FAT vs. VHT
Compare and contrast key facts about FAT Brands Inc. (FAT) 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: FAT or VHT.
Key characteristics
| FAT | VHT | |
|---|---|---|
| YTD Return | -6.11% | 9.00% |
| 1Y Return | -9.39% | 18.49% |
| 3Y Return (Ann) | -15.95% | 2.95% |
| 5Y Return (Ann) | 27.77% | 10.61% |
| Sharpe Ratio | -0.15 | 1.76 |
| Sortino Ratio | 0.14 | 2.45 |
| Omega Ratio | 1.02 | 1.32 |
| Calmar Ratio | -0.13 | 1.49 |
| Martin Ratio | -0.25 | 8.41 |
| Ulcer Index | 30.73% | 2.30% |
| Daily Std Dev | 50.27% | 10.97% |
| Max Drawdown | -81.65% | -39.12% |
| Current Drawdown | -50.19% | -5.78% |
Correlation
The correlation between FAT and VHT is 0.11, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
FAT vs. VHT - Performance Comparison
In the year-to-date period, FAT achieves a -6.11% return, which is significantly lower than VHT's 9.00% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
FAT vs. VHT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FAT Brands Inc. (FAT) 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
FAT vs. VHT - Dividend Comparison
FAT's dividend yield for the trailing twelve months is around 10.53%, more than VHT's 1.42% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAT FAT Brands Inc. | 10.53% | 9.24% | 10.92% | 4.91% | 0.00% | 6.37% | 18.88% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VHT Vanguard Health Care ETF | 1.42% | 1.36% | 1.33% | 1.14% | 1.21% | 1.89% | 1.38% | 1.31% | 1.45% | 1.22% | 1.02% | 1.12% |
Drawdowns
FAT vs. VHT - Drawdown Comparison
The maximum FAT drawdown since its inception was -81.65%, which is greater than VHT's maximum drawdown of -39.12%. Use the drawdown chart below to compare losses from any high point for FAT and VHT. For additional features, visit the drawdowns tool.
Volatility
FAT vs. VHT - Volatility Comparison
FAT Brands Inc. (FAT) has a higher volatility of 7.88% compared to Vanguard Health Care ETF (VHT) at 2.97%. This indicates that FAT'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.