PortfoliosLab logoPortfoliosLab logo
CHH vs. SPYG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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 State Street SPDR Portfolio S&P 500 Growth ETF (SPYG). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

CHH vs. SPYG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CHH
Choice Hotels International, Inc.
8.63%-32.29%26.18%1.58%-27.10%46.69%3.57%45.92%-6.72%40.23%
SPYG
State Street SPDR Portfolio S&P 500 Growth ETF
-6.91%22.09%35.99%30.02%-29.41%32.01%33.46%30.84%-0.12%27.24%

Returns By Period

In the year-to-date period, CHH achieves a 8.63% return, which is significantly higher than SPYG's -6.91% return. Over the past 10 years, CHH has underperformed SPYG with an annualized return of 7.97%, while SPYG has yielded a comparatively higher 15.90% annualized return.


CHH

1D
-0.32%
1M
-0.94%
YTD
8.63%
6M
-2.28%
1Y
-21.66%
3Y*
-3.31%
5Y*
-0.41%
10Y*
7.97%

SPYG

1D
1.32%
1M
-4.24%
YTD
-6.91%
6M
-5.21%
1Y
23.24%
3Y*
22.39%
5Y*
12.53%
10Y*
15.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

CHH vs. SPYG — Risk / Return Rank

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

CHH
CHH Risk / Return Rank: 1616
Overall Rank
CHH Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
CHH Sortino Ratio Rank: 1212
Sortino Ratio Rank
CHH Omega Ratio Rank: 1515
Omega Ratio Rank
CHH Calmar Ratio Rank: 2222
Calmar Ratio Rank
CHH Martin Ratio Rank: 2121
Martin Ratio Rank

SPYG
SPYG Risk / Return Rank: 6262
Overall Rank
SPYG Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SPYG Sortino Ratio Rank: 6161
Sortino Ratio Rank
SPYG Omega Ratio Rank: 6060
Omega Ratio Rank
SPYG Calmar Ratio Rank: 6767
Calmar Ratio Rank
SPYG Martin Ratio Rank: 6565
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CHH vs. SPYG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Choice Hotels International, Inc. (CHH) and State Street 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.


CHHSPYGDifference

Sharpe ratio

Return per unit of total volatility

-0.69

1.04

-1.73

Sortino ratio

Return per unit of downside risk

-0.90

1.62

-2.52

Omega ratio

Gain probability vs. loss probability

0.91

1.23

-0.32

Calmar ratio

Return relative to maximum drawdown

-0.57

1.75

-2.33

Martin ratio

Return relative to average drawdown

-1.08

6.81

-7.89

CHH vs. SPYG - Sharpe Ratio Comparison

The current CHH Sharpe Ratio is -0.69, which is lower than the SPYG Sharpe Ratio of 1.04. 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.


Loading graphics...

Sharpe Ratios by Period


CHHSPYGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.69

1.04

-1.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

0.60

-0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.78

-0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.32

0.00

Correlation

The correlation between CHH and SPYG is 0.47, 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.


Dividends

CHH vs. SPYG - Dividend Comparison

CHH's dividend yield for the trailing twelve months is around 1.12%, more than SPYG's 0.57% yield.


TTM20252024202320222021202020192018201720162015
CHH
Choice Hotels International, Inc.
1.12%1.21%0.61%1.02%1.05%0.29%0.21%0.84%1.20%1.11%1.48%1.57%
SPYG
State Street SPDR Portfolio S&P 500 Growth ETF
0.57%0.52%0.60%1.15%1.03%0.62%0.90%1.37%1.51%1.41%1.55%1.57%

Drawdowns

CHH vs. SPYG - Drawdown Comparison

The maximum CHH drawdown since its inception was -65.88%, roughly equal to the maximum SPYG drawdown of -67.63%. Use the drawdown chart below to compare losses from any high point for CHH and SPYG.


Loading graphics...

Drawdown Indicators


CHHSPYGDifference

Max Drawdown

Largest peak-to-trough decline

-65.88%

-67.63%

+1.75%

Max Drawdown (1Y)

Largest decline over 1 year

-37.45%

-13.76%

-23.69%

Max Drawdown (5Y)

Largest decline over 5 years

-45.50%

-32.67%

-12.83%

Max Drawdown (10Y)

Largest decline over 10 years

-50.50%

-32.67%

-17.83%

Current Drawdown

Current decline from peak

-33.18%

-9.06%

-24.12%

Average Drawdown

Average peak-to-trough decline

-20.20%

-24.48%

+4.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.92%

3.55%

+16.37%

Volatility

CHH vs. SPYG - Volatility Comparison

Choice Hotels International, Inc. (CHH) has a higher volatility of 9.91% compared to State Street SPDR Portfolio S&P 500 Growth ETF (SPYG) at 7.32%. 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.


Loading graphics...

Volatility by Period


CHHSPYGDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.91%

7.32%

+2.59%

Volatility (6M)

Calculated over the trailing 6-month period

24.10%

12.90%

+11.20%

Volatility (1Y)

Calculated over the trailing 1-year period

31.72%

22.42%

+9.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.96%

21.13%

+6.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.85%

20.57%

+8.28%