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

Correlation

The correlation between H and IHG is 0.59, 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.


-0.50.00.51.00.6

Performance

H vs. IHG - Performance Comparison

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

400.00%600.00%800.00%1,000.00%1,200.00%JulyAugustSeptemberOctoberNovemberDecember
487.23%
1,225.38%
H
IHG

Key characteristics

Sharpe Ratio

H:

0.94

IHG:

1.99

Sortino Ratio

H:

1.48

IHG:

2.87

Omega Ratio

H:

1.19

IHG:

1.36

Calmar Ratio

H:

1.34

IHG:

2.42

Martin Ratio

H:

3.97

IHG:

6.36

Ulcer Index

H:

6.62%

IHG:

6.68%

Daily Std Dev

H:

27.99%

IHG:

21.32%

Max Drawdown

H:

-60.54%

IHG:

-80.83%

Current Drawdown

H:

-2.90%

IHG:

-3.86%

Fundamentals

Market Cap

H:

$15.14B

IHG:

$20.15B

EPS

H:

$13.29

IHG:

$3.87

PE Ratio

H:

11.86

IHG:

32.92

PEG Ratio

H:

1.03

IHG:

1.92

Total Revenue (TTM)

H:

$6.76B

IHG:

$3.48B

Gross Profit (TTM)

H:

$1.50B

IHG:

$815.00M

EBITDA (TTM)

H:

$1.65B

IHG:

$923.50M

Returns By Period

In the year-to-date period, H achieves a 23.06% return, which is significantly lower than IHG's 40.19% return. Over the past 10 years, H has underperformed IHG with an annualized return of 10.64%, while IHG has yielded a comparatively higher 14.33% annualized return.


H

YTD

23.06%

1M

3.34%

6M

7.88%

1Y

23.42%

5Y*

12.74%

10Y*

10.64%

IHG

YTD

40.19%

1M

2.56%

6M

20.42%

1Y

40.85%

5Y*

15.27%

10Y*

14.33%

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Risk-Adjusted Performance

H vs. IHG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hyatt Hotels Corporation (H) and InterContinental Hotels Group PLC (IHG). 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 0.94, compared to the broader market-4.00-2.000.002.000.941.99
The chart of Sortino ratio for H, currently valued at 1.48, compared to the broader market-4.00-2.000.002.004.001.482.87
The chart of Omega ratio for H, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.36
The chart of Calmar ratio for H, currently valued at 1.34, compared to the broader market0.002.004.006.001.342.42
The chart of Martin ratio for H, currently valued at 3.97, compared to the broader market-5.000.005.0010.0015.0020.0025.003.976.36
H
IHG

The current H Sharpe Ratio is 0.94, which is lower than the IHG Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of H and IHG, 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.94
1.99
H
IHG

Dividends

H vs. IHG - Dividend Comparison

H's dividend yield for the trailing twelve months is around 0.38%, less than IHG's 1.25% yield.


TTM20232022202120202019201820172016201520142013
H
Hyatt Hotels Corporation
0.38%0.35%0.00%0.00%0.27%0.85%0.89%0.00%0.00%0.00%0.00%0.00%
IHG
InterContinental Hotels Group PLC
1.25%1.57%2.22%0.00%1.32%9.36%1.97%4.90%19.34%2.05%9.81%5.95%

Drawdowns

H vs. IHG - Drawdown Comparison

The maximum H drawdown since its inception was -60.54%, smaller than the maximum IHG drawdown of -80.83%. Use the drawdown chart below to compare losses from any high point for H and IHG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.90%
-3.86%
H
IHG

Volatility

H vs. IHG - Volatility Comparison

Hyatt Hotels Corporation (H) has a higher volatility of 8.76% compared to InterContinental Hotels Group PLC (IHG) at 4.94%. This indicates that H's price experiences larger fluctuations and is considered to be riskier than IHG 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
8.76%
4.94%
H
IHG

Financials

H vs. IHG - Financials Comparison

This section allows you to compare key financial metrics between Hyatt Hotels Corporation and InterContinental Hotels Group PLC. 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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