CTLT vs. VT
Compare and contrast key facts about Catalent, Inc. (CTLT) and Vanguard Total World Stock ETF (VT).
VT is a passively managed fund by Vanguard that tracks the performance of the FTSE Global All Cap Index. It was launched on Jun 24, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CTLT or VT.
Key characteristics
| CTLT | VT | |
|---|---|---|
| YTD Return | 31.87% | 18.68% |
| 1Y Return | 79.00% | 29.94% |
| 3Y Return (Ann) | -22.73% | 5.69% |
| 5Y Return (Ann) | 3.84% | 11.38% |
| 10Y Return (Ann) | 9.46% | 9.45% |
| Sharpe Ratio | 2.91 | 2.54 |
| Sortino Ratio | 5.24 | 3.47 |
| Omega Ratio | 1.76 | 1.46 |
| Calmar Ratio | 1.00 | 3.17 |
| Martin Ratio | 17.59 | 16.70 |
| Ulcer Index | 4.36% | 1.79% |
| Daily Std Dev | 26.28% | 11.78% |
| Max Drawdown | -77.62% | -50.27% |
| Current Drawdown | -58.38% | -0.96% |
Correlation
The correlation between CTLT and VT 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. VT - Performance Comparison
In the year-to-date period, CTLT achieves a 31.87% return, which is significantly higher than VT's 18.68% return. Both investments have delivered pretty close results over the past 10 years, with CTLT having a 9.46% annualized return and VT not far behind at 9.45%. 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. VT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Catalent, Inc. (CTLT) and Vanguard Total World Stock ETF (VT). 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. VT - Dividend Comparison
CTLT has not paid dividends to shareholders, while VT's dividend yield for the trailing twelve months is around 1.84%.
| 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% |
VT Vanguard Total World Stock ETF | 1.84% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% | 2.06% |
Drawdowns
CTLT vs. VT - Drawdown Comparison
The maximum CTLT drawdown since its inception was -77.62%, which is greater than VT's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for CTLT and VT. For additional features, visit the drawdowns tool.
Volatility
CTLT vs. VT - Volatility Comparison
Catalent, Inc. (CTLT) and Vanguard Total World Stock ETF (VT) have volatilities of 3.24% and 3.31%, 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.