APLE vs. SPHD
Compare and contrast key facts about Apple Hospitality REIT, Inc. (APLE) 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: APLE or SPHD.
Performance
APLE vs. SPHD - Performance Comparison
Returns By Period
In the year-to-date period, APLE achieves a -2.01% return, which is significantly lower than SPHD's 21.98% return.
APLE
-2.01%
3.48%
8.74%
-0.36%
3.47%
N/A
SPHD
21.98%
-1.47%
12.55%
31.23%
7.70%
8.70%
Key characteristics
| APLE | SPHD | |
|---|---|---|
| Sharpe Ratio | -0.00 | 2.79 |
| Sortino Ratio | 0.15 | 4.00 |
| Omega Ratio | 1.02 | 1.52 |
| Calmar Ratio | -0.00 | 2.20 |
| Martin Ratio | -0.01 | 19.19 |
| Ulcer Index | 9.98% | 1.62% |
| Daily Std Dev | 20.92% | 11.16% |
| Max Drawdown | -71.82% | -41.39% |
| Current Drawdown | -5.79% | -1.47% |
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Correlation
The correlation between APLE and SPHD is 0.56, 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
APLE vs. SPHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Apple Hospitality REIT, Inc. (APLE) 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
APLE vs. SPHD - Dividend Comparison
APLE's dividend yield for the trailing twelve months is around 6.54%, more than SPHD's 3.35% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
APLE Apple Hospitality REIT, Inc. | 6.54% | 6.08% | 4.82% | 0.25% | 2.32% | 6.77% | 9.12% | 5.61% | 6.01% | 4.01% | 0.00% | 0.00% |
SPHD Invesco S&P 500® High Dividend Low Volatility ETF | 3.35% | 4.48% | 3.89% | 3.46% | 4.89% | 4.07% | 4.40% | 3.14% | 3.83% | 3.49% | 3.24% | 3.68% |
Drawdowns
APLE vs. SPHD - Drawdown Comparison
The maximum APLE drawdown since its inception was -71.82%, which is greater than SPHD's maximum drawdown of -41.39%. Use the drawdown chart below to compare losses from any high point for APLE and SPHD. For additional features, visit the drawdowns tool.
Volatility
APLE vs. SPHD - Volatility Comparison
Apple Hospitality REIT, Inc. (APLE) has a higher volatility of 8.28% compared to Invesco S&P 500® High Dividend Low Volatility ETF (SPHD) at 2.58%. This indicates that APLE'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.