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EXPE vs. BEDZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

EXPE vs. BEDZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Expedia Group, Inc. (EXPE) and AdvisorShares Hotel ETF (BEDZ). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%JuneJulyAugustSeptemberOctoberNovember
57.99%
16.87%
EXPE
BEDZ

Returns By Period

The year-to-date returns for both investments are quite close, with EXPE having a 16.65% return and BEDZ slightly higher at 16.72%.


EXPE

YTD

16.65%

1M

10.93%

6M

58.50%

1Y

31.25%

5Y (annualized)

13.46%

10Y (annualized)

8.23%

BEDZ

YTD

16.72%

1M

5.92%

6M

15.83%

1Y

25.07%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


EXPEBEDZ
Sharpe Ratio0.801.49
Sortino Ratio1.162.10
Omega Ratio1.191.27
Calmar Ratio0.611.74
Martin Ratio1.894.99
Ulcer Index15.80%5.11%
Daily Std Dev37.35%17.11%
Max Drawdown-82.73%-29.70%
Current Drawdown-17.18%-2.56%

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Correlation

-0.50.00.51.00.7

The correlation between EXPE and BEDZ is 0.74, 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. BEDZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Expedia Group, Inc. (EXPE) and AdvisorShares Hotel ETF (BEDZ). 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 EXPE, currently valued at 0.80, compared to the broader market-4.00-2.000.002.004.000.801.49
The chart of Sortino ratio for EXPE, currently valued at 1.16, compared to the broader market-4.00-2.000.002.004.001.162.10
The chart of Omega ratio for EXPE, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.27
The chart of Calmar ratio for EXPE, currently valued at 0.61, compared to the broader market0.002.004.006.000.611.74
The chart of Martin ratio for EXPE, currently valued at 1.89, compared to the broader market-10.000.0010.0020.0030.001.894.99
EXPE
BEDZ

The current EXPE Sharpe Ratio is 0.80, which is lower than the BEDZ Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of EXPE and BEDZ, 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.80
1.49
EXPE
BEDZ

Dividends

EXPE vs. BEDZ - Dividend Comparison

EXPE has not paid dividends to shareholders, while BEDZ's dividend yield for the trailing twelve months is around 1.43%.


TTM20232022202120202019201820172016201520142013
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%
BEDZ
AdvisorShares Hotel ETF
1.43%1.67%0.21%0.36%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EXPE vs. BEDZ - Drawdown Comparison

The maximum EXPE drawdown since its inception was -82.73%, which is greater than BEDZ's maximum drawdown of -29.70%. Use the drawdown chart below to compare losses from any high point for EXPE and BEDZ. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-17.18%
-2.56%
EXPE
BEDZ

Volatility

EXPE vs. BEDZ - Volatility Comparison

Expedia Group, Inc. (EXPE) has a higher volatility of 8.64% compared to AdvisorShares Hotel ETF (BEDZ) at 5.84%. This indicates that EXPE's price experiences larger fluctuations and is considered to be riskier than BEDZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
8.64%
5.84%
EXPE
BEDZ