CTBI vs. VOO
Compare and contrast key facts about Community Trust Bancorp, Inc. (CTBI) 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.
Performance
CTBI vs. VOO - Performance Comparison
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CTBI vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CTBI Community Trust Bancorp, Inc. | 9.98% | 10.51% | 25.91% | -0.02% | 9.56% | 22.06% | -16.79% | 21.94% | -13.37% | -2.27% |
VOO Vanguard S&P 500 ETF | -3.66% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, CTBI achieves a 9.98% return, which is significantly higher than VOO's -3.66% return. Over the past 10 years, CTBI has underperformed VOO with an annualized return of 9.58%, while VOO has yielded a comparatively higher 14.14% annualized return.
CTBI
- 1D
- 1.42%
- 1M
- 0.97%
- YTD
- 9.98%
- 6M
- 14.09%
- 1Y
- 26.00%
- 3Y*
- 22.34%
- 5Y*
- 10.93%
- 10Y*
- 9.58%
VOO
- 1D
- 0.79%
- 1M
- -4.29%
- YTD
- -3.66%
- 6M
- -1.41%
- 1Y
- 18.17%
- 3Y*
- 18.58%
- 5Y*
- 11.93%
- 10Y*
- 14.14%
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Return for Risk
CTBI vs. VOO — Risk / Return Rank
CTBI
VOO
CTBI vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Community Trust Bancorp, Inc. (CTBI) 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.
| CTBI | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 1.01 | -0.04 |
Sortino ratioReturn per unit of downside risk | 1.52 | 1.53 | -0.01 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.23 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.15 | 1.55 | +0.60 |
Martin ratioReturn relative to average drawdown | 4.95 | 7.31 | -2.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CTBI | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 1.01 | -0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.71 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | 0.79 | -0.46 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.83 | -0.56 |
Correlation
The correlation between CTBI and VOO is 0.49, 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.
Dividends
CTBI vs. VOO - Dividend Comparison
CTBI's dividend yield for the trailing twelve months is around 3.35%, more than VOO's 1.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CTBI Community Trust Bancorp, Inc. | 3.35% | 3.54% | 3.51% | 4.10% | 3.66% | 3.60% | 4.13% | 3.17% | 3.48% | 2.76% | 2.54% | 3.49% |
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
CTBI vs. VOO - Drawdown Comparison
The maximum CTBI drawdown since its inception was -44.99%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CTBI and VOO.
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Drawdown Indicators
| CTBI | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.99% | -33.99% | -11.00% |
Max Drawdown (1Y)Largest decline over 1 year | -12.48% | -11.98% | -0.50% |
Max Drawdown (5Y)Largest decline over 5 years | -29.22% | -24.52% | -4.70% |
Max Drawdown (10Y)Largest decline over 10 years | -43.03% | -33.99% | -9.04% |
Current DrawdownCurrent decline from peak | -5.12% | -5.55% | +0.43% |
Average DrawdownAverage peak-to-trough decline | -15.03% | -3.72% | -11.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.41% | 2.55% | +2.86% |
Volatility
CTBI vs. VOO - Volatility Comparison
Community Trust Bancorp, Inc. (CTBI) and Vanguard S&P 500 ETF (VOO) have volatilities of 5.16% and 5.34%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CTBI | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.16% | 5.34% | -0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 20.51% | 9.47% | +11.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.96% | 18.11% | +8.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.99% | 16.82% | +9.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.24% | 17.99% | +11.25% |