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FELC vs. IHG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


FELCIHG
YTD Return21.79%23.30%
Daily Std Dev12.06%22.11%
Max Drawdown-8.70%-80.83%
Current Drawdown-0.06%-2.17%

Correlation

-0.50.00.51.00.4

The correlation between FELC and IHG is 0.42, 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.

Performance

FELC vs. IHG - Performance Comparison

In the year-to-date period, FELC achieves a 21.79% return, which is significantly lower than IHG's 23.30% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%MayJuneJulyAugustSeptemberOctober
10.37%
9.92%
FELC
IHG

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Risk-Adjusted Performance

FELC vs. IHG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Enhanced Large Cap Core ETF (FELC) and InterContinental Hotels Group PLC (IHG). 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.


FELC
Sharpe ratio
No data
IHG
Sharpe ratio
The chart of Sharpe ratio for IHG, currently valued at 2.22, compared to the broader market0.002.004.002.22
Sortino ratio
The chart of Sortino ratio for IHG, currently valued at 3.12, compared to the broader market0.005.0010.003.12
Omega ratio
The chart of Omega ratio for IHG, currently valued at 1.39, compared to the broader market1.001.502.002.503.001.39
Calmar ratio
The chart of Calmar ratio for IHG, currently valued at 2.80, compared to the broader market0.005.0010.0015.002.80
Martin ratio
The chart of Martin ratio for IHG, currently valued at 7.32, compared to the broader market0.0020.0040.0060.0080.00100.00120.007.32

FELC vs. IHG - Sharpe Ratio Comparison


Chart placeholderNot enough data

Dividends

FELC vs. IHG - Dividend Comparison

FELC's dividend yield for the trailing twelve months is around 0.80%, less than IHG's 1.42% yield.


TTM20232022202120202019201820172016201520142013
FELC
Fidelity Enhanced Large Cap Core ETF
0.80%0.04%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IHG
InterContinental Hotels Group PLC
1.42%1.57%2.22%0.00%1.32%9.36%1.97%4.90%19.37%2.05%9.82%5.96%

Drawdowns

FELC vs. IHG - Drawdown Comparison

The maximum FELC drawdown since its inception was -8.70%, smaller than the maximum IHG drawdown of -80.83%. Use the drawdown chart below to compare losses from any high point for FELC and IHG. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptemberOctober
-0.06%
-2.17%
FELC
IHG

Volatility

FELC vs. IHG - Volatility Comparison

The current volatility for Fidelity Enhanced Large Cap Core ETF (FELC) is 3.03%, while InterContinental Hotels Group PLC (IHG) has a volatility of 5.56%. This indicates that FELC experiences smaller price fluctuations and is considered to be less risky than IHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%MayJuneJulyAugustSeptemberOctober
3.03%
5.56%
FELC
IHG