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BMY.L vs. IHG.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


BMY.LIHG.L
YTD Return51.30%34.54%
1Y Return71.76%60.15%
3Y Return (Ann)29.10%25.98%
5Y Return (Ann)27.02%16.78%
10Y Return (Ann)20.22%18.39%
Sharpe Ratio2.133.10
Sortino Ratio2.974.20
Omega Ratio1.361.54
Calmar Ratio5.313.65
Martin Ratio13.258.94
Ulcer Index5.38%6.75%
Daily Std Dev33.32%19.44%
Max Drawdown-72.41%-68.38%
Current Drawdown-7.17%-0.26%

Fundamentals


BMY.LIHG.L
Market Cap£566.81M£14.63B
EPS£0.46£2.99
PE Ratio15.1330.96
PEG Ratio0.001.89
Total Revenue (TTM)£385.77M£3.30B
Gross Profit (TTM)£215.09M£1.24B
EBITDA (TTM)£61.94M£862.00M

Correlation

-0.50.00.51.00.2

The correlation between BMY.L and IHG.L is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

BMY.L vs. IHG.L - Performance Comparison

In the year-to-date period, BMY.L achieves a 51.30% return, which is significantly higher than IHG.L's 34.54% return. Over the past 10 years, BMY.L has outperformed IHG.L with an annualized return of 20.22%, while IHG.L has yielded a comparatively lower 18.39% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
26.30%
21.38%
BMY.L
IHG.L

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Risk-Adjusted Performance

BMY.L vs. IHG.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bloomsbury Publishing plc (BMY.L) and InterContinental Hotels Group plc (IHG.L). 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.


BMY.L
Sharpe ratio
The chart of Sharpe ratio for BMY.L, currently valued at 2.17, compared to the broader market-4.00-2.000.002.004.002.17
Sortino ratio
The chart of Sortino ratio for BMY.L, currently valued at 2.97, compared to the broader market-4.00-2.000.002.004.006.002.97
Omega ratio
The chart of Omega ratio for BMY.L, currently valued at 1.36, compared to the broader market0.501.001.502.001.36
Calmar ratio
The chart of Calmar ratio for BMY.L, currently valued at 5.70, compared to the broader market0.002.004.006.005.70
Martin ratio
The chart of Martin ratio for BMY.L, currently valued at 14.49, compared to the broader market0.0010.0020.0030.0014.49
IHG.L
Sharpe ratio
The chart of Sharpe ratio for IHG.L, currently valued at 3.11, compared to the broader market-4.00-2.000.002.004.003.11
Sortino ratio
The chart of Sortino ratio for IHG.L, currently valued at 4.17, compared to the broader market-4.00-2.000.002.004.006.004.17
Omega ratio
The chart of Omega ratio for IHG.L, currently valued at 1.52, compared to the broader market0.501.001.502.001.52
Calmar ratio
The chart of Calmar ratio for IHG.L, currently valued at 3.78, compared to the broader market0.002.004.006.003.78
Martin ratio
The chart of Martin ratio for IHG.L, currently valued at 9.83, compared to the broader market0.0010.0020.0030.009.83

BMY.L vs. IHG.L - Sharpe Ratio Comparison

The current BMY.L Sharpe Ratio is 2.13, which is lower than the IHG.L Sharpe Ratio of 3.10. The chart below compares the historical Sharpe Ratios of BMY.L and IHG.L, 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.17
3.11
BMY.L
IHG.L

Dividends

BMY.L vs. IHG.L - Dividend Comparison

BMY.L's dividend yield for the trailing twelve months is around 2.14%, more than IHG.L's 1.68% yield.


TTM20232022202120202019201820172016201520142013
BMY.L
Bloomsbury Publishing plc
2.14%2.99%2.40%5.19%2.78%2.86%3.87%3.68%3.91%4.21%3.73%3.14%
IHG.L
InterContinental Hotels Group plc
1.68%2.01%2.74%0.00%1.83%7.30%2.41%5.27%31.85%1.78%6.36%5.70%

Drawdowns

BMY.L vs. IHG.L - Drawdown Comparison

The maximum BMY.L drawdown since its inception was -72.41%, which is greater than IHG.L's maximum drawdown of -68.38%. Use the drawdown chart below to compare losses from any high point for BMY.L and IHG.L. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-8.70%
-1.20%
BMY.L
IHG.L

Volatility

BMY.L vs. IHG.L - Volatility Comparison

Bloomsbury Publishing plc (BMY.L) has a higher volatility of 14.01% compared to InterContinental Hotels Group plc (IHG.L) at 6.29%. This indicates that BMY.L's price experiences larger fluctuations and is considered to be riskier than IHG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
14.01%
6.29%
BMY.L
IHG.L

Financials

BMY.L vs. IHG.L - Financials Comparison

This section allows you to compare key financial metrics between Bloomsbury Publishing plc and InterContinental Hotels Group plc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in GBp except per share items