TTC vs. XSHD
Compare and contrast key facts about The Toro Company (TTC) and Invesco S&P SmallCap High Dividend Low Volatility ETF (XSHD).
XSHD is a passively managed fund by Invesco that tracks the performance of the S&P SmallCap 600 Low Volatility High Dividend Index. It was launched on Dec 1, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TTC or XSHD.
Key characteristics
| TTC | XSHD | |
|---|---|---|
| YTD Return | -13.45% | -2.74% |
| 1Y Return | -4.10% | 6.85% |
| 3Y Return (Ann) | -5.61% | -7.27% |
| 5Y Return (Ann) | 2.87% | -3.06% |
| Sharpe Ratio | -0.11 | 0.42 |
| Sortino Ratio | 0.06 | 0.72 |
| Omega Ratio | 1.01 | 1.08 |
| Calmar Ratio | -0.12 | 0.25 |
| Martin Ratio | -0.34 | 1.09 |
| Ulcer Index | 10.62% | 7.09% |
| Daily Std Dev | 31.59% | 18.27% |
| Max Drawdown | -66.48% | -49.52% |
| Current Drawdown | -27.45% | -23.61% |
Correlation
The correlation between TTC and XSHD is 0.51, 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.
Performance
TTC vs. XSHD - Performance Comparison
In the year-to-date period, TTC achieves a -13.45% return, which is significantly lower than XSHD's -2.74% 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
TTC vs. XSHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The Toro Company (TTC) and Invesco S&P SmallCap High Dividend Low Volatility ETF (XSHD). 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
TTC vs. XSHD - Dividend Comparison
TTC's dividend yield for the trailing twelve months is around 1.75%, less than XSHD's 7.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TTC The Toro Company | 1.75% | 1.44% | 1.10% | 1.09% | 1.07% | 1.16% | 1.48% | 1.11% | 1.12% | 1.44% | 1.33% | 0.97% |
XSHD Invesco S&P SmallCap High Dividend Low Volatility ETF | 7.26% | 7.62% | 6.77% | 3.86% | 5.55% | 4.88% | 5.49% | 4.11% | 0.41% | 0.00% | 0.00% | 0.00% |
Drawdowns
TTC vs. XSHD - Drawdown Comparison
The maximum TTC drawdown since its inception was -66.48%, which is greater than XSHD's maximum drawdown of -49.52%. Use the drawdown chart below to compare losses from any high point for TTC and XSHD. For additional features, visit the drawdowns tool.
Volatility
TTC vs. XSHD - Volatility Comparison
The Toro Company (TTC) has a higher volatility of 6.98% compared to Invesco S&P SmallCap High Dividend Low Volatility ETF (XSHD) at 5.42%. This indicates that TTC's price experiences larger fluctuations and is considered to be riskier than XSHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.