HYTR vs. VOO
Compare and contrast key facts about CP High Yield Trend ETF (HYTR) and Vanguard S&P 500 ETF (VOO).
HYTR and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HYTR is a passively managed fund by Counterpoint Mutual Funds LLC that tracks the performance of the CP High Yield Trend Index. It was launched on Jan 21, 2020. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both HYTR and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HYTR or VOO.
Performance
HYTR vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, HYTR achieves a 7.04% return, which is significantly lower than VOO's 24.51% return.
HYTR
7.04%
-0.25%
5.10%
12.15%
N/A
N/A
VOO
24.51%
0.61%
11.38%
32.00%
15.30%
13.12%
Key characteristics
| HYTR | VOO | |
|---|---|---|
| Sharpe Ratio | 2.08 | 2.64 |
| Sortino Ratio | 3.09 | 3.53 |
| Omega Ratio | 1.48 | 1.49 |
| Calmar Ratio | 1.38 | 3.81 |
| Martin Ratio | 12.72 | 17.34 |
| Ulcer Index | 0.96% | 1.86% |
| Daily Std Dev | 5.90% | 12.20% |
| Max Drawdown | -13.24% | -33.99% |
| Current Drawdown | -1.62% | -2.16% |
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HYTR vs. VOO - Expense Ratio Comparison
HYTR has a 0.97% expense ratio, which is higher than VOO's 0.03% expense ratio.
Correlation
The correlation between HYTR and VOO is 0.49, 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
HYTR vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for CP High Yield Trend ETF (HYTR) and Vanguard S&P 500 ETF (VOO). 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
HYTR vs. VOO - Dividend Comparison
HYTR's dividend yield for the trailing twelve months is around 5.67%, more than VOO's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HYTR CP High Yield Trend ETF | 5.67% | 5.43% | 1.24% | 3.71% | 3.06% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
HYTR vs. VOO - Drawdown Comparison
The maximum HYTR drawdown since its inception was -13.24%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for HYTR and VOO. For additional features, visit the drawdowns tool.
Volatility
HYTR vs. VOO - Volatility Comparison
The current volatility for CP High Yield Trend ETF (HYTR) is 1.07%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.09%. This indicates that HYTR experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.