CHH vs. VOO
Compare and contrast key facts about Choice Hotels International, Inc. (CHH) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CHH or VOO.
Performance
CHH vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, CHH achieves a 29.74% return, which is significantly higher than VOO's 25.02% return. Over the past 10 years, CHH has underperformed VOO with an annualized return of 11.77%, while VOO has yielded a comparatively higher 13.11% annualized return.
CHH
29.74%
8.33%
22.97%
29.49%
10.47%
11.77%
VOO
25.02%
0.63%
11.74%
32.35%
15.50%
13.11%
Key characteristics
CHH | VOO | |
---|---|---|
Sharpe Ratio | 1.23 | 2.67 |
Sortino Ratio | 1.86 | 3.56 |
Omega Ratio | 1.22 | 1.50 |
Calmar Ratio | 1.07 | 3.85 |
Martin Ratio | 5.04 | 17.51 |
Ulcer Index | 6.01% | 1.86% |
Daily Std Dev | 24.72% | 12.23% |
Max Drawdown | -65.89% | -33.99% |
Current Drawdown | -3.70% | -1.76% |
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Correlation
The correlation between CHH and VOO is 0.58, 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. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Choice Hotels International, Inc. (CHH) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
CHH's dividend yield for the trailing twelve months is around 0.79%, less than VOO's 1.25% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
Vanguard S&P 500 ETF | 1.25% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
CHH vs. VOO - Drawdown Comparison
The maximum CHH drawdown since its inception was -65.89%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CHH and VOO. For additional features, visit the drawdowns tool.
Volatility
CHH vs. VOO - Volatility Comparison
Choice Hotels International, Inc. (CHH) has a higher volatility of 8.78% compared to Vanguard S&P 500 ETF (VOO) at 4.09%. This indicates that CHH's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.