CTLT vs. VTSAX
Compare and contrast key facts about Catalent, Inc. (CTLT) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CTLT or VTSAX.
Key characteristics
| CTLT | VTSAX | |
|---|---|---|
| YTD Return | 32.34% | 26.64% |
| 1Y Return | 77.23% | 38.74% |
| 3Y Return (Ann) | -22.67% | 8.84% |
| 5Y Return (Ann) | 3.73% | 15.44% |
| 10Y Return (Ann) | 9.50% | 12.93% |
| Sharpe Ratio | 2.91 | 3.22 |
| Sortino Ratio | 5.24 | 4.27 |
| Omega Ratio | 1.76 | 1.60 |
| Calmar Ratio | 1.00 | 4.77 |
| Martin Ratio | 17.60 | 20.94 |
| Ulcer Index | 4.35% | 1.95% |
| Daily Std Dev | 26.33% | 12.64% |
| Max Drawdown | -77.62% | -55.34% |
| Current Drawdown | -58.23% | 0.00% |
Correlation
The correlation between CTLT and VTSAX is 0.51, 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. VTSAX - Performance Comparison
In the year-to-date period, CTLT achieves a 32.34% return, which is significantly higher than VTSAX's 26.64% return. Over the past 10 years, CTLT has underperformed VTSAX with an annualized return of 9.50%, while VTSAX has yielded a comparatively higher 12.93% 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. VTSAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Catalent, Inc. (CTLT) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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. VTSAX - Dividend Comparison
CTLT has not paid dividends to shareholders, while VTSAX's dividend yield for the trailing twelve months is around 1.25%.
| 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% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.25% | 1.43% | 1.65% | 1.20% | 1.41% | 1.77% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
CTLT vs. VTSAX - Drawdown Comparison
The maximum CTLT drawdown since its inception was -77.62%, which is greater than VTSAX's maximum drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for CTLT and VTSAX. For additional features, visit the drawdowns tool.
Volatility
CTLT vs. VTSAX - Volatility Comparison
The current volatility for Catalent, Inc. (CTLT) is 3.26%, while Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) has a volatility of 4.03%. This indicates that CTLT experiences smaller price fluctuations and is considered to be less risky than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.