the broader market0.501.001.501.09
Calmar ratio
The chart of Calmar ratio for CHE, currently valued at 0.61, compared to the broader market0.001.002.003.004.005.000.61
Martin ratio
The chart of Martin ratio for CHE, currently valued at 1.26, compared to the broader market0.0010.0020.0030.001.27
VTIP
Sharpe ratio
The chart of Sharpe ratio for VTIP, currently valued at 1.43, compared to the broader market-2.00-1.000.001.002.003.001.43
Sortino ratio
The chart of Sortino ratio for VTIP, currently valued at 2.41, compared to the broader market-4.00-2.000.002.004.002.41
Omega ratio
The chart of Omega ratio for VTIP, currently valued at 1.27, compared to the broader market0.501.001.501.27
Calmar ratio
The chart of Calmar ratio for VTIP, currently valued at 1.18, compared to the broader market0.001.002.003.004.005.001.18
Martin ratio
The chart of Martin ratio for VTIP, currently valued at 5.76, compared to the broader market0.0010.0020.0030.005.76

CHE vs. VTIP - Sharpe Ratio Comparison

The current CHE Sharpe Ratio is 0.36, which is lower than the VTIP Sharpe Ratio of 1.43. The chart below compares the 12-month rolling Sharpe Ratio of CHE and VTIP.


Rolling 12-month Sharpe Ratio0.501.001.502.00NovemberDecember2024FebruaryMarchApril
0.36
1.43
CHE
VTIP

Dividends

CHE vs. VTIP - Dividend Comparison

CHE's dividend yield for the trailing twelve months is around 0.26%, less than VTIP's 3.33% yield.


TTM20232022202120202019201820172016201520142013
CHE
Chemed Corporation
0.26%0.27%0.29%0.26%0.25%0.28%0.41%0.44%0.62%0.61%0.79%0.99%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
3.33%3.36%6.84%4.68%1.20%1.95%2.45%1.52%0.76%0.00%0.82%0.05%

Drawdowns

CHE vs. VTIP - Drawdown Comparison

The maximum CHE drawdown since its inception was -57.54%, which is greater than VTIP's maximum drawdown of -6.27%. Use the drawdown chart below to compare losses from any high point for CHE and VTIP. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2024FebruaryMarchApril
-7.11%
-0.21%
CHE
VTIP

Volatility

CHE vs. VTIP - Volatility Comparison

Chemed Corporation (CHE) has a higher volatility of 2.97% compared to Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) at 0.55%. This indicates that CHE's price experiences larger fluctuations and is considered to be riskier than VTIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%NovemberDecember2024FebruaryMarchApril
2.97%
0.55%
CHE
VTIP