CTLT vs. SPY
Compare and contrast key facts about Catalent, Inc. (CTLT) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CTLT or SPY.
Key characteristics
| CTLT | SPY | |
|---|---|---|
| YTD Return | 31.87% | 27.16% |
| 1Y Return | 79.00% | 37.73% |
| 3Y Return (Ann) | -22.73% | 10.28% |
| 5Y Return (Ann) | 3.84% | 15.97% |
| 10Y Return (Ann) | 9.46% | 13.38% |
| Sharpe Ratio | 2.91 | 3.25 |
| Sortino Ratio | 5.24 | 4.32 |
| Omega Ratio | 1.76 | 1.61 |
| Calmar Ratio | 1.00 | 4.74 |
| Martin Ratio | 17.59 | 21.51 |
| Ulcer Index | 4.36% | 1.85% |
| Daily Std Dev | 26.28% | 12.20% |
| Max Drawdown | -77.62% | -55.19% |
| Current Drawdown | -58.38% | 0.00% |
Correlation
The correlation between CTLT and SPY 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.
Performance
CTLT vs. SPY - Performance Comparison
In the year-to-date period, CTLT achieves a 31.87% return, which is significantly higher than SPY's 27.16% return. Over the past 10 years, CTLT has underperformed SPY with an annualized return of 9.46%, while SPY has yielded a comparatively higher 13.38% 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
CTLT vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Catalent, Inc. (CTLT) and SPDR S&P 500 ETF (SPY). 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
CTLT vs. SPY - Dividend Comparison
CTLT has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.17%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CTLT Catalent, 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% |
SPY SPDR S&P 500 ETF | 1.17% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
CTLT vs. SPY - Drawdown Comparison
The maximum CTLT drawdown since its inception was -77.62%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for CTLT and SPY. For additional features, visit the drawdowns tool.
Volatility
CTLT vs. SPY - Volatility Comparison
The current volatility for Catalent, Inc. (CTLT) is 3.24%, while SPDR S&P 500 ETF (SPY) has a volatility of 3.86%. This indicates that CTLT experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.