CTRE vs. FALN
Compare and contrast key facts about CareTrust REIT, Inc. (CTRE) and iShares Fallen Angels USD Bond ETF (FALN).
FALN is a passively managed fund by iShares that tracks the performance of the Bloomberg US High Yield Fallen Angel 3% Capped Index. It was launched on Jun 14, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CTRE or FALN.
Performance
CTRE vs. FALN - Performance Comparison
Returns By Period
In the year-to-date period, CTRE achieves a 39.96% return, which is significantly higher than FALN's 7.85% return.
CTRE
39.96%
-2.07%
21.94%
37.34%
14.01%
16.64%
FALN
7.85%
0.49%
5.31%
12.70%
5.59%
N/A
Key characteristics
| CTRE | FALN | |
|---|---|---|
| Sharpe Ratio | 1.98 | 2.63 |
| Sortino Ratio | 2.80 | 3.99 |
| Omega Ratio | 1.36 | 1.51 |
| Calmar Ratio | 3.59 | 1.77 |
| Martin Ratio | 12.26 | 17.96 |
| Ulcer Index | 3.11% | 0.70% |
| Daily Std Dev | 19.27% | 4.78% |
| Max Drawdown | -67.43% | -29.22% |
| Current Drawdown | -7.65% | -0.59% |
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Correlation
The correlation between CTRE and FALN is 0.32, 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.
Risk-Adjusted Performance
CTRE vs. FALN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for CareTrust REIT, Inc. (CTRE) and iShares Fallen Angels USD Bond ETF (FALN). 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
CTRE vs. FALN - Dividend Comparison
CTRE's dividend yield for the trailing twelve months is around 3.80%, less than FALN's 6.09% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
CTRE CareTrust REIT, Inc. | 3.80% | 5.00% | 5.92% | 4.64% | 4.51% | 4.36% | 5.55% | 5.52% | 4.44% | 5.84% | 48.70% |
FALN iShares Fallen Angels USD Bond ETF | 6.09% | 5.38% | 5.08% | 3.39% | 5.14% | 5.35% | 5.97% | 6.99% | 3.54% | 0.00% | 0.00% |
Drawdowns
CTRE vs. FALN - Drawdown Comparison
The maximum CTRE drawdown since its inception was -67.43%, which is greater than FALN's maximum drawdown of -29.22%. Use the drawdown chart below to compare losses from any high point for CTRE and FALN. For additional features, visit the drawdowns tool.
Volatility
CTRE vs. FALN - Volatility Comparison
CareTrust REIT, Inc. (CTRE) has a higher volatility of 9.42% compared to iShares Fallen Angels USD Bond ETF (FALN) at 1.24%. This indicates that CTRE's price experiences larger fluctuations and is considered to be riskier than FALN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.