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APLE vs. SPHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


APLESPHD
YTD Return-9.87%6.89%
1Y Return6.34%14.55%
3Y Return (Ann)2.03%4.38%
5Y Return (Ann)2.35%5.45%
Sharpe Ratio0.251.10
Daily Std Dev22.78%12.46%
Max Drawdown-71.85%-41.39%
Current Drawdown-13.35%-1.55%

Correlation

-0.50.00.51.00.6

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.

Performance

APLE vs. SPHD - Performance Comparison

In the year-to-date period, APLE achieves a -9.87% return, which is significantly lower than SPHD's 6.89% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


20.00%40.00%60.00%80.00%100.00%2024FebruaryMarchAprilMayJune
29.03%
95.13%
APLE
SPHD

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Apple Hospitality REIT, Inc.

Invesco S&P 500® High Dividend Low Volatility ETF

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.


APLE
Sharpe ratio
The chart of Sharpe ratio for APLE, currently valued at 0.25, compared to the broader market-2.00-1.000.001.002.003.000.25
Sortino ratio
The chart of Sortino ratio for APLE, currently valued at 0.53, compared to the broader market-4.00-2.000.002.004.000.53
Omega ratio
The chart of Omega ratio for APLE, currently valued at 1.06, compared to the broader market0.501.001.502.001.06
Calmar ratio
The chart of Calmar ratio for APLE, currently valued at 0.30, compared to the broader market0.002.004.006.000.30
Martin ratio
The chart of Martin ratio for APLE, currently valued at 0.82, compared to the broader market0.0010.0020.000.82
SPHD
Sharpe ratio
The chart of Sharpe ratio for SPHD, currently valued at 1.10, compared to the broader market-2.00-1.000.001.002.003.001.10
Sortino ratio
The chart of Sortino ratio for SPHD, currently valued at 1.68, compared to the broader market-4.00-2.000.002.004.001.68
Omega ratio
The chart of Omega ratio for SPHD, currently valued at 1.20, compared to the broader market0.501.001.502.001.20
Calmar ratio
The chart of Calmar ratio for SPHD, currently valued at 0.71, compared to the broader market0.002.004.006.000.71
Martin ratio
The chart of Martin ratio for SPHD, currently valued at 3.41, compared to the broader market0.0010.0020.003.41

APLE vs. SPHD - Sharpe Ratio Comparison

The current APLE Sharpe Ratio is 0.25, which is lower than the SPHD Sharpe Ratio of 1.10. The chart below compares the 12-month rolling Sharpe Ratio of APLE and SPHD.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502024FebruaryMarchAprilMayJune
0.25
1.10
APLE
SPHD

Dividends

APLE vs. SPHD - Dividend Comparison

APLE's dividend yield for the trailing twelve months is around 6.92%, more than SPHD's 3.86% yield.


TTM20232022202120202019201820172016201520142013
APLE
Apple Hospitality REIT, Inc.
6.92%6.08%4.78%0.25%2.31%6.74%9.04%5.56%5.96%3.97%0.00%0.00%
SPHD
Invesco S&P 500® High Dividend Low Volatility ETF
3.86%4.48%3.89%3.45%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 -71.85%, 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.


-15.00%-10.00%-5.00%0.00%2024FebruaryMarchAprilMayJune
-13.35%
-1.55%
APLE
SPHD

Volatility

APLE vs. SPHD - Volatility Comparison

Apple Hospitality REIT, Inc. (APLE) has a higher volatility of 5.39% compared to Invesco S&P 500® High Dividend Low Volatility ETF (SPHD) at 3.54%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%2024FebruaryMarchAprilMayJune
5.39%
3.54%
APLE
SPHD