CTRE vs. SHV
Compare and contrast key facts about CareTrust REIT, Inc. (CTRE) and iShares Short Treasury Bond ETF (SHV).
SHV is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. Short Treasury Bond Index. It was launched on Jan 11, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CTRE or SHV.
Performance
CTRE vs. SHV - Performance Comparison
Returns By Period
In the year-to-date period, CTRE achieves a 39.96% return, which is significantly higher than SHV's 4.61% return. Over the past 10 years, CTRE has outperformed SHV with an annualized return of 16.64%, while SHV has yielded a comparatively lower 1.64% annualized return.
CTRE
39.96%
-2.07%
21.94%
37.34%
14.01%
16.64%
SHV
4.61%
0.41%
2.57%
5.23%
2.28%
1.64%
Key characteristics
| CTRE | SHV | |
|---|---|---|
| Sharpe Ratio | 1.98 | 19.38 |
| Sortino Ratio | 2.80 | 130.72 |
| Omega Ratio | 1.36 | 52.15 |
| Calmar Ratio | 3.59 | 191.91 |
| Martin Ratio | 12.26 | 1,928.96 |
| Ulcer Index | 3.11% | 0.00% |
| Daily Std Dev | 19.27% | 0.27% |
| Max Drawdown | -67.43% | -0.46% |
| Current Drawdown | -7.65% | 0.00% |
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Correlation
The correlation between CTRE and SHV is 0.02, 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. SHV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for CareTrust REIT, Inc. (CTRE) and iShares Short Treasury Bond ETF (SHV). 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. SHV - Dividend Comparison
CTRE's dividend yield for the trailing twelve months is around 3.80%, less than SHV's 5.14% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
SHV iShares Short Treasury Bond ETF | 5.14% | 4.73% | 1.39% | 0.00% | 0.74% | 2.19% | 1.66% | 0.72% | 0.34% | 0.03% | 0.00% | 0.00% |
Drawdowns
CTRE vs. SHV - Drawdown Comparison
The maximum CTRE drawdown since its inception was -67.43%, which is greater than SHV's maximum drawdown of -0.46%. Use the drawdown chart below to compare losses from any high point for CTRE and SHV. For additional features, visit the drawdowns tool.
Volatility
CTRE vs. SHV - Volatility Comparison
CareTrust REIT, Inc. (CTRE) has a higher volatility of 9.42% compared to iShares Short Treasury Bond ETF (SHV) at 0.07%. This indicates that CTRE's price experiences larger fluctuations and is considered to be riskier than SHV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.