ITOT vs. CAT
ITOT (iShares Core S&P Total U.S. Stock Market ETF) is Large Cap Blend Equities fund tracking the S&P Total Market Index, while CAT (Caterpillar Inc.) is a stock. Over the past 10 years, ITOT returned 14.81%/yr vs 31.20%/yr for CAT. A 0.66 correlation means they provide meaningful diversification when combined.
Performance
ITOT vs. CAT - Performance Comparison
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Returns By Period
In the year-to-date period, ITOT achieves a 9.09% return, which is significantly lower than CAT's 60.51% return. Over the past 10 years, ITOT has underperformed CAT with an annualized return of 14.81%, while CAT has yielded a comparatively higher 31.20% annualized return.
ITOT
- 1D
- 0.31%
- 1M
- 0.42%
- YTD
- 9.09%
- 6M
- 8.99%
- 1Y
- 24.90%
- 3Y*
- 21.07%
- 5Y*
- 12.25%
- 10Y*
- 14.81%
CAT
- 1D
- 1.26%
- 1M
- 2.03%
- YTD
- 60.51%
- 6M
- 54.15%
- 1Y
- 161.94%
- 3Y*
- 59.74%
- 5Y*
- 33.67%
- 10Y*
- 31.20%
ITOT vs. CAT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ITOT iShares Core S&P Total U.S. Stock Market ETF | 9.09% | 17.00% | 23.80% | 26.12% | -19.47% | 25.68% | 20.71% | 30.67% | -5.33% | 21.37% |
CAT Caterpillar Inc. | 60.51% | 60.30% | 24.66% | 25.95% | 18.60% | 15.95% | 26.97% | 19.51% | -17.56% | 75.03% |
Correlation
The correlation between ITOT and CAT is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Jan 26, 2004 | 0.66 |
The correlation between ITOT and CAT has been stable across timeframes, ranging from 0.59 to 0.66 - a consistent structural relationship.
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Return for Risk
ITOT vs. CAT — Risk / Return Rank
ITOT
CAT
ITOT vs. CAT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P Total U.S. Stock Market ETF (ITOT) and Caterpillar Inc. (CAT). 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.
| ITOT | CAT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.75 | ||
| Sortino ratioReturn per unit of downside risk | -2.73 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.69 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | 2.81 | 11.74 | -8.93 |
| Martin ratioReturn relative to average drawdown | 12.79 | 38.95 | -26.15 |
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
| ITOT | CAT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.01 | 4.76 | -2.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 1.10 | -0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.81 | 1.01 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.35 | +0.21 |
Drawdowns
ITOT vs. CAT - Drawdown Comparison
The maximum ITOT drawdown since its inception was -55.20%, smaller than the maximum CAT drawdown of -73.43%. Use the drawdown chart below to compare losses from any high point for ITOT and CAT.
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Drawdown Indicators
| ITOT | CAT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.20% | -73.43% | +18.23% |
Max Drawdown (1Y)Largest decline over 1 year | -8.90% | -13.88% | +4.98% |
Max Drawdown (3Y)Largest decline over 3 years | -19.44% | -34.05% | +14.61% |
Max Drawdown (5Y)Largest decline over 5 years | -25.36% | -34.05% | +8.69% |
Max Drawdown (10Y)Largest decline over 10 years | -35.00% | -43.36% | +8.36% |
Current DrawdownCurrent decline from peak | -2.65% | -2.64% | -0.01% |
Average DrawdownAverage peak-to-trough decline | -6.97% | -19.74% | +12.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | 4.18% | -2.23% |
Volatility
ITOT vs. CAT - Volatility Comparison
The current volatility for iShares Core S&P Total U.S. Stock Market ETF (ITOT) is 3.91%, while Caterpillar Inc. (CAT) has a volatility of 10.77%. This indicates that ITOT experiences smaller price fluctuations and is considered to be less risky than CAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ITOT | CAT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.91% | 10.77% | -6.86% |
Volatility (6M)Calculated over the trailing 6-month period | 9.56% | 27.35% | -17.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.49% | 34.31% | -21.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.40% | 30.67% | -13.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.29% | 30.89% | -12.60% |
Dividends
ITOT vs. CAT - Dividend Comparison
ITOT's dividend yield for the trailing twelve months is around 1.00%, more than CAT's 0.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAT Caterpillar Inc. | 0.66% | 1.02% | 1.49% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.00% | 1.11% | 1.23% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% |
Frequently Asked Questions
ITOT and CAT have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CAT has higher volatility (10.77%) compared to ITOT (3.91%). In terms of maximum drawdown, ITOT dropped -55.20% vs CAT's -73.43%.
CAT currently has the higher Sharpe Ratio (4.76 vs 2.01), 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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