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

Correlation

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.


-0.50.00.51.00.7

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.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
1.07%
20.10%
H
CHH

Key characteristics

Sharpe Ratio

H:

0.56

CHH:

1.00

Sortino Ratio

H:

0.99

CHH:

1.55

Omega Ratio

H:

1.13

CHH:

1.19

Calmar Ratio

H:

0.79

CHH:

0.86

Martin Ratio

H:

2.36

CHH:

4.02

Ulcer Index

H:

6.61%

CHH:

6.05%

Daily Std Dev

H:

27.87%

CHH:

24.42%

Max Drawdown

H:

-60.54%

CHH:

-65.89%

Current Drawdown

H:

-8.09%

CHH:

-8.23%

Fundamentals

Market Cap

H:

$15.14B

CHH:

$6.81B

EPS

H:

$13.29

CHH:

$5.21

PE Ratio

H:

11.86

CHH:

27.88

PEG Ratio

H:

1.03

CHH:

1.58

Total Revenue (TTM)

H:

$6.76B

CHH:

$1.55B

Gross Profit (TTM)

H:

$1.50B

CHH:

$683.77M

EBITDA (TTM)

H:

$1.65B

CHH:

$442.14M

Returns By Period

In the year-to-date period, H achieves a 16.49% return, which is significantly lower than CHH's 24.57% return. Over the past 10 years, H has underperformed CHH with an annualized return of 10.07%, while CHH has yielded a comparatively higher 10.59% annualized return.


H

YTD

16.49%

1M

-0.83%

6M

0.66%

1Y

16.38%

5Y*

11.52%

10Y*

10.07%

CHH

YTD

24.57%

1M

-3.99%

6M

19.98%

1Y

25.34%

5Y*

7.27%

10Y*

10.59%

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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 0.56, compared to the broader market-4.00-2.000.002.000.561.00
The chart of Sortino ratio for H, currently valued at 0.99, compared to the broader market-4.00-2.000.002.004.000.991.55
The chart of Omega ratio for H, currently valued at 1.13, compared to the broader market0.501.001.502.001.131.19
The chart of Calmar ratio for H, currently valued at 0.79, compared to the broader market0.002.004.006.000.790.86
The chart of Martin ratio for H, currently valued at 2.36, compared to the broader market0.0010.0020.002.364.02
H
CHH

The current H Sharpe Ratio is 0.56, which is lower than the CHH Sharpe Ratio of 1.00. 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-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.56
1.00
H
CHH

Dividends

H vs. CHH - Dividend Comparison

H's dividend yield for the trailing twelve months is around 0.40%, less than CHH's 0.82% yield.


TTM20232022202120202019201820172016201520142013
H
Hyatt Hotels Corporation
0.40%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.
0.82%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.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.09%
-8.23%
H
CHH

Volatility

H vs. CHH - Volatility Comparison

Hyatt Hotels Corporation (H) has a higher volatility of 7.92% compared to Choice Hotels International, Inc. (CHH) at 6.27%. 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%JulyAugustSeptemberOctoberNovemberDecember
7.92%
6.27%
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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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