VTR vs. SPHD
Compare and contrast key facts about Ventas, Inc. (VTR) and Invesco S&P 500® High Dividend Low Volatility ETF (SPHD).
SPHD is a passively managed fund by Invesco that tracks the performance of the S&P Low Volatility High Dividend index. It was launched on Oct 18, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTR or SPHD.
Key characteristics
| VTR | SPHD | |
|---|---|---|
| YTD Return | 34.19% | 22.57% |
| 1Y Return | 60.35% | 36.80% |
| 3Y Return (Ann) | 11.34% | 9.34% |
| 5Y Return (Ann) | 6.19% | 7.59% |
| 10Y Return (Ann) | 6.75% | 8.83% |
| Sharpe Ratio | 2.40 | 3.06 |
| Sortino Ratio | 3.19 | 4.42 |
| Omega Ratio | 1.41 | 1.57 |
| Calmar Ratio | 1.62 | 2.07 |
| Martin Ratio | 7.46 | 22.05 |
| Ulcer Index | 7.14% | 1.60% |
| Daily Std Dev | 22.24% | 11.55% |
| Max Drawdown | -83.92% | -41.39% |
| Current Drawdown | -2.00% | -1.00% |
Correlation
The correlation between VTR and SPHD is 0.54, 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
VTR vs. SPHD - Performance Comparison
In the year-to-date period, VTR achieves a 34.19% return, which is significantly higher than SPHD's 22.57% return. Over the past 10 years, VTR has underperformed SPHD with an annualized return of 6.75%, while SPHD has yielded a comparatively higher 8.83% annualized 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
VTR vs. SPHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Ventas, Inc. (VTR) and Invesco S&P 500® High Dividend Low Volatility ETF (SPHD). 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
VTR vs. SPHD - Dividend Comparison
VTR's dividend yield for the trailing twelve months is around 2.76%, less than SPHD's 3.38% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTR Ventas, Inc. | 2.76% | 3.61% | 4.00% | 3.52% | 4.36% | 5.49% | 5.40% | 5.19% | 4.74% | 5,409.15% | 9,117.70% | 10,528.28% |
SPHD Invesco S&P 500® High Dividend Low Volatility ETF | 3.38% | 4.48% | 3.89% | 3.46% | 4.89% | 4.07% | 4.40% | 3.14% | 3.83% | 3.49% | 3.24% | 3.68% |
Drawdowns
VTR vs. SPHD - Drawdown Comparison
The maximum VTR drawdown since its inception was -83.92%, which is greater than SPHD's maximum drawdown of -41.39%. Use the drawdown chart below to compare losses from any high point for VTR and SPHD. For additional features, visit the drawdowns tool.
Volatility
VTR vs. SPHD - Volatility Comparison
Ventas, Inc. (VTR) has a higher volatility of 6.17% compared to Invesco S&P 500® High Dividend Low Volatility ETF (SPHD) at 2.76%. This indicates that VTR's price experiences larger fluctuations and is considered to be riskier than SPHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.