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

Correlation

The correlation between CHH and VTI is 0.55, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

CHH vs. VTI - Performance Comparison

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

1,000.00%2,000.00%3,000.00%4,000.00%NovemberDecember2025FebruaryMarchApril
3,209.65%
622.23%
CHH
VTI

Key characteristics

Sharpe Ratio

CHH:

0.29

VTI:

0.47

Sortino Ratio

CHH:

0.59

VTI:

0.80

Omega Ratio

CHH:

1.08

VTI:

1.12

Calmar Ratio

CHH:

0.28

VTI:

0.49

Martin Ratio

CHH:

1.00

VTI:

1.99

Ulcer Index

CHH:

7.92%

VTI:

4.76%

Daily Std Dev

CHH:

27.33%

VTI:

20.05%

Max Drawdown

CHH:

-65.89%

VTI:

-55.45%

Current Drawdown

CHH:

-19.49%

VTI:

-10.40%

Returns By Period

In the year-to-date period, CHH achieves a -11.38% return, which is significantly lower than VTI's -6.29% return. Over the past 10 years, CHH has underperformed VTI with an annualized return of 8.81%, while VTI has yielded a comparatively higher 11.56% annualized return.


CHH

YTD

-11.38%

1M

-4.57%

6M

-11.07%

1Y

6.18%

5Y*

11.81%

10Y*

8.81%

VTI

YTD

-6.29%

1M

-1.02%

6M

-4.58%

1Y

8.93%

5Y*

15.27%

10Y*

11.56%

*Annualized

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Risk-Adjusted Performance

CHH vs. VTI — 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 6161
Overall Rank
The Sharpe Ratio Rank of CHH is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of CHH is 5555
Sortino Ratio Rank
The Omega Ratio Rank of CHH is 5555
Omega Ratio Rank
The Calmar Ratio Rank of CHH is 6666
Calmar Ratio Rank
The Martin Ratio Rank of CHH is 6565
Martin Ratio Rank

VTI
The Risk-Adjusted Performance Rank of VTI is 5959
Overall Rank
The Sharpe Ratio Rank of VTI is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 5858
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 6060
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 6262
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 6060
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. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Choice Hotels International, Inc. (CHH) and Vanguard Total Stock Market ETF (VTI). 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 chart of Sharpe ratio for CHH, currently valued at 0.29, compared to the broader market-2.00-1.000.001.002.003.00
CHH: 0.29
VTI: 0.47
The chart of Sortino ratio for CHH, currently valued at 0.59, compared to the broader market-6.00-4.00-2.000.002.004.00
CHH: 0.59
VTI: 0.80
The chart of Omega ratio for CHH, currently valued at 1.08, compared to the broader market0.501.001.502.00
CHH: 1.08
VTI: 1.12
The chart of Calmar ratio for CHH, currently valued at 0.28, compared to the broader market0.001.002.003.004.005.00
CHH: 0.28
VTI: 0.49
The chart of Martin ratio for CHH, currently valued at 1.00, compared to the broader market-5.000.005.0010.0015.0020.00
CHH: 1.00
VTI: 1.99

The current CHH Sharpe Ratio is 0.29, which is lower than the VTI Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of CHH and VTI, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.29
0.47
CHH
VTI

Dividends

CHH vs. VTI - Dividend Comparison

CHH's dividend yield for the trailing twelve months is around 0.92%, less than VTI's 1.39% yield.


TTM20242023202220212020201920182017201620152014
CHH
Choice Hotels International, Inc.
0.92%0.61%1.02%1.30%0.33%0.21%0.84%1.20%1.11%1.48%1.57%1.34%
VTI
Vanguard Total Stock Market ETF
1.39%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%

Drawdowns

CHH vs. VTI - Drawdown Comparison

The maximum CHH drawdown since its inception was -65.89%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for CHH and VTI. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-19.49%
-10.40%
CHH
VTI

Volatility

CHH vs. VTI - Volatility Comparison

The current volatility for Choice Hotels International, Inc. (CHH) is 13.74%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 14.83%. This indicates that CHH experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.74%
14.83%
CHH
VTI