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H vs. CHH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

H vs. CHH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hyatt Hotels Corporation (H) and Choice Hotels International, Inc. (CHH). The values are adjusted to include any dividend payments, if applicable.

400.00%450.00%500.00%550.00%600.00%650.00%JuneJulyAugustSeptemberOctoberNovember
460.79%
647.28%
H
CHH

Returns By Period

In the year-to-date period, H achieves a 17.52% return, which is significantly lower than CHH's 29.97% return. Over the past 10 years, H has underperformed CHH with an annualized return of 10.45%, while CHH has yielded a comparatively higher 11.87% annualized return.


H

YTD

17.52%

1M

-0.74%

6M

2.72%

1Y

33.06%

5Y (annualized)

14.27%

10Y (annualized)

10.45%

CHH

YTD

29.97%

1M

8.52%

6M

24.08%

1Y

29.71%

5Y (annualized)

10.18%

10Y (annualized)

11.87%

Fundamentals


HCHH
Market Cap$15.12B$6.80B
EPS$13.29$5.18
PE Ratio11.8527.86
PEG Ratio1.011.58
Total Revenue (TTM)$6.76B$1.55B
Gross Profit (TTM)$1.50B$674.01M
EBITDA (TTM)$916.00M$528.08M

Key characteristics


HCHH
Sharpe Ratio1.261.23
Sortino Ratio1.901.86
Omega Ratio1.251.22
Calmar Ratio1.781.07
Martin Ratio5.355.05
Ulcer Index6.55%6.01%
Daily Std Dev27.79%24.68%
Max Drawdown-60.54%-65.89%
Current Drawdown-5.72%-3.53%

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Correlation

-0.50.00.51.00.7

The correlation between H and CHH is 0.65, 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.

Risk-Adjusted Performance

H vs. CHH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hyatt Hotels Corporation (H) and Choice Hotels International, Inc. (CHH). 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 H, currently valued at 1.26, compared to the broader market-4.00-2.000.002.004.001.261.24
The chart of Sortino ratio for H, currently valued at 1.90, compared to the broader market-4.00-2.000.002.004.001.901.87
The chart of Omega ratio for H, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.23
The chart of Calmar ratio for H, currently valued at 1.78, compared to the broader market0.002.004.006.001.781.08
The chart of Martin ratio for H, currently valued at 5.35, compared to the broader market0.0010.0020.0030.005.355.08
H
CHH

The current H Sharpe Ratio is 1.26, which is comparable to the CHH Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of H and CHH, 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 Ratio-0.500.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.26
1.24
H
CHH

Dividends

H vs. CHH - Dividend Comparison

H's dividend yield for the trailing twelve months is around 0.39%, less than CHH's 0.79% yield.


TTM20232022202120202019201820172016201520142013
H
Hyatt Hotels Corporation
0.39%0.35%0.00%0.00%0.27%0.85%0.89%0.00%0.00%0.00%0.00%0.00%
CHH
Choice Hotels International, Inc.
0.79%1.02%1.30%0.33%0.21%0.84%1.20%1.11%1.48%1.57%1.34%1.51%

Drawdowns

H vs. CHH - Drawdown Comparison

The maximum H drawdown since its inception was -60.54%, smaller than the maximum CHH drawdown of -65.89%. Use the drawdown chart below to compare losses from any high point for H and CHH. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.72%
-3.53%
H
CHH

Volatility

H vs. CHH - Volatility Comparison

Hyatt Hotels Corporation (H) has a higher volatility of 12.75% compared to Choice Hotels International, Inc. (CHH) at 8.77%. This indicates that H's price experiences larger fluctuations and is considered to be riskier than CHH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
12.75%
8.77%
H
CHH

Financials

H vs. CHH - Financials Comparison

This section allows you to compare key financial metrics between Hyatt Hotels Corporation and Choice Hotels International, Inc.. 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


Values in USD except per share items