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

Correlation

The correlation between CHH and VTI is 0.56, 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.


-0.50.00.51.00.6

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.

500.00%1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%3,500.00%4,000.00%JulyAugustSeptemberOctoberNovemberDecember
3,624.03%
677.31%
CHH
VTI

Key characteristics

Sharpe Ratio

CHH:

1.18

VTI:

2.10

Sortino Ratio

CHH:

1.79

VTI:

2.80

Omega Ratio

CHH:

1.22

VTI:

1.39

Calmar Ratio

CHH:

1.02

VTI:

3.14

Martin Ratio

CHH:

4.73

VTI:

13.44

Ulcer Index

CHH:

6.09%

VTI:

2.00%

Daily Std Dev

CHH:

24.34%

VTI:

12.79%

Max Drawdown

CHH:

-65.89%

VTI:

-55.45%

Current Drawdown

CHH:

-7.30%

VTI:

-3.03%

Returns By Period

The year-to-date returns for both stocks are quite close, with CHH having a 25.83% return and VTI slightly lower at 24.89%. Over the past 10 years, CHH has underperformed VTI with an annualized return of 10.73%, while VTI has yielded a comparatively higher 12.52% annualized return.


CHH

YTD

25.83%

1M

-3.38%

6M

20.48%

1Y

26.70%

5Y*

7.48%

10Y*

10.73%

VTI

YTD

24.89%

1M

-0.60%

6M

10.03%

1Y

25.20%

5Y*

14.09%

10Y*

12.52%

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for CHH, currently valued at 1.18, compared to the broader market-4.00-2.000.002.001.182.10
The chart of Sortino ratio for CHH, currently valued at 1.79, compared to the broader market-4.00-2.000.002.004.001.792.80
The chart of Omega ratio for CHH, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.39
The chart of Calmar ratio for CHH, currently valued at 1.02, compared to the broader market0.002.004.006.001.023.14
The chart of Martin ratio for CHH, currently valued at 4.73, compared to the broader market-5.000.005.0010.0015.0020.0025.004.7313.44
CHH
VTI

The current CHH Sharpe Ratio is 1.18, which is lower than the VTI Sharpe Ratio of 2.10. 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.18
2.10
CHH
VTI

Dividends

CHH vs. VTI - Dividend Comparison

CHH's dividend yield for the trailing twelve months is around 0.81%, less than VTI's 0.93% 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%
VTI
Vanguard Total Stock Market ETF
0.93%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

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.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.30%
-3.03%
CHH
VTI

Volatility

CHH vs. VTI - Volatility Comparison

Choice Hotels International, Inc. (CHH) has a higher volatility of 6.30% compared to Vanguard Total Stock Market ETF (VTI) at 4.00%. This indicates that CHH's price experiences larger fluctuations and is considered to be riskier 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%JulyAugustSeptemberOctoberNovemberDecember
6.30%
4.00%
CHH
VTI
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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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