CHH vs. SPYG
Compare and contrast key facts about Choice Hotels International, Inc. (CHH) and SPDR Portfolio S&P 500 Growth ETF (SPYG).
SPYG is a passively managed fund by State Street that tracks the performance of the S&P 500 Growth Index. It was launched on Sep 25, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CHH or SPYG.
Performance
CHH vs. SPYG - Performance Comparison
Returns By Period
In the year-to-date period, CHH achieves a 29.97% return, which is significantly lower than SPYG's 31.50% return. Over the past 10 years, CHH has underperformed SPYG with an annualized return of 11.87%, while SPYG has yielded a comparatively higher 14.87% annualized return.
CHH
29.97%
8.52%
24.08%
29.71%
10.18%
11.87%
SPYG
31.50%
1.51%
14.28%
37.56%
17.26%
14.87%
Key characteristics
| CHH | SPYG | |
|---|---|---|
| Sharpe Ratio | 1.23 | 2.22 |
| Sortino Ratio | 1.86 | 2.90 |
| Omega Ratio | 1.22 | 1.41 |
| Calmar Ratio | 1.07 | 2.81 |
| Martin Ratio | 5.05 | 11.80 |
| Ulcer Index | 6.01% | 3.21% |
| Daily Std Dev | 24.68% | 17.04% |
| Max Drawdown | -65.89% | -67.79% |
| Current Drawdown | -3.53% | -2.77% |
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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.
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.
Dividends
CHH vs. SPYG - Dividend Comparison
CHH's dividend yield for the trailing twelve months is around 0.79%, more than SPYG's 0.66% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHH Choice Hotels International, Inc. | 0.79% | 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 | 0.66% | 1.15% | 1.03% | 0.62% | 0.90% | 1.36% | 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.
Volatility
CHH vs. SPYG - Volatility Comparison
Choice Hotels International, Inc. (CHH) has a higher volatility of 8.76% compared to SPDR Portfolio S&P 500 Growth ETF (SPYG) at 5.52%. This indicates that CHH's price experiences larger fluctuations and is considered to be riskier than SPYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.