CVS vs. VHT
Compare and contrast key facts about CVS Health Corporation (CVS) and Vanguard Health Care ETF (VHT).
VHT is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Health Care 25/50 Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CVS or VHT.
Performance
CVS vs. VHT - Performance Comparison
Returns By Period
In the year-to-date period, CVS achieves a -26.05% return, which is significantly lower than VHT's 5.15% return. Over the past 10 years, CVS has underperformed VHT with an annualized return of -1.94%, while VHT has yielded a comparatively higher 9.25% annualized return.
CVS
-26.05%
-6.07%
-0.15%
-15.14%
-2.75%
-1.94%
VHT
5.15%
-7.30%
-1.51%
13.49%
8.91%
9.25%
Key characteristics
| CVS | VHT | |
|---|---|---|
| Sharpe Ratio | -0.42 | 1.20 |
| Sortino Ratio | -0.35 | 1.69 |
| Omega Ratio | 0.95 | 1.22 |
| Calmar Ratio | -0.30 | 1.25 |
| Martin Ratio | -0.72 | 5.19 |
| Ulcer Index | 20.20% | 2.58% |
| Daily Std Dev | 34.62% | 11.21% |
| Max Drawdown | -64.07% | -39.12% |
| Current Drawdown | -44.68% | -9.11% |
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Correlation
The correlation between CVS and VHT is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
CVS vs. VHT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for CVS Health Corporation (CVS) and Vanguard Health Care ETF (VHT). 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
CVS vs. VHT - Dividend Comparison
CVS's dividend yield for the trailing twelve months is around 4.75%, more than VHT's 1.48% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CVS CVS Health Corporation | 4.75% | 3.06% | 2.36% | 1.94% | 2.93% | 2.69% | 3.05% | 2.76% | 2.15% | 1.43% | 1.14% | 1.26% |
VHT Vanguard Health Care ETF | 1.48% | 1.36% | 1.33% | 1.14% | 1.21% | 1.89% | 1.38% | 1.31% | 1.45% | 1.22% | 1.02% | 1.12% |
Drawdowns
CVS vs. VHT - Drawdown Comparison
The maximum CVS drawdown since its inception was -64.07%, which is greater than VHT's maximum drawdown of -39.12%. Use the drawdown chart below to compare losses from any high point for CVS and VHT. For additional features, visit the drawdowns tool.
Volatility
CVS vs. VHT - Volatility Comparison
CVS Health Corporation (CVS) has a higher volatility of 16.50% compared to Vanguard Health Care ETF (VHT) at 3.83%. This indicates that CVS's price experiences larger fluctuations and is considered to be riskier than VHT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.