PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
APLE vs. BEDZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between APLE and BEDZ is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

APLE vs. BEDZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Apple Hospitality REIT, Inc. (APLE) and AdvisorShares Hotel ETF (BEDZ). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
21.66%
37.41%
APLE
BEDZ

Key characteristics

Sharpe Ratio

APLE:

-0.06

BEDZ:

1.34

Sortino Ratio

APLE:

0.07

BEDZ:

1.86

Omega Ratio

APLE:

1.01

BEDZ:

1.24

Calmar Ratio

APLE:

-0.07

BEDZ:

1.57

Martin Ratio

APLE:

-0.14

BEDZ:

4.51

Ulcer Index

APLE:

8.91%

BEDZ:

5.12%

Daily Std Dev

APLE:

21.36%

BEDZ:

17.23%

Max Drawdown

APLE:

-71.82%

BEDZ:

-29.70%

Current Drawdown

APLE:

-4.28%

BEDZ:

-2.50%

Returns By Period

In the year-to-date period, APLE achieves a -0.44% return, which is significantly lower than BEDZ's 20.28% return.


APLE

YTD

-0.44%

1M

2.07%

6M

10.47%

1Y

-1.57%

5Y*

3.19%

10Y*

N/A

BEDZ

YTD

20.28%

1M

2.75%

6M

21.80%

1Y

20.85%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

APLE vs. BEDZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Apple Hospitality REIT, Inc. (APLE) and AdvisorShares Hotel ETF (BEDZ). 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 APLE, currently valued at -0.06, compared to the broader market-4.00-2.000.002.00-0.061.34
The chart of Sortino ratio for APLE, currently valued at 0.07, compared to the broader market-4.00-2.000.002.004.000.071.86
The chart of Omega ratio for APLE, currently valued at 1.01, compared to the broader market0.501.001.502.001.011.24
The chart of Calmar ratio for APLE, currently valued at -0.07, compared to the broader market0.002.004.006.00-0.071.57
The chart of Martin ratio for APLE, currently valued at -0.14, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.144.51
APLE
BEDZ

The current APLE Sharpe Ratio is -0.06, which is lower than the BEDZ Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of APLE and BEDZ, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.06
1.34
APLE
BEDZ

Dividends

APLE vs. BEDZ - Dividend Comparison

APLE's dividend yield for the trailing twelve months is around 6.47%, more than BEDZ's 1.39% yield.


TTM202320222021202020192018201720162015
APLE
Apple Hospitality REIT, Inc.
6.47%6.08%4.82%0.25%2.32%6.77%9.12%5.61%6.01%4.01%
BEDZ
AdvisorShares Hotel ETF
1.39%1.67%0.21%0.36%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

APLE vs. BEDZ - Drawdown Comparison

The maximum APLE drawdown since its inception was -71.82%, which is greater than BEDZ's maximum drawdown of -29.70%. Use the drawdown chart below to compare losses from any high point for APLE and BEDZ. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.28%
-2.50%
APLE
BEDZ

Volatility

APLE vs. BEDZ - Volatility Comparison

Apple Hospitality REIT, Inc. (APLE) has a higher volatility of 6.99% compared to AdvisorShares Hotel ETF (BEDZ) at 5.46%. This indicates that APLE's price experiences larger fluctuations and is considered to be riskier than BEDZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
6.99%
5.46%
APLE
BEDZ
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab