AWAY vs. EXPE
Compare and contrast key facts about ETFMG Travel Tech ETF (AWAY) and Expedia Group, Inc. (EXPE).
AWAY is a passively managed fund by ETFMG that tracks the performance of the Prime Travel Technology Index. It was launched on Feb 12, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AWAY or EXPE.
Key characteristics
| AWAY | EXPE | |
|---|---|---|
| YTD Return | 10.60% | 14.72% |
| 1Y Return | 29.03% | 49.39% |
| 3Y Return (Ann) | -9.87% | -2.60% |
| Sharpe Ratio | 1.45 | 1.24 |
| Sortino Ratio | 2.14 | 1.62 |
| Omega Ratio | 1.25 | 1.27 |
| Calmar Ratio | 0.57 | 0.97 |
| Martin Ratio | 6.38 | 3.01 |
| Ulcer Index | 4.63% | 15.79% |
| Daily Std Dev | 20.40% | 38.34% |
| Max Drawdown | -56.57% | -82.73% |
| Current Drawdown | -37.49% | -18.55% |
Correlation
The correlation between AWAY and EXPE 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.
Performance
AWAY vs. EXPE - Performance Comparison
In the year-to-date period, AWAY achieves a 10.60% return, which is significantly lower than EXPE's 14.72% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
AWAY vs. EXPE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ETFMG Travel Tech ETF (AWAY) and Expedia Group, Inc. (EXPE). 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
AWAY vs. EXPE - Dividend Comparison
AWAY's dividend yield for the trailing twelve months is around 0.28%, while EXPE has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AWAY ETFMG Travel Tech ETF | 0.28% | 0.00% | 0.00% | 0.00% | 0.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EXPE Expedia Group, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.26% | 1.22% | 1.10% | 0.97% | 0.88% | 0.68% | 0.77% | 0.80% |
Drawdowns
AWAY vs. EXPE - Drawdown Comparison
The maximum AWAY drawdown since its inception was -56.57%, smaller than the maximum EXPE drawdown of -82.73%. Use the drawdown chart below to compare losses from any high point for AWAY and EXPE. For additional features, visit the drawdowns tool.
Volatility
AWAY vs. EXPE - Volatility Comparison
The current volatility for ETFMG Travel Tech ETF (AWAY) is 5.48%, while Expedia Group, Inc. (EXPE) has a volatility of 8.59%. This indicates that AWAY experiences smaller price fluctuations and is considered to be less risky than EXPE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.