CLH vs. VTI
Compare and contrast key facts about Clean Harbors, Inc. (CLH) and Vanguard Total Stock Market ETF (VTI).
VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CLH or VTI.
Performance
CLH vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, CLH achieves a 43.28% return, which is significantly higher than VTI's 25.64% return. Over the past 10 years, CLH has outperformed VTI with an annualized return of 17.67%, while VTI has yielded a comparatively lower 12.67% annualized return.
CLH
43.28%
-3.08%
16.15%
51.51%
24.84%
17.67%
VTI
25.64%
2.57%
14.24%
32.95%
15.11%
12.67%
Key characteristics
| CLH | VTI | |
|---|---|---|
| Sharpe Ratio | 1.92 | 2.68 |
| Sortino Ratio | 2.50 | 3.57 |
| Omega Ratio | 1.36 | 1.49 |
| Calmar Ratio | 4.29 | 3.91 |
| Martin Ratio | 15.82 | 17.13 |
| Ulcer Index | 3.31% | 1.96% |
| Daily Std Dev | 27.28% | 12.51% |
| Max Drawdown | -95.54% | -55.45% |
| Current Drawdown | -5.07% | -0.84% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between CLH and VTI is 0.46, 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
CLH vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Clean Harbors, Inc. (CLH) and Vanguard Total Stock Market ETF (VTI). 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
CLH vs. VTI - Dividend Comparison
CLH has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.27%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CLH Clean Harbors, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
CLH vs. VTI - Drawdown Comparison
The maximum CLH drawdown since its inception was -95.54%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for CLH and VTI. For additional features, visit the drawdowns tool.
Volatility
CLH vs. VTI - Volatility Comparison
Clean Harbors, Inc. (CLH) has a higher volatility of 15.25% compared to Vanguard Total Stock Market ETF (VTI) at 4.19%. This indicates that CLH's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.