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

Correlation

The correlation between APLE and SPHD is 0.55, 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.


-0.50.00.51.00.6

Performance

APLE vs. SPHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Apple Hospitality REIT, Inc. (APLE) and Invesco S&P 500® High Dividend Low Volatility ETF (SPHD). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%100.00%120.00%140.00%JulyAugustSeptemberOctoberNovemberDecember
42.92%
115.56%
APLE
SPHD

Key characteristics

Sharpe Ratio

APLE:

-0.06

SPHD:

1.79

Sortino Ratio

APLE:

0.07

SPHD:

2.56

Omega Ratio

APLE:

1.01

SPHD:

1.32

Calmar Ratio

APLE:

-0.07

SPHD:

2.02

Martin Ratio

APLE:

-0.14

SPHD:

10.16

Ulcer Index

APLE:

8.91%

SPHD:

1.97%

Daily Std Dev

APLE:

21.36%

SPHD:

11.19%

Max Drawdown

APLE:

-71.82%

SPHD:

-41.39%

Current Drawdown

APLE:

-4.28%

SPHD:

-6.38%

Returns By Period

In the year-to-date period, APLE achieves a -0.44% return, which is significantly lower than SPHD's 18.08% return.


APLE

YTD

-0.44%

1M

2.07%

6M

10.47%

1Y

-1.57%

5Y*

3.19%

10Y*

N/A

SPHD

YTD

18.08%

1M

-4.76%

6M

10.47%

1Y

18.61%

5Y*

6.33%

10Y*

8.08%

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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.


Sharpe ratio
The chart of Sharpe ratio for APLE, currently valued at -0.06, compared to the broader market-4.00-2.000.002.00-0.061.79
The chart of Sortino ratio for APLE, currently valued at 0.07, compared to the broader market-4.00-2.000.002.004.000.072.56
The chart of Omega ratio for APLE, currently valued at 1.01, compared to the broader market0.501.001.502.001.011.32
The chart of Calmar ratio for APLE, currently valued at -0.07, compared to the broader market0.002.004.006.00-0.072.02
The chart of Martin ratio for APLE, currently valued at -0.14, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.1410.16
APLE
SPHD

The current APLE Sharpe Ratio is -0.06, which is lower than the SPHD Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of APLE and SPHD, 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.06
1.79
APLE
SPHD

Dividends

APLE vs. SPHD - Dividend Comparison

APLE's dividend yield for the trailing twelve months is around 6.47%, more than SPHD's 3.11% yield.


TTM20232022202120202019201820172016201520142013
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%0.00%0.00%
SPHD
Invesco S&P 500® High Dividend Low Volatility ETF
3.11%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.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.28%
-6.38%
APLE
SPHD

Volatility

APLE vs. SPHD - Volatility Comparison

Apple Hospitality REIT, Inc. (APLE) has a higher volatility of 6.99% compared to Invesco S&P 500® High Dividend Low Volatility ETF (SPHD) at 3.85%. 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%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
6.99%
3.85%
APLE
SPHD
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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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