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CHH vs. SPYG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CHH and SPYG is 0.49, 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.


-0.50.00.51.00.5

Performance

CHH vs. SPYG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Choice Hotels International, Inc. (CHH) and SPDR Portfolio S&P 500 Growth ETF (SPYG). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
12.65%
11.43%
CHH
SPYG

Key characteristics

Sharpe Ratio

CHH:

1.05

SPYG:

2.17

Sortino Ratio

CHH:

1.61

SPYG:

2.80

Omega Ratio

CHH:

1.20

SPYG:

1.39

Calmar Ratio

CHH:

0.90

SPYG:

3.04

Martin Ratio

CHH:

3.97

SPYG:

11.76

Ulcer Index

CHH:

6.37%

SPYG:

3.29%

Daily Std Dev

CHH:

24.16%

SPYG:

17.88%

Max Drawdown

CHH:

-65.89%

SPYG:

-67.79%

Current Drawdown

CHH:

-7.01%

SPYG:

-1.44%

Returns By Period

In the year-to-date period, CHH achieves a 0.03% return, which is significantly lower than SPYG's 2.26% return. Over the past 10 years, CHH has underperformed SPYG with an annualized return of 10.42%, while SPYG has yielded a comparatively higher 15.39% annualized return.


CHH

YTD

0.03%

1M

0.32%

6M

12.50%

1Y

22.24%

5Y*

8.26%

10Y*

10.42%

SPYG

YTD

2.26%

1M

1.04%

6M

11.42%

1Y

34.66%

5Y*

16.59%

10Y*

15.39%

*Annualized

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Risk-Adjusted Performance

CHH vs. SPYG — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CHH
The Risk-Adjusted Performance Rank of CHH is 7575
Overall Rank
The Sharpe Ratio Rank of CHH is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of CHH is 7373
Sortino Ratio Rank
The Omega Ratio Rank of CHH is 7171
Omega Ratio Rank
The Calmar Ratio Rank of CHH is 7777
Calmar Ratio Rank
The Martin Ratio Rank of CHH is 7777
Martin Ratio Rank

SPYG
The Risk-Adjusted Performance Rank of SPYG is 7979
Overall Rank
The Sharpe Ratio Rank of SPYG is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYG is 7777
Sortino Ratio Rank
The Omega Ratio Rank of SPYG is 8080
Omega Ratio Rank
The Calmar Ratio Rank of SPYG is 7878
Calmar Ratio Rank
The Martin Ratio Rank of SPYG is 7979
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CHH vs. SPYG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Choice Hotels International, Inc. (CHH) and SPDR Portfolio S&P 500 Growth ETF (SPYG). 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.


Sharpe ratio
The chart of Sharpe ratio for CHH, currently valued at 1.05, compared to the broader market-2.000.002.004.001.052.17
The chart of Sortino ratio for CHH, currently valued at 1.61, compared to the broader market-4.00-2.000.002.004.006.001.612.80
The chart of Omega ratio for CHH, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.39
The chart of Calmar ratio for CHH, currently valued at 0.90, compared to the broader market0.002.004.006.000.903.04
The chart of Martin ratio for CHH, currently valued at 3.97, compared to the broader market-10.000.0010.0020.0030.003.9711.76
CHH
SPYG

The current CHH Sharpe Ratio is 1.05, which is lower than the SPYG Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of CHH and SPYG, 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 Ratio0.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
1.05
2.17
CHH
SPYG

Dividends

CHH vs. SPYG - Dividend Comparison

CHH's dividend yield for the trailing twelve months is around 0.81%, more than SPYG's 0.59% yield.


TTM20242023202220212020201920182017201620152014
CHH
Choice Hotels International, Inc.
0.81%0.61%1.02%1.30%0.33%0.21%0.84%1.20%1.11%1.48%1.57%1.34%
SPYG
SPDR Portfolio S&P 500 Growth ETF
0.59%0.60%1.15%1.03%0.62%0.90%1.36%1.51%1.41%1.55%1.57%1.37%

Drawdowns

CHH vs. SPYG - Drawdown Comparison

The maximum CHH drawdown since its inception was -65.89%, roughly equal to the maximum SPYG drawdown of -67.79%. Use the drawdown chart below to compare losses from any high point for CHH and SPYG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-7.01%
-1.44%
CHH
SPYG

Volatility

CHH vs. SPYG - Volatility Comparison

The current volatility for Choice Hotels International, Inc. (CHH) is 5.09%, while SPDR Portfolio S&P 500 Growth ETF (SPYG) has a volatility of 6.25%. This indicates that CHH experiences smaller price fluctuations and is considered to be less risky than SPYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%AugustSeptemberOctoberNovemberDecember2025
5.09%
6.25%
CHH
SPYG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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