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

Key characteristics


CHHSPYG
YTD Return8.05%12.68%
1Y Return-4.98%31.91%
3Y Return (Ann)2.91%7.86%
5Y Return (Ann)8.51%15.44%
10Y Return (Ann)11.88%14.46%
Sharpe Ratio-0.192.31
Daily Std Dev24.23%13.87%
Max Drawdown-65.89%-67.79%
Current Drawdown-19.80%-0.72%

Correlation

-0.50.00.51.00.5

The correlation between CHH and SPYG is 0.50, 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.

Performance

CHH vs. SPYG - Performance Comparison

In the year-to-date period, CHH achieves a 8.05% return, which is significantly lower than SPYG's 12.68% return. Over the past 10 years, CHH has underperformed SPYG with an annualized return of 11.88%, while SPYG has yielded a comparatively higher 14.46% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%1,000.00%2,000.00%3,000.00%4,000.00%December2024FebruaryMarchAprilMay
3,882.78%
292.80%
CHH
SPYG

Compare stocks, funds, or ETFs

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Choice Hotels International, Inc.

SPDR Portfolio S&P 500 Growth ETF

Risk-Adjusted Performance

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.


CHH
Sharpe ratio
The chart of Sharpe ratio for CHH, currently valued at -0.19, compared to the broader market-2.00-1.000.001.002.003.00-0.19
Sortino ratio
The chart of Sortino ratio for CHH, currently valued at -0.10, compared to the broader market-4.00-2.000.002.004.006.00-0.10
Omega ratio
The chart of Omega ratio for CHH, currently valued at 0.99, compared to the broader market0.501.001.502.000.99
Calmar ratio
The chart of Calmar ratio for CHH, currently valued at -0.16, compared to the broader market0.002.004.006.00-0.16
Martin ratio
The chart of Martin ratio for CHH, currently valued at -0.42, compared to the broader market-10.000.0010.0020.0030.00-0.42
SPYG
Sharpe ratio
The chart of Sharpe ratio for SPYG, currently valued at 2.31, compared to the broader market-2.00-1.000.001.002.003.002.31
Sortino ratio
The chart of Sortino ratio for SPYG, currently valued at 3.28, compared to the broader market-4.00-2.000.002.004.006.003.28
Omega ratio
The chart of Omega ratio for SPYG, currently valued at 1.41, compared to the broader market0.501.001.502.001.41
Calmar ratio
The chart of Calmar ratio for SPYG, currently valued at 1.39, compared to the broader market0.002.004.006.001.39
Martin ratio
The chart of Martin ratio for SPYG, currently valued at 12.31, compared to the broader market-10.000.0010.0020.0030.0012.31

CHH vs. SPYG - Sharpe Ratio Comparison

The current CHH Sharpe Ratio is -0.19, which is lower than the SPYG Sharpe Ratio of 2.31. The chart below compares the 12-month rolling Sharpe Ratio of CHH and SPYG.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2024FebruaryMarchAprilMay
-0.19
2.31
CHH
SPYG

Dividends

CHH vs. SPYG - Dividend Comparison

CHH's dividend yield for the trailing twelve months is around 0.94%, more than SPYG's 0.92% yield.


TTM20232022202120202019201820172016201520142013
CHH
Choice Hotels International, Inc.
0.94%1.02%1.30%0.33%0.21%0.84%1.20%1.11%1.48%1.57%1.34%1.51%
SPYG
SPDR Portfolio S&P 500 Growth ETF
0.92%1.15%1.03%0.62%0.90%1.37%1.51%1.41%1.55%1.57%1.37%1.42%

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.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-19.80%
-0.72%
CHH
SPYG

Volatility

CHH vs. SPYG - Volatility Comparison

The current volatility for Choice Hotels International, Inc. (CHH) is 4.73%, while SPDR Portfolio S&P 500 Growth ETF (SPYG) has a volatility of 5.85%. 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.


2.00%4.00%6.00%8.00%10.00%December2024FebruaryMarchAprilMay
4.73%
5.85%
CHH
SPYG