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

Correlation

The correlation between CHH and VGT is 0.57, 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. VGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Choice Hotels International, Inc. (CHH) and Vanguard Information Technology ETF (VGT). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

CHH:

0.36

VGT:

0.54

Sortino Ratio

CHH:

0.77

VGT:

1.02

Omega Ratio

CHH:

1.10

VGT:

1.14

Calmar Ratio

CHH:

0.41

VGT:

0.67

Martin Ratio

CHH:

1.27

VGT:

2.19

Ulcer Index

CHH:

9.03%

VGT:

8.37%

Daily Std Dev

CHH:

27.47%

VGT:

30.11%

Max Drawdown

CHH:

-65.89%

VGT:

-54.63%

Current Drawdown

CHH:

-16.03%

VGT:

-4.59%

Returns By Period

In the year-to-date period, CHH achieves a -7.56% return, which is significantly lower than VGT's -0.69% return. Over the past 10 years, CHH has underperformed VGT with an annualized return of 9.74%, while VGT has yielded a comparatively higher 20.05% annualized return.


CHH

YTD

-7.56%

1M

5.44%

6M

-10.25%

1Y

11.36%

5Y*

11.82%

10Y*

9.74%

VGT

YTD

-0.69%

1M

21.99%

6M

2.54%

1Y

16.42%

5Y*

20.42%

10Y*

20.05%

*Annualized

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Risk-Adjusted Performance

CHH vs. VGT — 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 6464
Overall Rank
The Sharpe Ratio Rank of CHH is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of CHH is 5959
Sortino Ratio Rank
The Omega Ratio Rank of CHH is 5858
Omega Ratio Rank
The Calmar Ratio Rank of CHH is 6969
Calmar Ratio Rank
The Martin Ratio Rank of CHH is 6666
Martin Ratio Rank

VGT
The Risk-Adjusted Performance Rank of VGT is 5959
Overall Rank
The Sharpe Ratio Rank of VGT is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of VGT is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VGT is 6060
Omega Ratio Rank
The Calmar Ratio Rank of VGT is 6565
Calmar Ratio Rank
The Martin Ratio Rank of VGT is 5757
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. VGT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Choice Hotels International, Inc. (CHH) and Vanguard Information Technology ETF (VGT). 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.


The current CHH Sharpe Ratio is 0.36, which is lower than the VGT Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of CHH and VGT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

CHH vs. VGT - Dividend Comparison

CHH's dividend yield for the trailing twelve months is around 0.88%, more than VGT's 0.52% yield.


TTM20242023202220212020201920182017201620152014
CHH
Choice Hotels International, Inc.
0.88%0.61%1.02%1.30%0.33%0.21%0.84%1.20%1.11%1.48%1.57%1.34%
VGT
Vanguard Information Technology ETF
0.52%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%

Drawdowns

CHH vs. VGT - Drawdown Comparison

The maximum CHH drawdown since its inception was -65.89%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for CHH and VGT. For additional features, visit the drawdowns tool.


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Volatility

CHH vs. VGT - Volatility Comparison

Choice Hotels International, Inc. (CHH) and Vanguard Information Technology ETF (VGT) have volatilities of 7.44% and 7.68%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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