CTAS vs. LOWV

Last updated Jun 9, 2026

CTAS (Cintas Corporation) is a stock, while LOWV (AB US Low Volatility Equity ETF) is Large Cap Blend Equities fund actively managed by AllianceBernstein. Over the past 3 years, CTAS returned 14.08%/yr vs 15.19%/yr for LOWV. A 0.57 correlation means they provide meaningful diversification when combined.

Performance

CTAS vs. LOWV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cintas Corporation (CTAS) and AB US Low Volatility Equity ETF (LOWV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CTAS achieves a -7.21% return, which is significantly lower than LOWV's 1.77% return.

CTAS

• 1D: -3.45%
• 1M: 4.28%
• YTD: -7.21%
• 6M: -4.62%
• 1Y: -23.00%
• 3Y*: 14.08%
• 5Y*: 15.90%
• 10Y*: 23.37%

LOWV

• 1D: -0.31%
• 1M: -0.64%
• YTD: 1.77%
• 6M: 2.13%
• 1Y: 8.67%
• 3Y*: 15.19%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

CTAS vs. LOWV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
CTAS Cintas Corporation	-7.21%	3.78%	22.24%	39.28%
LOWV AB US Low Volatility Equity ETF	1.77%	12.26%	20.43%	20.41%

Correlation

The correlation between CTAS and LOWV is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.37
Correlation (3Y) Calculated over the trailing 3-year period	0.57
Correlation (All Time) Calculated using the full available price history since Mar 23, 2023	0.57

Over the past year, the correlation between CTAS and LOWV has dropped to 0.37 - well below their long-term average of 0.57, suggesting their price drivers have been diverging.

Return for Risk

CTAS vs. LOWV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CTAS

CTAS Risk / Return Rank: 6
CTAS Sharpe Ratio Rank: 2
CTAS Sortino Ratio Rank: 5
CTAS Omega Ratio Rank: 7
CTAS Calmar Ratio Rank: 9
CTAS Martin Ratio Rank: 6

LOWV

LOWV Risk / Return Rank: 25
LOWV Sharpe Ratio Rank: 25
LOWV Sortino Ratio Rank: 24
LOWV Omega Ratio Rank: 24
LOWV Calmar Ratio Rank: 22
LOWV Martin Ratio Rank: 29

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CTAS vs. LOWV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cintas Corporation (CTAS) and AB US Low Volatility Equity ETF (LOWV). 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.

	CTAS	LOWV	Difference
Sharpe ratio: Return per unit of total volatility	-1.16	0.83	-1.99
Sortino ratio: Return per unit of downside risk	-1.58	1.20	-2.78
Omega ratio: Gain probability vs. loss probability	0.82	1.15	-0.33
Calmar ratio: Return relative to maximum drawdown	-0.85	0.91	-1.76
Martin ratio: Return relative to average drawdown	-1.49	3.70	-5.20
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CTAS vs. LOWV - Sharpe Ratio Comparison

The current CTAS Sharpe Ratio is -1.16, which is lower than the LOWV Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of CTAS and LOWV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	CTAS	LOWV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.16	0.83	-1.99
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.71	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.88	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.52	1.43	-0.91

Drawdowns

CTAS vs. LOWV - Drawdown Comparison

The maximum CTAS drawdown since its inception was -65.32%, which is greater than LOWV's maximum drawdown of -13.87%. Use the drawdown chart below to compare losses from any high point for CTAS and LOWV.

Drawdown Indicators

	CTAS	LOWV	Difference
Max Drawdown Largest peak-to-trough decline	-65.32%	-13.87%	-51.45%
Max Drawdown (1Y) Largest decline over 1 year	-27.23%	-9.59%	-17.64%
Max Drawdown (3Y) Largest decline over 3 years	-27.68%	-13.87%	-13.81%
Max Drawdown (5Y) Largest decline over 5 years	-27.68%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-48.38%	—	—
Current Drawdown Current decline from peak	-23.00%	-1.88%	-21.12%
Average Drawdown Average peak-to-trough decline	-15.04%	-1.50%	-13.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.88%	2.35%	+13.53%

Volatility

CTAS vs. LOWV - Volatility Comparison

Cintas Corporation (CTAS) has a higher volatility of 7.66% compared to AB US Low Volatility Equity ETF (LOWV) at 2.51%. This indicates that CTAS's price experiences larger fluctuations and is considered to be riskier than LOWV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CTAS	LOWV	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.66%	2.51%	+5.15%
Volatility (6M) Calculated over the trailing 6-month period	15.25%	8.00%	+7.25%
Volatility (1Y) Calculated over the trailing 1-year period	19.92%	10.54%	+9.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.51%	11.96%	+10.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.67%	11.96%	+14.71%

Dividends

CTAS vs. LOWV - Dividend Comparison

CTAS's dividend yield for the trailing twelve months is around 1.04%, more than LOWV's 0.92% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CTAS Cintas Corporation	1.04%	0.89%	0.80%	0.83%	0.93%	0.77%	0.99%	0.95%	1.22%	1.04%	1.15%	1.15%
LOWV AB US Low Volatility Equity ETF	0.92%	0.85%	0.92%	0.77%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both CTAS and LOWV in my portfolio?

CTAS and LOWV have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CTAS or LOWV?

CTAS has higher volatility (7.66%) compared to LOWV (2.51%). In terms of maximum drawdown, CTAS dropped -65.32% vs LOWV's -13.87%.

Which has better risk-adjusted returns?

LOWV currently has the higher Sharpe Ratio (0.83 vs -1.16), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.