PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
H vs. CHH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


HCHH
YTD Return14.38%5.38%
1Y Return25.83%-6.31%
3Y Return (Ann)22.10%2.50%
5Y Return (Ann)14.31%7.41%
10Y Return (Ann)10.19%11.65%
Sharpe Ratio1.04-0.25
Daily Std Dev28.56%24.23%
Max Drawdown-60.54%-65.89%
Current Drawdown-7.36%-21.78%

Fundamentals


HCHH
Market Cap$15.31B$5.91B
EPS$2.04$5.07
PE Ratio74.1823.48
PEG Ratio1.181.23
Revenue (TTM)$6.67B$737.31M
Gross Profit (TTM)$1.30B$700.05M
EBITDA (TTM)$702.00M$458.04M

Correlation

-0.50.00.51.00.7

The correlation between H and CHH is 0.66, 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

H vs. CHH - Performance Comparison

In the year-to-date period, H achieves a 14.38% return, which is significantly higher than CHH's 5.38% return. Over the past 10 years, H has underperformed CHH with an annualized return of 10.19%, while CHH has yielded a comparatively higher 11.65% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


300.00%350.00%400.00%450.00%500.00%550.00%December2024FebruaryMarchAprilMay
445.80%
505.93%
H
CHH

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Hyatt Hotels Corporation

Choice Hotels International, Inc.

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.


H
Sharpe ratio
The chart of Sharpe ratio for H, currently valued at 1.04, compared to the broader market-2.00-1.000.001.002.003.004.001.04
Sortino ratio
The chart of Sortino ratio for H, currently valued at 1.63, compared to the broader market-4.00-2.000.002.004.006.001.63
Omega ratio
The chart of Omega ratio for H, currently valued at 1.21, compared to the broader market0.501.001.501.21
Calmar ratio
The chart of Calmar ratio for H, currently valued at 1.39, compared to the broader market0.002.004.006.001.39
Martin ratio
The chart of Martin ratio for H, currently valued at 3.37, compared to the broader market-10.000.0010.0020.0030.003.37
CHH
Sharpe ratio
The chart of Sharpe ratio for CHH, currently valued at -0.25, compared to the broader market-2.00-1.000.001.002.003.004.00-0.25
Sortino ratio
The chart of Sortino ratio for CHH, currently valued at -0.19, compared to the broader market-4.00-2.000.002.004.006.00-0.19
Omega ratio
The chart of Omega ratio for CHH, currently valued at 0.98, compared to the broader market0.501.001.500.98
Calmar ratio
The chart of Calmar ratio for CHH, currently valued at -0.22, compared to the broader market0.002.004.006.00-0.22
Martin ratio
The chart of Martin ratio for CHH, currently valued at -0.55, compared to the broader market-10.000.0010.0020.0030.00-0.55

H vs. CHH - Sharpe Ratio Comparison

The current H Sharpe Ratio is 1.04, which is higher than the CHH Sharpe Ratio of -0.25. The chart below compares the 12-month rolling Sharpe Ratio of H and CHH.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00December2024FebruaryMarchAprilMay
1.04
-0.25
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 0.97% 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.
0.97%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.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-7.36%
-21.78%
H
CHH

Volatility

H vs. CHH - Volatility Comparison

Hyatt Hotels Corporation (H) and Choice Hotels International, Inc. (CHH) have volatilities of 5.43% and 5.41%, 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.


4.00%6.00%8.00%10.00%12.00%December2024FebruaryMarchAprilMay
5.43%
5.41%
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