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CVS vs. ARTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CVS vs. ARTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CVS Health Corporation (CVS) and iShares Future AI & Tech ETF (ARTY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CVS achieves a 27.82% return, which is significantly lower than ARTY's 49.99% return.


CVS

1D
-5.08%
1M
-2.30%
6M
33.72%
YTD
27.82%
1Y
61.25%
3Y*
15.10%
5Y*
7.57%
10Y*
3.32%
ALL TIME*
9.93%

ARTY

1D
-1.38%
1M
-0.32%
6M
48.44%
YTD
49.99%
1Y
69.35%
3Y*
30.39%
5Y*
11.53%
10Y*
ALL TIME*
15.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$36.54M$36.31M$57.12M
$829.90M$850.01M$837.42M

CVS vs. ARTY - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
CVS
CVS Health Corporation
27.82%84.35%-40.77%-12.53%-7.63%54.87%-5.14%17.26%-5.11%
ARTY
iShares Future AI & Tech ETF
49.99%29.97%8.02%36.37%-37.89%6.32%48.85%34.47%-13.76%

Correlation

The correlation between CVS and ARTY is -0.07, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.07

Correlation (3Y)
Balances recent behavior with more history.

0.03

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.11

Correlation (All Time)
Calculated using the full available price history since Jun 28, 2018

0.18

The correlation between CVS and ARTY shifts across timeframes, from -0.07 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CVS vs. ARTY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CVS
CVS Risk / Return Rank: 8989
Overall Rank
CVS Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
CVS Sortino Ratio Rank: 8484
Sortino Ratio Rank
CVS Omega Ratio Rank: 8989
Omega Ratio Rank
CVS Calmar Ratio Rank: 9090
Calmar Ratio Rank
CVS Martin Ratio Rank: 9191
Martin Ratio Rank

ARTY
ARTY Risk / Return Rank: 6666
Overall Rank
ARTY Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
ARTY Sortino Ratio Rank: 6161
Sortino Ratio Rank
ARTY Omega Ratio Rank: 6161
Omega Ratio Rank
ARTY Calmar Ratio Rank: 7373
Calmar Ratio Rank
ARTY Martin Ratio Rank: 6767
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CVS vs. ARTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CVS Health Corporation (CVS) and iShares Future AI & Tech ETF (ARTY). 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.


CVSARTYDifference
Sharpe ratioReturn per unit of total volatility

+0.16

Sortino ratioReturn per unit of downside risk

+0.07

Omega ratioGain probability vs. loss probability

1.37

1.30

+0.07

Calmar ratioReturn relative to maximum drawdown

3.74

2.90

+0.84

Martin ratioReturn relative to average drawdown

10.76

9.26

+1.50

CVS vs. ARTY - Sharpe Ratio Comparison

The current CVS Sharpe Ratio is 2.00, which is comparable to the ARTY Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of CVS and ARTY, 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

CVS vs. ARTY - Drawdown Comparison

The maximum CVS drawdown since its inception was -64.07%, which is greater than ARTY's maximum drawdown of -54.50%. Use the drawdown chart below to compare losses from any high point for CVS and ARTY.


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Drawdown Indicators


CVSARTYDifference

Max Drawdown

Largest peak-to-trough decline

-64.07%

-54.50%

-9.57%

Max Drawdown (1Y)

Largest decline over 1 year

-16.44%

-24.00%

+7.56%

Max Drawdown (3Y)

Largest decline over 3 years

-43.98%

-32.44%

-11.54%

Max Drawdown (5Y)

Largest decline over 5 years

-56.79%

-50.53%

-6.26%

Max Drawdown (10Y)

Largest decline over 10 years

-56.79%

Current Drawdown

Current decline from peak

-9.82%

-10.51%

+0.69%

Average Drawdown

Average peak-to-trough decline

-19.48%

-19.67%

+0.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.71%

7.51%

-1.80%

Volatility

CVS vs. ARTY - Volatility Comparison

The current volatility for CVS Health Corporation (CVS) is 8.31%, while iShares Future AI & Tech ETF (ARTY) has a volatility of 15.22%. This indicates that CVS experiences smaller price fluctuations and is considered to be less risky than ARTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CVSARTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.31%

15.22%

-6.91%

Volatility (6M)

Calculated over the trailing 6-month period

21.69%

33.59%

-11.90%

Volatility (1Y)

Calculated over the trailing 1-year period

30.89%

37.82%

-6.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.18%

30.47%

-0.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.41%

28.73%

+0.68%

Dividends

CVS vs. ARTY - Dividend Comparison

CVS's dividend yield for the trailing twelve months is around 2.68%, more than ARTY's 0.06% yield.


PositionTTM20252024202320222021202020192018201720162015
ARTY
iShares Future AI & Tech ETF
0.06%0.00%0.50%0.88%0.75%2.41%0.53%0.69%0.34%0.00%0.00%0.00%
CVS
CVS Health Corporation
2.68%3.35%5.93%3.06%2.36%1.94%2.93%2.69%3.05%2.76%2.15%1.43%

Frequently Asked Questions


CVS and ARTY have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ARTY has higher volatility (15.22%) compared to CVS (8.31%). In terms of maximum drawdown, CVS dropped -64.07% vs ARTY's -54.50%.

CVS currently has the higher Sharpe Ratio (2.00 vs 1.84), 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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