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AHT vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AHT and VOO is 0.42, 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.


-0.50.00.51.00.4

Performance

AHT vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ashford Hospitality Trust, Inc. (AHT) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
-97.00%
620.70%
AHT
VOO

Key characteristics

Sharpe Ratio

AHT:

-0.75

VOO:

2.92

Sortino Ratio

AHT:

-1.26

VOO:

3.86

Omega Ratio

AHT:

0.87

VOO:

1.54

Calmar Ratio

AHT:

-0.62

VOO:

4.22

Martin Ratio

AHT:

-1.20

VOO:

19.12

Ulcer Index

AHT:

51.34%

VOO:

1.86%

Daily Std Dev

AHT:

82.25%

VOO:

12.18%

Max Drawdown

AHT:

-99.26%

VOO:

-33.99%

Current Drawdown

AHT:

-98.81%

VOO:

0.00%

Returns By Period

In the year-to-date period, AHT achieves a -54.43% return, which is significantly lower than VOO's 29.20% return. Over the past 10 years, AHT has underperformed VOO with an annualized return of -34.79%, while VOO has yielded a comparatively higher 13.63% annualized return.


AHT

YTD

-54.43%

1M

-1.56%

6M

-18.90%

1Y

-61.40%

5Y (annualized)

-49.43%

10Y (annualized)

-34.79%

VOO

YTD

29.20%

1M

1.61%

6M

14.62%

1Y

33.99%

5Y (annualized)

16.05%

10Y (annualized)

13.63%

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Risk-Adjusted Performance

AHT vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ashford Hospitality Trust, Inc. (AHT) and Vanguard S&P 500 ETF (VOO). 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.


Sharpe ratio
The chart of Sharpe ratio for AHT, currently valued at -0.75, compared to the broader market-4.00-2.000.002.004.00-0.752.92
The chart of Sortino ratio for AHT, currently valued at -1.26, compared to the broader market-4.00-2.000.002.004.00-1.263.86
The chart of Omega ratio for AHT, currently valued at 0.87, compared to the broader market0.501.001.502.000.871.54
The chart of Calmar ratio for AHT, currently valued at -0.62, compared to the broader market0.002.004.006.00-0.624.22
The chart of Martin ratio for AHT, currently valued at -1.20, compared to the broader market0.0010.0020.0030.00-1.2019.12
AHT
VOO

The current AHT Sharpe Ratio is -0.75, which is lower than the VOO Sharpe Ratio of 2.92. The chart below compares the historical Sharpe Ratios of AHT and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.75
2.92
AHT
VOO

Dividends

AHT vs. VOO - Dividend Comparison

AHT has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.21%.


TTM20232022202120202019201820172016201520142013
AHT
Ashford Hospitality Trust, Inc.
0.00%0.00%0.00%0.00%0.00%10.64%12.00%7.13%6.19%7.35%4.39%4.37%
VOO
Vanguard S&P 500 ETF
1.21%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

AHT vs. VOO - Drawdown Comparison

The maximum AHT drawdown since its inception was -99.26%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for AHT and VOO. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-98.81%
0
AHT
VOO

Volatility

AHT vs. VOO - Volatility Comparison

Ashford Hospitality Trust, Inc. (AHT) has a higher volatility of 39.78% compared to Vanguard S&P 500 ETF (VOO) at 2.20%. This indicates that AHT's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
39.78%
2.20%
AHT
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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