EXPE vs. AWAY
Compare and contrast key facts about Expedia Group, Inc. (EXPE) and ETFMG Travel Tech ETF (AWAY).
AWAY is a passively managed fund by ETFMG that tracks the performance of the Prime Travel Technology Index. It was launched on Feb 12, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EXPE or AWAY.
Performance
EXPE vs. AWAY - Performance Comparison
Returns By Period
In the year-to-date period, EXPE achieves a 16.65% return, which is significantly higher than AWAY's 8.57% return.
EXPE
16.65%
10.93%
58.50%
31.25%
13.46%
8.23%
AWAY
8.57%
3.26%
3.61%
17.71%
N/A
N/A
Key characteristics
| EXPE | AWAY | |
|---|---|---|
| Sharpe Ratio | 0.80 | 0.97 |
| Sortino Ratio | 1.16 | 1.49 |
| Omega Ratio | 1.19 | 1.17 |
| Calmar Ratio | 0.61 | 0.40 |
| Martin Ratio | 1.89 | 4.16 |
| Ulcer Index | 15.80% | 4.65% |
| Daily Std Dev | 37.35% | 20.03% |
| Max Drawdown | -82.73% | -56.57% |
| Current Drawdown | -17.18% | -38.63% |
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Correlation
The correlation between EXPE and AWAY is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
EXPE vs. AWAY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Expedia Group, Inc. (EXPE) and ETFMG Travel Tech ETF (AWAY). 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
EXPE vs. AWAY - Dividend Comparison
EXPE has not paid dividends to shareholders, while AWAY's dividend yield for the trailing twelve months is around 0.29%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXPE Expedia Group, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.26% | 1.22% | 1.10% | 0.97% | 0.88% | 0.68% | 0.77% | 0.80% |
AWAY ETFMG Travel Tech ETF | 0.29% | 0.00% | 0.00% | 0.00% | 0.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
EXPE vs. AWAY - Drawdown Comparison
The maximum EXPE drawdown since its inception was -82.73%, which is greater than AWAY's maximum drawdown of -56.57%. Use the drawdown chart below to compare losses from any high point for EXPE and AWAY. For additional features, visit the drawdowns tool.
Volatility
EXPE vs. AWAY - Volatility Comparison
Expedia Group, Inc. (EXPE) has a higher volatility of 8.64% compared to ETFMG Travel Tech ETF (AWAY) at 5.51%. This indicates that EXPE's price experiences larger fluctuations and is considered to be riskier than AWAY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.