CVS vs. VTV
CVS (CVS Health Corporation) is a stock, while VTV (Vanguard Value ETF) is Large Cap Value Equities fund tracking the CRSP US Large Cap Value Index. Over the past 10 years, CVS returned 3.16%/yr vs 12.42%/yr for VTV. A 0.53 correlation means they provide meaningful diversification when combined.
Performance
CVS vs. VTV - Performance Comparison
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Returns By Period
In the year-to-date period, CVS achieves a 24.42% return, which is significantly higher than VTV's 11.91% return. Over the past 10 years, CVS has underperformed VTV with an annualized return of 3.16%, while VTV has yielded a comparatively higher 12.42% annualized return.
CVS
- 1D
- 1.20%
- 1M
- 7.21%
- YTD
- 24.42%
- 6M
- 29.02%
- 1Y
- 58.27%
- 3Y*
- 14.98%
- 5Y*
- 6.17%
- 10Y*
- 3.16%
VTV
- 1D
- 0.25%
- 1M
- 2.67%
- YTD
- 11.91%
- 6M
- 13.41%
- 1Y
- 25.49%
- 3Y*
- 17.72%
- 5Y*
- 11.30%
- 10Y*
- 12.42%
CVS vs. VTV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CVS CVS Health Corporation | 24.42% | 84.35% | -40.77% | -12.53% | -7.63% | 54.87% | -5.14% | 17.26% | -7.04% | -5.75% |
VTV Vanguard Value ETF | 11.91% | 15.27% | 15.95% | 9.32% | -2.09% | 26.53% | 2.33% | 25.66% | -5.47% | 17.15% |
Correlation
The correlation between CVS and VTV is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004 | 0.53 |
Over the past year, the correlation between CVS and VTV has dropped to 0.30 - well below their long-term average of 0.53, suggesting their price drivers have been diverging.
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Return for Risk
CVS vs. VTV — Risk / Return Rank
CVS
VTV
CVS vs. VTV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CVS Health Corporation (CVS) and Vanguard Value ETF (VTV). 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.
| CVS | VTV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.63 | ||
| Sortino ratioReturn per unit of downside risk | -1.28 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.45 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.56 | 4.03 | -0.47 |
| Martin ratioReturn relative to average drawdown | 9.17 | 15.20 | -6.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CVS | VTV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.89 | 2.52 | -0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.82 | -0.61 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.11 | 0.75 | -0.64 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.51 | -0.18 |
Drawdowns
CVS vs. VTV - Drawdown Comparison
The maximum CVS drawdown since its inception was -64.07%, which is greater than VTV's maximum drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for CVS and VTV.
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Drawdown Indicators
| CVS | VTV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.07% | -59.27% | -4.80% |
Max Drawdown (1Y)Largest decline over 1 year | -16.44% | -6.35% | -10.09% |
Max Drawdown (3Y)Largest decline over 3 years | -43.98% | -14.52% | -29.46% |
Max Drawdown (5Y)Largest decline over 5 years | -56.79% | -17.04% | -39.75% |
Max Drawdown (10Y)Largest decline over 10 years | -56.79% | -36.78% | -20.01% |
Current DrawdownCurrent decline from peak | -1.05% | -1.11% | +0.06% |
Average DrawdownAverage peak-to-trough decline | -19.55% | -7.87% | -11.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.37% | 1.68% | +4.69% |
Volatility
CVS vs. VTV - Volatility Comparison
CVS Health Corporation (CVS) has a higher volatility of 8.88% compared to Vanguard Value ETF (VTV) at 2.65%. This indicates that CVS's price experiences larger fluctuations and is considered to be riskier than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CVS | VTV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.88% | 2.65% | +6.23% |
Volatility (6M)Calculated over the trailing 6-month period | 25.90% | 7.67% | +18.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.07% | 10.18% | +20.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.96% | 13.89% | +16.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.30% | 16.68% | +12.62% |
Dividends
CVS vs. VTV - Dividend Comparison
CVS's dividend yield for the trailing twelve months is around 2.74%, more than VTV's 1.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CVS CVS Health Corporation | 2.74% | 3.35% | 5.93% | 3.06% | 2.36% | 1.94% | 2.93% | 2.69% | 3.05% | 2.76% | 2.15% | 1.43% |
VTV Vanguard Value ETF | 1.87% | 2.05% | 2.31% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% |
Frequently Asked Questions
CVS and VTV have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CVS has higher volatility (8.88%) compared to VTV (2.65%). In terms of maximum drawdown, CVS dropped -64.07% vs VTV's -59.27%.
VTV currently has the higher Sharpe Ratio (2.52 vs 1.89), 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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