ZTS vs. IYH
Compare and contrast key facts about Zoetis Inc. (ZTS) and iShares U.S. Healthcare ETF (IYH).
IYH is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Health Care Index. It was launched on Jun 12, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ZTS or IYH.
Performance
ZTS vs. IYH - Performance Comparison
Returns By Period
In the year-to-date period, ZTS achieves a -9.73% return, which is significantly lower than IYH's 5.16% return. Over the past 10 years, ZTS has outperformed IYH with an annualized return of 15.82%, while IYH has yielded a comparatively lower 9.08% annualized return.
ZTS
-9.73%
-8.51%
1.64%
1.93%
8.93%
15.82%
IYH
5.16%
-7.73%
-1.96%
12.61%
9.07%
9.08%
Key characteristics
| ZTS | IYH | |
|---|---|---|
| Sharpe Ratio | 0.04 | 1.14 |
| Sortino Ratio | 0.23 | 1.62 |
| Omega Ratio | 1.03 | 1.21 |
| Calmar Ratio | 0.02 | 1.28 |
| Martin Ratio | 0.09 | 4.84 |
| Ulcer Index | 10.70% | 2.58% |
| Daily Std Dev | 25.23% | 10.94% |
| Max Drawdown | -46.52% | -43.13% |
| Current Drawdown | -26.68% | -9.74% |
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Correlation
The correlation between ZTS and IYH is 0.63, 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.
Risk-Adjusted Performance
ZTS vs. IYH - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Zoetis Inc. (ZTS) and iShares U.S. Healthcare ETF (IYH). 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
ZTS vs. IYH - Dividend Comparison
ZTS's dividend yield for the trailing twelve months is around 0.98%, less than IYH's 1.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ZTS Zoetis Inc. | 0.98% | 0.76% | 0.89% | 0.41% | 0.48% | 0.50% | 0.59% | 0.58% | 0.71% | 0.69% | 0.67% | 0.60% |
IYH iShares U.S. Healthcare ETF | 1.18% | 1.18% | 1.10% | 0.94% | 1.16% | 1.14% | 1.95% | 1.10% | 1.29% | 2.02% | 1.05% | 1.12% |
Drawdowns
ZTS vs. IYH - Drawdown Comparison
The maximum ZTS drawdown since its inception was -46.52%, which is greater than IYH's maximum drawdown of -43.13%. Use the drawdown chart below to compare losses from any high point for ZTS and IYH. For additional features, visit the drawdowns tool.
Volatility
ZTS vs. IYH - Volatility Comparison
Zoetis Inc. (ZTS) has a higher volatility of 8.25% compared to iShares U.S. Healthcare ETF (IYH) at 3.56%. This indicates that ZTS's price experiences larger fluctuations and is considered to be riskier than IYH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.