CHH vs. QQQ
CHH (Choice Hotels International, Inc.) is a stock, while QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 10 years, CHH returned 9.75%/yr vs 21.94%/yr for QQQ. At a 0.45 correlation, their price movements are largely independent.
Performance
CHH vs. QQQ - Performance Comparison
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Returns By Period
In the year-to-date period, CHH achieves a 12.51% return, which is significantly lower than QQQ's 21.30% return. Over the past 10 years, CHH has underperformed QQQ with an annualized return of 9.75%, while QQQ has yielded a comparatively higher 21.94% annualized return.
CHH
- 1D
- -3.54%
- 1M
- 8.47%
- YTD
- 12.51%
- 6M
- 16.93%
- 1Y
- -15.60%
- 3Y*
- -1.73%
- 5Y*
- -1.56%
- 10Y*
- 9.75%
QQQ
- 1D
- -0.26%
- 1M
- 10.60%
- YTD
- 21.30%
- 6M
- 19.66%
- 1Y
- 41.82%
- 3Y*
- 28.78%
- 5Y*
- 17.97%
- 10Y*
- 21.94%
CHH vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CHH Choice Hotels International, Inc. | 12.51% | -32.29% | 26.18% | 1.58% | -27.10% | 46.69% | 3.57% | 45.92% | -6.72% | 40.23% |
QQQ Invesco QQQ ETF | 21.30% | 20.77% | 25.58% | 54.86% | -32.58% | 27.42% | 48.62% | 38.96% | -0.13% | 32.66% |
Correlation
The correlation between CHH and QQQ is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Mar 11, 1999 | 0.45 |
Over the past year, the correlation between CHH and QQQ has dropped to 0.15 - well below their long-term average of 0.45, suggesting their price drivers have been diverging.
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Return for Risk
CHH vs. QQQ — Risk / Return Rank
CHH
QQQ
CHH vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Choice Hotels International, Inc. (CHH) and Invesco QQQ ETF (QQQ). 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.
| CHH | QQQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.09 | ||
| Sortino ratioReturn per unit of downside risk | -3.87 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.45 | -0.50 |
| Calmar ratioReturn relative to maximum drawdown | -0.42 | 3.51 | -3.93 |
| Martin ratioReturn relative to average drawdown | -0.74 | 13.49 | -14.23 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CHH | QQQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.45 | 2.64 | -3.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.05 | 0.81 | -0.86 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | 0.99 | -0.66 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.41 | -0.09 |
Drawdowns
CHH vs. QQQ - Drawdown Comparison
The maximum CHH drawdown since its inception was -65.88%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for CHH and QQQ.
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Drawdown Indicators
| CHH | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.88% | -82.97% | +17.09% |
Max Drawdown (1Y)Largest decline over 1 year | -37.45% | -11.96% | -25.49% |
Max Drawdown (3Y)Largest decline over 3 years | -45.50% | -22.77% | -22.73% |
Max Drawdown (5Y)Largest decline over 5 years | -45.50% | -35.12% | -10.38% |
Max Drawdown (10Y)Largest decline over 10 years | -50.50% | -35.12% | -15.38% |
Current DrawdownCurrent decline from peak | -30.79% | -0.26% | -30.53% |
Average DrawdownAverage peak-to-trough decline | -20.25% | -32.79% | +12.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.06% | 3.11% | +17.95% |
Volatility
CHH vs. QQQ - Volatility Comparison
Choice Hotels International, Inc. (CHH) has a higher volatility of 10.93% compared to Invesco QQQ ETF (QQQ) at 4.49%. This indicates that CHH's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CHH | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.93% | 4.49% | +6.44% |
Volatility (6M)Calculated over the trailing 6-month period | 29.82% | 12.10% | +17.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.87% | 15.94% | +18.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.32% | 22.38% | +6.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.53% | 22.29% | +7.24% |
Dividends
CHH vs. QQQ - Dividend Comparison
CHH's dividend yield for the trailing twelve months is around 1.08%, more than QQQ's 0.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHH Choice Hotels International, Inc. | 1.08% | 1.21% | 0.61% | 1.02% | 1.05% | 0.29% | 0.21% | 0.84% | 1.20% | 1.11% | 1.48% | 1.57% |
QQQ Invesco QQQ ETF | 0.38% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
Frequently Asked Questions
CHH and QQQ have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CHH has higher volatility (10.93%) compared to QQQ (4.49%). In terms of maximum drawdown, CHH dropped -65.88% vs QQQ's -82.97%.
QQQ currently has the higher Sharpe Ratio (2.64 vs -0.45), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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