CTC.TO vs. VOT
Compare and contrast key facts about Canadian Tire Corporation, Limited (CTC.TO) and Vanguard Mid-Cap Growth ETF (VOT).
VOT is a passively managed fund by Vanguard that tracks the performance of the MSCI US Mid Cap Growth Index. It was launched on Aug 17, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CTC.TO or VOT.
Key characteristics
CTC.TO | VOT | |
---|---|---|
YTD Return | -16.80% | 3.00% |
1Y Return | -23.90% | 21.76% |
3Y Return (Ann) | 2.50% | 0.98% |
5Y Return (Ann) | 5.29% | 9.55% |
10Y Return (Ann) | 12.97% | 10.32% |
Sharpe Ratio | -0.39 | 1.44 |
Daily Std Dev | 68.33% | 14.70% |
Max Drawdown | -85.05% | -60.17% |
Current Drawdown | -43.19% | -13.49% |
Correlation
The correlation between CTC.TO and VOT is 0.13, 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
CTC.TO vs. VOT - Performance Comparison
In the year-to-date period, CTC.TO achieves a -16.80% return, which is significantly lower than VOT's 3.00% return. Over the past 10 years, CTC.TO has outperformed VOT with an annualized return of 12.97%, while VOT has yielded a comparatively lower 10.32% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CTC.TO vs. VOT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Canadian Tire Corporation, Limited (CTC.TO) and Vanguard Mid-Cap Growth ETF (VOT). 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
CTC.TO vs. VOT - Dividend Comparison
CTC.TO's dividend yield for the trailing twelve months is around 3.02%, more than VOT's 0.71% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Canadian Tire Corporation, Limited | 3.02% | 2.46% | 2.34% | 1.37% | 2.19% | 2.35% | 1.71% | 1.13% | 1.17% | 1.05% | 0.75% | 1.13% |
Vanguard Mid-Cap Growth ETF | 0.71% | 0.71% | 0.78% | 0.34% | 0.56% | 0.78% | 0.84% | 0.72% | 0.81% | 0.81% | 0.79% | 0.61% |
Drawdowns
CTC.TO vs. VOT - Drawdown Comparison
The maximum CTC.TO drawdown since its inception was -85.05%, which is greater than VOT's maximum drawdown of -60.17%. Use the drawdown chart below to compare losses from any high point for CTC.TO and VOT. For additional features, visit the drawdowns tool.
Volatility
CTC.TO vs. VOT - Volatility Comparison
Canadian Tire Corporation, Limited (CTC.TO) has a higher volatility of 26.17% compared to Vanguard Mid-Cap Growth ETF (VOT) at 4.79%. This indicates that CTC.TO's price experiences larger fluctuations and is considered to be riskier than VOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.