LOWV vs. CTAS
LOWV (AB US Low Volatility Equity ETF) is Large Cap Blend Equities fund actively managed by AllianceBernstein, while CTAS (Cintas Corporation) is a stock. Over the past 3 years, LOWV returned 14.02%/yr vs 17.77%/yr for CTAS. A 0.56 correlation means they provide meaningful diversification when combined.
Performance
LOWV vs. CTAS - Performance Comparison
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Returns By Period
In the year-to-date period, LOWV achieves a 3.79% return, which is significantly lower than CTAS's 7.84% return.
LOWV
- 1D
- -0.16%
- 1M
- 2.10%
- 6M
- 3.16%
- YTD
- 3.79%
- 1Y
- 8.40%
- 3Y*
- 14.02%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 16.62%
CTAS
- 1D
- -1.30%
- 1M
- 18.12%
- 6M
- 3.78%
- YTD
- 7.84%
- 1Y
- -8.21%
- 3Y*
- 17.77%
- 5Y*
- 16.61%
- 10Y*
- 23.59%
- ALL TIME*
- 16.31%
LOWV vs. CTAS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
LOWV AB US Low Volatility Equity ETF | 3.79% | 12.26% | 20.43% | 18.90% |
CTAS Cintas Corporation | 7.84% | 3.78% | 22.24% | 37.06% |
Correlation
The correlation between LOWV and CTAS is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2023 | 0.56 |
Over the past year, the correlation between LOWV and CTAS has dropped to 0.31 - well below their long-term average of 0.56, suggesting their price drivers have been diverging.
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Return for Risk
LOWV vs. CTAS — Risk / Return Rank
LOWV
CTAS
LOWV vs. CTAS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AB US Low Volatility Equity ETF (LOWV) and Cintas Corporation (CTAS). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| LOWV | CTAS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.18 | ||
| Sortino ratioReturn per unit of downside risk | +1.56 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 0.96 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 0.88 | -0.30 | +1.18 |
| Martin ratioReturn relative to average drawdown | 3.50 | -0.49 | +3.99 |
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Drawdowns
LOWV vs. CTAS - Drawdown Comparison
The maximum LOWV drawdown since its inception was -13.87%, smaller than the maximum CTAS drawdown of -65.32%. Use the drawdown chart below to compare losses from any high point for LOWV and CTAS.
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Drawdown Indicators
| LOWV | CTAS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.87% | -65.32% | +51.45% |
Max Drawdown (1Y)Largest decline over 1 year | -9.59% | -27.23% | +17.64% |
Max Drawdown (3Y)Largest decline over 3 years | -13.87% | -27.68% | +13.81% |
Max Drawdown (5Y)Largest decline over 5 years | — | -27.68% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -48.38% | — |
Current DrawdownCurrent decline from peak | -0.72% | -10.52% | +9.80% |
Average DrawdownAverage peak-to-trough decline | -1.50% | -15.05% | +13.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.41% | 16.83% | -14.42% |
Volatility
LOWV vs. CTAS - Volatility Comparison
The current volatility for AB US Low Volatility Equity ETF (LOWV) is 2.24%, while Cintas Corporation (CTAS) has a volatility of 10.39%. This indicates that LOWV experiences smaller price fluctuations and is considered to be less risky than CTAS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LOWV | CTAS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.24% | 10.39% | -8.15% |
Volatility (6M)Calculated over the trailing 6-month period | 7.97% | 18.93% | -10.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.39% | 22.67% | -12.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.88% | 22.89% | -11.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.88% | 26.74% | -14.86% |
Dividends
LOWV vs. CTAS - Dividend Comparison
LOWV's dividend yield for the trailing twelve months is around 0.87%, less than CTAS's 0.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CTAS Cintas Corporation | 0.89% | 0.89% | 0.80% | 0.83% | 0.93% | 0.77% | 0.99% | 0.95% | 1.22% | 1.04% | 1.15% | 1.15% |
LOWV AB US Low Volatility Equity ETF | 0.87% | 0.85% | 0.92% | 0.77% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
LOWV and CTAS have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CTAS has higher volatility (10.39%) compared to LOWV (2.24%). In terms of maximum drawdown, LOWV dropped -13.87% vs CTAS's -65.32%.
LOWV currently has the higher Sharpe Ratio (0.81 vs -0.36), 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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