BEDZ vs. EXPE
Compare and contrast key facts about AdvisorShares Hotel ETF (BEDZ) and Expedia Group, Inc. (EXPE).
BEDZ is an actively managed fund by AdvisorShares. It was launched on Apr 21, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BEDZ or EXPE.
Key characteristics
| BEDZ | EXPE | |
|---|---|---|
| YTD Return | 19.13% | 18.80% |
| 1Y Return | 29.66% | 47.05% |
| 3Y Return (Ann) | 8.31% | 0.26% |
| Sharpe Ratio | 1.93 | 1.37 |
| Sortino Ratio | 2.65 | 1.73 |
| Omega Ratio | 1.34 | 1.29 |
| Calmar Ratio | 2.28 | 1.07 |
| Martin Ratio | 6.55 | 3.31 |
| Ulcer Index | 5.10% | 15.79% |
| Daily Std Dev | 17.31% | 38.24% |
| Max Drawdown | -29.70% | -82.73% |
| Current Drawdown | -0.55% | -15.65% |
Correlation
The correlation between BEDZ and EXPE is 0.74, 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
BEDZ vs. EXPE - Performance Comparison
The year-to-date returns for both stocks are quite close, with BEDZ having a 19.13% return and EXPE slightly lower at 18.80%. 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
BEDZ vs. EXPE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Hotel ETF (BEDZ) 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
BEDZ vs. EXPE - Dividend Comparison
BEDZ's dividend yield for the trailing twelve months is around 1.40%, while EXPE has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BEDZ AdvisorShares Hotel ETF | 1.40% | 1.67% | 0.21% | 0.36% | 0.00% | 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
BEDZ vs. EXPE - Drawdown Comparison
The maximum BEDZ drawdown since its inception was -29.70%, smaller than the maximum EXPE drawdown of -82.73%. Use the drawdown chart below to compare losses from any high point for BEDZ and EXPE. For additional features, visit the drawdowns tool.
Volatility
BEDZ vs. EXPE - Volatility Comparison
The current volatility for AdvisorShares Hotel ETF (BEDZ) is 5.59%, while Expedia Group, Inc. (EXPE) has a volatility of 9.27%. This indicates that BEDZ 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.