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

Performance

H vs. HLT - Performance Comparison

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

-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
1.57%
21.30%
H
HLT

Returns By Period

In the year-to-date period, H achieves a 17.46% return, which is significantly lower than HLT's 37.15% return. Over the past 10 years, H has underperformed HLT with an annualized return of 10.31%, while HLT has yielded a comparatively higher 17.56% annualized return.


H

YTD

17.46%

1M

-0.79%

6M

1.57%

1Y

32.99%

5Y (annualized)

14.63%

10Y (annualized)

10.31%

HLT

YTD

37.15%

1M

4.35%

6M

21.30%

1Y

48.40%

5Y (annualized)

20.55%

10Y (annualized)

17.56%

Fundamentals


HHLT
Market Cap$14.69B$60.71B
EPS$13.29$4.68
PE Ratio11.4953.21
PEG Ratio0.981.18
Total Revenue (TTM)$6.76B$11.00B
Gross Profit (TTM)$1.50B$2.94B
EBITDA (TTM)$1.65B$2.47B

Key characteristics


HHLT
Sharpe Ratio1.262.67
Sortino Ratio1.903.52
Omega Ratio1.251.44
Calmar Ratio1.784.27
Martin Ratio5.3412.82
Ulcer Index6.55%3.85%
Daily Std Dev27.79%18.52%
Max Drawdown-60.54%-50.82%
Current Drawdown-5.76%-1.37%

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Correlation

-0.50.00.51.00.8

The correlation between H and HLT is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Risk-Adjusted Performance

H vs. HLT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hyatt Hotels Corporation (H) and Hilton Worldwide Holdings Inc. (HLT). 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-4.00-2.000.002.004.001.262.67
The chart of Sortino ratio for H, currently valued at 1.90, compared to the broader market-4.00-2.000.002.004.001.903.52
The chart of Omega ratio for H, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.44
The chart of Calmar ratio for H, currently valued at 1.78, compared to the broader market0.002.004.006.001.784.27
The chart of Martin ratio for H, currently valued at 5.34, compared to the broader market-10.000.0010.0020.0030.005.3412.82
H
HLT

The current H Sharpe Ratio is 1.26, which is lower than the HLT Sharpe Ratio of 2.67. The chart below compares the historical Sharpe Ratios of H and HLT, 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 Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.26
2.67
H
HLT

Dividends

H vs. HLT - Dividend Comparison

H's dividend yield for the trailing twelve months is around 0.39%, more than HLT's 0.24% yield.


TTM202320222021202020192018201720162015
H
Hyatt Hotels Corporation
0.39%0.35%0.00%0.00%0.27%0.85%0.89%0.00%0.00%0.00%
HLT
Hilton Worldwide Holdings Inc.
0.24%0.33%0.36%0.00%0.13%0.54%0.84%0.75%1.03%0.65%

Drawdowns

H vs. HLT - Drawdown Comparison

The maximum H drawdown since its inception was -60.54%, which is greater than HLT's maximum drawdown of -50.82%. Use the drawdown chart below to compare losses from any high point for H and HLT. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.76%
-1.37%
H
HLT

Volatility

H vs. HLT - Volatility Comparison

Hyatt Hotels Corporation (H) has a higher volatility of 12.75% compared to Hilton Worldwide Holdings Inc. (HLT) at 6.03%. This indicates that H's price experiences larger fluctuations and is considered to be riskier than HLT 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%
6.03%
H
HLT

Financials

H vs. HLT - Financials Comparison

This section allows you to compare key financial metrics between Hyatt Hotels Corporation and Hilton Worldwide Holdings 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