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

Correlation

The correlation between CHH and VGT 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.


-0.50.00.51.00.5

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.

1,000.00%1,100.00%1,200.00%1,300.00%1,400.00%1,500.00%JulyAugustSeptemberOctoberNovemberDecember
1,235.70%
1,448.46%
CHH
VGT

Key characteristics

Sharpe Ratio

CHH:

1.18

VGT:

1.55

Sortino Ratio

CHH:

1.79

VGT:

2.05

Omega Ratio

CHH:

1.22

VGT:

1.28

Calmar Ratio

CHH:

1.02

VGT:

2.18

Martin Ratio

CHH:

4.73

VGT:

7.80

Ulcer Index

CHH:

6.09%

VGT:

4.26%

Daily Std Dev

CHH:

24.34%

VGT:

21.45%

Max Drawdown

CHH:

-65.89%

VGT:

-54.63%

Current Drawdown

CHH:

-7.30%

VGT:

-2.41%

Returns By Period

In the year-to-date period, CHH achieves a 25.83% return, which is significantly lower than VGT's 31.34% return. Over the past 10 years, CHH has underperformed VGT with an annualized return of 10.73%, while VGT has yielded a comparatively higher 20.77% annualized return.


CHH

YTD

25.83%

1M

-3.38%

6M

20.48%

1Y

26.70%

5Y*

7.48%

10Y*

10.73%

VGT

YTD

31.34%

1M

2.11%

6M

9.77%

1Y

31.45%

5Y*

22.00%

10Y*

20.77%

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for CHH, currently valued at 1.18, compared to the broader market-4.00-2.000.002.001.181.55
The chart of Sortino ratio for CHH, currently valued at 1.79, compared to the broader market-4.00-2.000.002.004.001.792.05
The chart of Omega ratio for CHH, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.28
The chart of Calmar ratio for CHH, currently valued at 1.02, compared to the broader market0.002.004.006.001.022.18
The chart of Martin ratio for CHH, currently valued at 4.73, compared to the broader market-5.000.005.0010.0015.0020.0025.004.737.80
CHH
VGT

The current CHH Sharpe Ratio is 1.18, which is comparable to the VGT Sharpe Ratio of 1.55. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.18
1.55
CHH
VGT

Dividends

CHH vs. VGT - Dividend Comparison

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


TTM20232022202120202019201820172016201520142013
CHH
Choice Hotels International, Inc.
0.81%1.02%1.30%0.33%0.21%0.84%1.20%1.11%1.48%1.57%1.34%1.51%
VGT
Vanguard Information Technology ETF
0.59%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%

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.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.30%
-2.41%
CHH
VGT

Volatility

CHH vs. VGT - Volatility Comparison

Choice Hotels International, Inc. (CHH) has a higher volatility of 6.30% compared to Vanguard Information Technology ETF (VGT) at 5.62%. This indicates that CHH's price experiences larger fluctuations and is considered to be riskier than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.30%
5.62%
CHH
VGT
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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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