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FHN vs. RLJ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FHN and RLJ is 0.54, 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

FHN vs. RLJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Horizon Corporation (FHN) and RLJ Lodging Trust (RLJ). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FHN:

0.83

RLJ:

-0.69

Sortino Ratio

FHN:

1.44

RLJ:

-0.88

Omega Ratio

FHN:

1.20

RLJ:

0.89

Calmar Ratio

FHN:

0.68

RLJ:

-0.32

Martin Ratio

FHN:

3.34

RLJ:

-1.62

Ulcer Index

FHN:

9.88%

RLJ:

14.33%

Daily Std Dev

FHN:

37.94%

RLJ:

34.12%

Max Drawdown

FHN:

-87.74%

RLJ:

-83.78%

Current Drawdown

FHN:

-25.15%

RLJ:

-67.95%

Fundamentals

Market Cap

FHN:

$10.33B

RLJ:

$1.16B

EPS

FHN:

$1.44

RLJ:

$0.26

PE Ratio

FHN:

14.14

RLJ:

29.19

PEG Ratio

FHN:

1.67

RLJ:

1.41

PS Ratio

FHN:

3.39

RLJ:

0.84

PB Ratio

FHN:

1.23

RLJ:

0.63

Total Revenue (TTM)

FHN:

$3.01B

RLJ:

$1.37B

Gross Profit (TTM)

FHN:

$2.81B

RLJ:

$585.00M

EBITDA (TTM)

FHN:

$1.08B

RLJ:

$284.87M

Returns By Period

In the year-to-date period, FHN achieves a 1.42% return, which is significantly higher than RLJ's -25.24% return. Over the past 10 years, FHN has outperformed RLJ with an annualized return of 6.68%, while RLJ has yielded a comparatively lower -9.37% annualized return.


FHN

YTD

1.42%

1M

15.38%

6M

2.07%

1Y

31.38%

5Y*

26.34%

10Y*

6.68%

RLJ

YTD

-25.24%

1M

8.71%

6M

-19.90%

1Y

-23.51%

5Y*

-0.03%

10Y*

-9.37%

*Annualized

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Risk-Adjusted Performance

FHN vs. RLJ — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FHN
The Risk-Adjusted Performance Rank of FHN is 7878
Overall Rank
The Sharpe Ratio Rank of FHN is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of FHN is 7676
Sortino Ratio Rank
The Omega Ratio Rank of FHN is 7676
Omega Ratio Rank
The Calmar Ratio Rank of FHN is 7777
Calmar Ratio Rank
The Martin Ratio Rank of FHN is 8080
Martin Ratio Rank

RLJ
The Risk-Adjusted Performance Rank of RLJ is 1515
Overall Rank
The Sharpe Ratio Rank of RLJ is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of RLJ is 1414
Sortino Ratio Rank
The Omega Ratio Rank of RLJ is 1414
Omega Ratio Rank
The Calmar Ratio Rank of RLJ is 3030
Calmar Ratio Rank
The Martin Ratio Rank of RLJ is 44
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FHN vs. RLJ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Horizon Corporation (FHN) and RLJ Lodging Trust (RLJ). 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.


The current FHN Sharpe Ratio is 0.83, which is higher than the RLJ Sharpe Ratio of -0.69. The chart below compares the historical Sharpe Ratios of FHN and RLJ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

FHN vs. RLJ - Dividend Comparison

FHN's dividend yield for the trailing twelve months is around 2.96%, less than RLJ's 7.34% yield.


TTM20242023202220212020201920182017201620152014
FHN
First Horizon Corporation
2.96%2.98%4.24%2.45%3.67%4.70%3.38%3.65%1.80%1.40%1.65%1.47%
RLJ
RLJ Lodging Trust
7.34%4.90%3.07%1.13%0.29%0.28%7.45%8.05%6.01%5.39%6.10%3.10%

Drawdowns

FHN vs. RLJ - Drawdown Comparison

The maximum FHN drawdown since its inception was -87.74%, roughly equal to the maximum RLJ drawdown of -83.78%. Use the drawdown chart below to compare losses from any high point for FHN and RLJ. For additional features, visit the drawdowns tool.


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Volatility

FHN vs. RLJ - Volatility Comparison

First Horizon Corporation (FHN) and RLJ Lodging Trust (RLJ) have volatilities of 8.20% and 8.49%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

FHN vs. RLJ - Financials Comparison

This section allows you to compare key financial metrics between First Horizon Corporation and RLJ Lodging Trust. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00200.00M400.00M600.00M800.00M1.00B1.20B20212022202320242025
1.19B
328.12M
(FHN) Total Revenue
(RLJ) Total Revenue
Values in USD except per share items