EXPE vs. BEDZ
Compare and contrast key facts about Expedia Group, Inc. (EXPE) and AdvisorShares Hotel ETF (BEDZ).
BEDZ is an actively managed fund by AdvisorShares. It was launched on Apr 21, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EXPE or BEDZ.
Performance
EXPE vs. BEDZ - Performance Comparison
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
16.65%
10.93%
58.50%
31.25%
13.46%
8.23%
BEDZ
16.72%
5.92%
15.83%
25.07%
N/A
N/A
Key characteristics
EXPE | BEDZ | |
---|---|---|
Sharpe Ratio | 0.80 | 1.49 |
Sortino Ratio | 1.16 | 2.10 |
Omega Ratio | 1.19 | 1.27 |
Calmar Ratio | 0.61 | 1.74 |
Martin Ratio | 1.89 | 4.99 |
Ulcer Index | 15.80% | 5.11% |
Daily Std Dev | 37.35% | 17.11% |
Max Drawdown | -82.73% | -29.70% |
Current Drawdown | -17.18% | -2.56% |
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Correlation
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.
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%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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.
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.