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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.


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.

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Key characteristics

Sharpe Ratio

AHT:

-0.67

VOO:

0.70

Sortino Ratio

AHT:

-0.79

VOO:

1.15

Omega Ratio

AHT:

0.92

VOO:

1.17

Calmar Ratio

AHT:

-0.51

VOO:

0.76

Martin Ratio

AHT:

-1.26

VOO:

2.93

Ulcer Index

AHT:

39.37%

VOO:

4.86%

Daily Std Dev

AHT:

81.97%

VOO:

19.43%

Max Drawdown

AHT:

-98.06%

VOO:

-33.99%

Current Drawdown

AHT:

-97.87%

VOO:

-4.59%

Returns By Period

In the year-to-date period, AHT achieves a -15.99% return, which is significantly lower than VOO's -0.19% return. Over the past 10 years, AHT has underperformed VOO with an annualized return of -20.54%, while VOO has yielded a comparatively higher 12.67% annualized return.


AHT

YTD

-15.99%

1M

2.90%

6M

-33.11%

1Y

-54.24%

5Y*

-37.43%

10Y*

-20.54%

VOO

YTD

-0.19%

1M

9.25%

6M

-1.98%

1Y

13.44%

5Y*

17.53%

10Y*

12.67%

*Annualized

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Risk-Adjusted Performance

AHT vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AHT
The Risk-Adjusted Performance Rank of AHT is 1616
Overall Rank
The Sharpe Ratio Rank of AHT is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of AHT is 1616
Sortino Ratio Rank
The Omega Ratio Rank of AHT is 1919
Omega Ratio Rank
The Calmar Ratio Rank of AHT is 1616
Calmar Ratio Rank
The Martin Ratio Rank of AHT is 1414
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7676
Overall Rank
The Sharpe Ratio Rank of VOO is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7474
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7777
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7878
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current AHT Sharpe Ratio is -0.67, which is lower than the VOO Sharpe Ratio of 0.70. 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.


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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 1.30%.


TTM20242023202220212020201920182017201620152014
AHT
Ashford Hospitality Trust, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%106.51%120.09%71.38%61.90%76.13%47.08%
VOO
Vanguard S&P 500 ETF
1.30%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

AHT vs. VOO - Drawdown Comparison

The maximum AHT drawdown since its inception was -98.06%, 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.


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Volatility

AHT vs. VOO - Volatility Comparison

Ashford Hospitality Trust, Inc. (AHT) has a higher volatility of 13.18% compared to Vanguard S&P 500 ETF (VOO) at 6.36%. 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.


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