CTRE vs. WTMF
CTRE (CareTrust REIT, Inc.) is a stock, while WTMF (WisdomTree Managed Futures Strategy Fund) is Hedge Fund fund tracking the WisdomTree Managed Futures Index. Over the past 10 years, CTRE returned 16.74%/yr vs 3.37%/yr for WTMF. At a 0.02 correlation, their price movements are largely independent.
Performance
CTRE vs. WTMF - Performance Comparison
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Returns By Period
In the year-to-date period, CTRE achieves a 18.46% return, which is significantly higher than WTMF's 7.79% return. Over the past 10 years, CTRE has outperformed WTMF with an annualized return of 16.74%, while WTMF has yielded a comparatively lower 3.37% 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%
WTMF
- 1D
- -0.47%
- 1M
- -0.41%
- 6M
- 4.02%
- YTD
- 7.79%
- 1Y
- 18.41%
- 3Y*
- 9.49%
- 5Y*
- 6.23%
- 10Y*
- 3.37%
CTRE vs. WTMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CTRE CareTrust REIT, Inc. | 18.46% | 39.35% | 26.31% | 27.31% | -13.67% | 7.91% | 13.67% | 16.31% | 15.89% | 14.12% |
WTMF WisdomTree Managed Futures Strategy Fund | 7.79% | 12.17% | 3.20% | 16.72% | -6.52% | 9.48% | 0.48% | -2.75% | 0.24% | -3.40% |
Correlation
The correlation between CTRE and WTMF is -0.10, 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 | -0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since May 29, 2014 | 0.02 |
The correlation between CTRE and WTMF shifts across timeframes, from -0.10 (1 year) to 0.11 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
CTRE vs. WTMF — Risk / Return Rank
CTRE
WTMF
CTRE vs. WTMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CareTrust REIT, Inc. (CTRE) and WisdomTree Managed Futures Strategy Fund (WTMF). 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.
| CTRE | WTMF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.24 | ||
| Sortino ratioReturn per unit of downside risk | -0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.39 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.06 | 4.58 | -1.52 |
| Martin ratioReturn relative to average drawdown | 10.09 | 18.03 | -7.95 |
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Drawdowns
CTRE vs. WTMF - Drawdown Comparison
The maximum CTRE drawdown since its inception was -67.43%, which is greater than WTMF's maximum drawdown of -30.79%. Use the drawdown chart below to compare losses from any high point for CTRE and WTMF.
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Drawdown Indicators
| CTRE | WTMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.43% | -30.79% | -36.64% |
Max Drawdown (1Y)Largest decline over 1 year | -14.28% | -4.04% | -10.24% |
Max Drawdown (3Y)Largest decline over 3 years | -23.19% | -9.93% | -13.26% |
Max Drawdown (5Y)Largest decline over 5 years | -30.98% | -13.21% | -17.77% |
Max Drawdown (10Y)Largest decline over 10 years | -67.43% | -14.83% | -52.60% |
Current DrawdownCurrent decline from peak | -0.15% | -1.15% | +1.00% |
Average DrawdownAverage peak-to-trough decline | -10.54% | -17.58% | +7.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.33% | 1.02% | +3.31% |
Volatility
CTRE vs. WTMF - Volatility Comparison
CareTrust REIT, Inc. (CTRE) has a higher volatility of 7.75% compared to WisdomTree Managed Futures Strategy Fund (WTMF) at 2.44%. This indicates that CTRE's price experiences larger fluctuations and is considered to be riskier than WTMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CTRE | WTMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.75% | 2.44% | +5.31% |
Volatility (6M)Calculated over the trailing 6-month period | 20.80% | 7.25% | +13.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.51% | 9.10% | +15.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.66% | 9.49% | +15.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.39% | 8.11% | +27.28% |
Dividends
CTRE vs. WTMF - Dividend Comparison
CTRE's dividend yield for the trailing twelve months is around 3.45%, more than WTMF's 2.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
WTMF WisdomTree Managed Futures Strategy Fund | 2.82% | 3.04% | 3.57% | 4.74% | 5.29% | 14.71% | 0.47% | 1.63% | 3.59% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CTRE and WTMF have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CTRE has higher volatility (7.75%) compared to WTMF (2.44%). In terms of maximum drawdown, CTRE dropped -67.43% vs WTMF's -30.79%.
WTMF currently has the higher Sharpe Ratio (2.03 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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