CTRE vs. SHV

In the year-to-date period, CTRE achieves a 5.10% return, which is significantly higher than SHV's 1.33% return. Over the past 10 years, CTRE has outperformed SHV with an annualized return of 13.40%, while SHV has yielded a comparatively lower 1.82% annualized return.

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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.

The current CTRE Sharpe Ratio is 1.06, which is lower than the SHV Sharpe Ratio of 21.19. The chart below compares the historical Sharpe Ratios of CTRE and SHV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

CTRE's dividend yield for the trailing twelve months is around 4.29%, less than SHV's 4.78% yield.

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.

CareTrust REIT, Inc. (CTRE) has a higher volatility of 7.62% 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.