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CTRE vs. CNXT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CTRE vs. CNXT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CareTrust REIT, Inc. (CTRE) and VanEck Vectors ChinaAMC SME-ChiNext ETF (CNXT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with CTRE having a 18.46% return and CNXT slightly higher at 18.94%. Over the past 10 years, CTRE has outperformed CNXT with an annualized return of 16.74%, while CNXT has yielded a comparatively lower 5.36% annualized return.


CTRE

1D
4.66%
1M
14.44%
6M
14.32%
YTD
18.46%
1Y
43.55%
3Y*
33.42%
5Y*
17.63%
10Y*
16.74%

CNXT

1D
-4.09%
1M
-10.81%
6M
10.95%
YTD
18.94%
1Y
76.32%
3Y*
22.42%
5Y*
1.49%
10Y*
5.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CTRE vs. CNXT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CTRE
CareTrust REIT, Inc.
18.46%39.35%26.31%27.31%-13.67%7.91%13.67%16.31%15.89%14.12%
CNXT
VanEck Vectors ChinaAMC SME-ChiNext ETF
18.94%59.31%12.42%-21.47%-35.58%8.78%63.30%42.66%-39.48%20.19%

Correlation

The correlation between CTRE and CNXT is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.08

Correlation (3Y)
Calculated over the trailing 3-year period

-0.01

Correlation (5Y)
Calculated over the trailing 5-year period

0.02

Correlation (10Y)
Calculated over the trailing 10-year period

0.05

Correlation (All Time)
Calculated using the full available price history since Jul 24, 2014

0.06

The correlation between CTRE and CNXT shifts across timeframes, from -0.08 (1 year) to 0.06 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CTRE vs. CNXT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CTRE
CTRE Risk / Return Rank: 8787
Overall Rank
CTRE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
CTRE Sortino Ratio Rank: 8585
Sortino Ratio Rank
CTRE Omega Ratio Rank: 8484
Omega Ratio Rank
CTRE Calmar Ratio Rank: 8787
Calmar Ratio Rank
CTRE Martin Ratio Rank: 9090
Martin Ratio Rank

CNXT
CNXT Risk / Return Rank: 8484
Overall Rank
CNXT Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
CNXT Sortino Ratio Rank: 7979
Sortino Ratio Rank
CNXT Omega Ratio Rank: 7575
Omega Ratio Rank
CNXT Calmar Ratio Rank: 9191
Calmar Ratio Rank
CNXT Martin Ratio Rank: 9090
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CTRE vs. CNXT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CareTrust REIT, Inc. (CTRE) and VanEck Vectors ChinaAMC SME-ChiNext ETF (CNXT). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CTRECNXTDifference
Sharpe ratioReturn per unit of total volatility

-0.42

Sortino ratioReturn per unit of downside risk

-0.44

Omega ratioGain probability vs. loss probability

1.31

1.35

-0.04

Calmar ratioReturn relative to maximum drawdown

3.06

4.63

-1.56

Martin ratioReturn relative to average drawdown

10.09

15.98

-5.89

CTRE vs. CNXT - Sharpe Ratio Comparison

The current CTRE Sharpe Ratio is 1.79, which is comparable to the CNXT Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of CTRE and CNXT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CTRE vs. CNXT - Drawdown Comparison

The maximum CTRE drawdown since its inception was -67.43%, roughly equal to the maximum CNXT drawdown of -68.98%. Use the drawdown chart below to compare losses from any high point for CTRE and CNXT.


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Drawdown Indicators


CTRECNXTDifference

Max Drawdown

Largest peak-to-trough decline

-67.43%

-68.98%

+1.55%

Max Drawdown (1Y)

Largest decline over 1 year

-14.28%

-16.58%

+2.30%

Max Drawdown (3Y)

Largest decline over 3 years

-23.19%

-48.60%

+25.41%

Max Drawdown (5Y)

Largest decline over 5 years

-30.98%

-61.21%

+30.23%

Max Drawdown (10Y)

Largest decline over 10 years

-67.43%

-63.30%

-4.13%

Current Drawdown

Current decline from peak

-0.15%

-16.58%

+16.43%

Average Drawdown

Average peak-to-trough decline

-10.54%

-42.58%

+32.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.33%

4.79%

-0.46%

Volatility

CTRE vs. CNXT - Volatility Comparison

The current volatility for CareTrust REIT, Inc. (CTRE) is 7.75%, while VanEck Vectors ChinaAMC SME-ChiNext ETF (CNXT) has a volatility of 15.45%. This indicates that CTRE experiences smaller price fluctuations and is considered to be less risky than CNXT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CTRECNXTDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.75%

15.45%

-7.70%

Volatility (6M)

Calculated over the trailing 6-month period

20.80%

25.57%

-4.77%

Volatility (1Y)

Calculated over the trailing 1-year period

24.51%

34.75%

-10.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.66%

35.92%

-11.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.39%

32.02%

+3.37%

Dividends

CTRE vs. CNXT - Dividend Comparison

CTRE's dividend yield for the trailing twelve months is around 3.45%, more than CNXT's 0.15% yield.


PositionTTM20252024202320222021202020192018201720162015
CNXT
VanEck Vectors ChinaAMC SME-ChiNext ETF
0.15%0.18%0.15%0.00%0.00%9.22%0.01%0.45%0.00%0.19%0.00%0.00%
CTRE
CareTrust REIT, Inc.
3.45%3.71%4.29%5.00%5.92%4.64%4.51%4.36%4.44%4.42%4.44%5.84%

Frequently Asked Questions


CTRE and CNXT have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CNXT has higher volatility (15.45%) compared to CTRE (7.75%). In terms of maximum drawdown, CTRE dropped -67.43% vs CNXT's -68.98%.

CNXT currently has the higher Sharpe Ratio (2.21 vs 1.79), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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