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CTRE vs. VPLS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CTRE vs. VPLS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CareTrust REIT, Inc. (CTRE) and Vanguard Core-Plus Bond ETF (VPLS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CTRE achieves a 4.79% return, which is significantly higher than VPLS's 0.80% return.


CTRE

1D
1.16%
1M
-8.87%
YTD
4.79%
6M
4.60%
1Y
29.93%
3Y*
30.42%
5Y*
15.62%
10Y*
16.31%

VPLS

1D
-0.20%
1M
0.62%
YTD
0.80%
6M
0.89%
1Y
5.30%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CTRE vs. VPLS - Yearly Performance Comparison


2026 (YTD)202520242023
CTRE
CareTrust REIT, Inc.
4.79%39.35%26.31%1.29%
VPLS
Vanguard Core-Plus Bond ETF
0.80%7.86%2.72%2.83%

Correlation

The correlation between CTRE and VPLS is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

Correlation (All Time)
Calculated using the full available price history since Dec 7, 2023

0.22

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Return for Risk

CTRE vs. VPLS — Risk / Return Rank

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

CTRE
CTRE Risk / Return Rank: 7676
Overall Rank
CTRE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
CTRE Sortino Ratio Rank: 7272
Sortino Ratio Rank
CTRE Omega Ratio Rank: 7272
Omega Ratio Rank
CTRE Calmar Ratio Rank: 7777
Calmar Ratio Rank
CTRE Martin Ratio Rank: 8282
Martin Ratio Rank

VPLS
VPLS Risk / Return Rank: 4242
Overall Rank
VPLS Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
VPLS Sortino Ratio Rank: 4545
Sortino Ratio Rank
VPLS Omega Ratio Rank: 4141
Omega Ratio Rank
VPLS Calmar Ratio Rank: 4040
Calmar Ratio Rank
VPLS Martin Ratio Rank: 3939
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. VPLS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CareTrust REIT, Inc. (CTRE) and Vanguard Core-Plus Bond ETF (VPLS). 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.


CTREVPLSDifference
Sharpe ratioReturn per unit of total volatility

-0.21

Sortino ratioReturn per unit of downside risk

-0.42

Omega ratioGain probability vs. loss probability

1.23

1.26

-0.03

Calmar ratioReturn relative to maximum drawdown

2.11

1.96

+0.15

Martin ratioReturn relative to average drawdown

7.13

6.12

+1.01

CTRE vs. VPLS - Sharpe Ratio Comparison

The current CTRE Sharpe Ratio is 1.27, which is comparable to the VPLS Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of CTRE and VPLS, 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. VPLS - Drawdown Comparison

The maximum CTRE drawdown since its inception was -67.43%, which is greater than VPLS's maximum drawdown of -4.17%. Use the drawdown chart below to compare losses from any high point for CTRE and VPLS.


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Drawdown Indicators


CTREVPLSDifference

Max Drawdown

Largest peak-to-trough decline

-67.43%

-4.17%

-63.26%

Max Drawdown (1Y)

Largest decline over 1 year

-14.28%

-2.72%

-11.56%

Max Drawdown (3Y)

Largest decline over 3 years

-23.19%

Max Drawdown (5Y)

Largest decline over 5 years

-30.98%

Max Drawdown (10Y)

Largest decline over 10 years

-67.43%

Current Drawdown

Current decline from peak

-11.66%

-1.06%

-10.60%

Average Drawdown

Average peak-to-trough decline

-10.58%

-1.01%

-9.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.21%

0.87%

+3.34%

Volatility

CTRE vs. VPLS - Volatility Comparison

CareTrust REIT, Inc. (CTRE) has a higher volatility of 7.55% compared to Vanguard Core-Plus Bond ETF (VPLS) at 0.96%. This indicates that CTRE's price experiences larger fluctuations and is considered to be riskier than VPLS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CTREVPLSDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.55%

0.96%

+6.59%

Volatility (6M)

Calculated over the trailing 6-month period

19.69%

2.76%

+16.93%

Volatility (1Y)

Calculated over the trailing 1-year period

23.73%

3.61%

+20.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.55%

4.59%

+19.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.37%

4.59%

+30.78%

Dividends

CTRE vs. VPLS - Dividend Comparison

CTRE's dividend yield for the trailing twelve months is around 3.72%, less than VPLS's 4.75% yield.


PositionTTM20252024202320222021202020192018201720162015
CTRE
CareTrust REIT, Inc.
3.72%3.71%4.29%5.00%5.92%4.64%4.51%4.36%4.44%4.42%4.44%5.84%
VPLS
Vanguard Core-Plus Bond ETF
4.75%4.78%4.52%0.18%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CTRE and VPLS have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CTRE has higher volatility (7.55%) compared to VPLS (0.96%). In terms of maximum drawdown, CTRE dropped -67.43% vs VPLS's -4.17%.

VPLS currently has the higher Sharpe Ratio (1.48 vs 1.27), 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.

Portfolio Optimizer

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