SHV vs. CTRE
SHV (iShares 0-1 Year Treasury Bond ETF) is Government Bonds fund tracking the ICE Short US Treasury Securities Index, while CTRE (CareTrust REIT, Inc.) is a stock. Over the past 10 years, SHV returned 2.23%/yr vs 16.26%/yr for CTRE. At a 0.03 correlation, their price movements are largely independent.
Performance
SHV vs. CTRE - Performance Comparison
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Returns By Period
In the year-to-date period, SHV achieves a 1.42% return, which is significantly lower than CTRE's 6.30% return. Over the past 10 years, SHV has underperformed CTRE with an annualized return of 2.23%, while CTRE has yielded a comparatively higher 16.26% annualized return.
SHV
- 1D
- 0.00%
- 1M
- 0.27%
- YTD
- 1.42%
- 6M
- 1.75%
- 1Y
- 3.90%
- 3Y*
- 4.64%
- 5Y*
- 3.31%
- 10Y*
- 2.23%
CTRE
- 1D
- -1.81%
- 1M
- -3.72%
- YTD
- 6.30%
- 6M
- 2.89%
- 1Y
- 37.48%
- 3Y*
- 30.22%
- 5Y*
- 15.96%
- 10Y*
- 16.26%
SHV vs. CTRE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SHV iShares 0-1 Year Treasury Bond ETF | 1.42% | 4.21% | 5.12% | 5.04% | 0.94% | -0.10% | 0.81% | 2.36% | 1.72% | 0.67% |
CTRE CareTrust REIT, Inc. | 6.30% | 39.35% | 26.31% | 27.31% | -13.67% | 7.91% | 13.67% | 16.31% | 15.89% | 14.12% |
Correlation
The correlation between SHV and CTRE is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since May 30, 2014 | 0.03 |
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Return for Risk
SHV vs. CTRE — Risk / Return Rank
SHV
CTRE
SHV vs. CTRE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares 0-1 Year Treasury Bond ETF (SHV) and CareTrust REIT, Inc. (CTRE). 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.
| SHV | CTRE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +17.90 | ||
| Sortino ratioReturn per unit of downside risk | +147.38 | ||
| Omega ratioGain probability vs. loss probability | 53.77 | 1.28 | +52.48 |
| Calmar ratioReturn relative to maximum drawdown | 431.38 | 3.07 | +428.31 |
| Martin ratioReturn relative to average drawdown | 2,419.80 | 11.61 | +2,408.19 |
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
| SHV | CTRE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 19.49 | 1.59 | +17.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 11.56 | 0.66 | +10.90 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 8.09 | 0.46 | +7.62 |
Sharpe Ratio (All Time)Calculated using the full available price history | 4.50 | 0.43 | +4.07 |
Drawdowns
SHV vs. CTRE - Drawdown Comparison
The maximum SHV drawdown since its inception was -0.45%, smaller than the maximum CTRE drawdown of -67.43%. Use the drawdown chart below to compare losses from any high point for SHV and CTRE.
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Drawdown Indicators
| SHV | CTRE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.45% | -67.43% | +66.98% |
Max Drawdown (1Y)Largest decline over 1 year | -0.01% | -12.25% | +12.24% |
Max Drawdown (3Y)Largest decline over 3 years | -0.03% | -23.19% | +23.16% |
Max Drawdown (5Y)Largest decline over 5 years | -0.40% | -30.98% | +30.58% |
Max Drawdown (10Y)Largest decline over 10 years | -0.45% | -67.43% | +66.98% |
Current DrawdownCurrent decline from peak | 0.00% | -10.39% | +10.39% |
Average DrawdownAverage peak-to-trough decline | -0.03% | -10.58% | +10.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.00% | 3.24% | -3.24% |
Volatility
SHV vs. CTRE - Volatility Comparison
The current volatility for iShares 0-1 Year Treasury Bond ETF (SHV) is 0.05%, while CareTrust REIT, Inc. (CTRE) has a volatility of 9.26%. This indicates that SHV experiences smaller price fluctuations and is considered to be less risky than CTRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SHV | CTRE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.05% | 9.26% | -9.21% |
Volatility (6M)Calculated over the trailing 6-month period | 0.12% | 19.20% | -19.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.20% | 23.63% | -23.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.29% | 24.48% | -24.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.28% | 35.32% | -35.04% |
Dividends
SHV vs. CTRE - Dividend Comparison
SHV's dividend yield for the trailing twelve months is around 3.83%, more than CTRE's 3.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CTRE CareTrust REIT, Inc. | 3.67% | 3.71% | 4.29% | 5.00% | 5.92% | 4.64% | 4.51% | 4.36% | 4.44% | 4.42% | 4.44% | 5.84% |
SHV iShares 0-1 Year Treasury Bond ETF | 3.83% | 4.09% | 5.02% | 4.73% | 1.39% | 0.00% | 0.74% | 2.19% | 1.66% | 0.72% | 0.34% | 0.03% |
Frequently Asked Questions
SHV and CTRE have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CTRE has higher volatility (9.26%) compared to SHV (0.05%). In terms of maximum drawdown, SHV dropped -0.45% vs CTRE's -67.43%.
SHV currently has the higher Sharpe Ratio (19.49 vs 1.59), 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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