BKNG vs. BEDZ
Compare and contrast key facts about Booking Holdings Inc. (BKNG) and AdvisorShares Hotel ETF (BEDZ).
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: BKNG or BEDZ.
Performance
BKNG vs. BEDZ - Performance Comparison
Returns By Period
In the year-to-date period, BKNG achieves a 41.32% return, which is significantly higher than BEDZ's 16.72% return.
BKNG
41.32%
14.39%
30.81%
58.74%
21.83%
15.89%
BEDZ
16.72%
5.92%
15.83%
25.07%
N/A
N/A
Key characteristics
| BKNG | BEDZ | |
|---|---|---|
| Sharpe Ratio | 2.34 | 1.49 |
| Sortino Ratio | 2.67 | 2.10 |
| Omega Ratio | 1.43 | 1.27 |
| Calmar Ratio | 3.03 | 1.74 |
| Martin Ratio | 9.45 | 4.99 |
| Ulcer Index | 6.34% | 5.11% |
| Daily Std Dev | 25.54% | 17.11% |
| Max Drawdown | -99.32% | -29.70% |
| Current Drawdown | -1.75% | -2.56% |
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Correlation
The correlation between BKNG and BEDZ is 0.69, 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
BKNG vs. BEDZ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Booking Holdings Inc. (BKNG) and AdvisorShares Hotel ETF (BEDZ). 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
BKNG vs. BEDZ - Dividend Comparison
BKNG's dividend yield for the trailing twelve months is around 0.53%, less than BEDZ's 1.43% yield.
| TTM | 2023 | 2022 | 2021 | |
|---|---|---|---|---|
BKNG Booking Holdings Inc. | 0.53% | 0.00% | 0.00% | 0.00% |
BEDZ AdvisorShares Hotel ETF | 1.43% | 1.67% | 0.21% | 0.36% |
Drawdowns
BKNG vs. BEDZ - Drawdown Comparison
The maximum BKNG drawdown since its inception was -99.32%, which is greater than BEDZ's maximum drawdown of -29.70%. Use the drawdown chart below to compare losses from any high point for BKNG and BEDZ. For additional features, visit the drawdowns tool.
Volatility
BKNG vs. BEDZ - Volatility Comparison
Booking Holdings Inc. (BKNG) has a higher volatility of 6.91% compared to AdvisorShares Hotel ETF (BEDZ) at 5.84%. This indicates that BKNG's price experiences larger fluctuations and is considered to be riskier than BEDZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.