PortfoliosLab logo
H vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between H and VOO is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

Maximize Your Portfolio’s Potential

Does your portfolio have the optimal asset allocation aligned with your goals? Find it out with our portfolio optimizer

Try portfolio optimization now

Performance

H vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hyatt Hotels Corporation (H) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
-8.88%
-8.37%
SCM
SPY

Key characteristics

Sharpe Ratio

H:

-1.04

VOO:

-0.02

Sortino Ratio

H:

-1.39

VOO:

0.07

Omega Ratio

H:

0.83

VOO:

1.01

Calmar Ratio

H:

-0.88

VOO:

-0.02

Martin Ratio

H:

-2.96

VOO:

-0.10

Ulcer Index

H:

10.70%

VOO:

3.48%

Daily Std Dev

H:

30.49%

VOO:

15.74%

Max Drawdown

H:

-60.54%

VOO:

-33.99%

Current Drawdown

H:

-36.21%

VOO:

-17.48%

Returns By Period

In the year-to-date period, H achieves a -32.40% return, which is significantly lower than VOO's -13.67% return. Over the past 10 years, H has underperformed VOO with an annualized return of 6.35%, while VOO has yielded a comparatively higher 11.16% annualized return.


H

YTD

-32.40%

1M

-21.90%

6M

-30.31%

1Y

-32.28%

5Y*

15.85%

10Y*

6.35%

VOO

YTD

-13.67%

1M

-12.15%

6M

-10.59%

1Y

-1.41%

5Y*

14.77%

10Y*

11.16%

*Annualized

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

Vanguard S&P 500 ETF

Risk-Adjusted Performance

H vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

H
The Risk-Adjusted Performance Rank of H is 77
Overall Rank
The Sharpe Ratio Rank of H is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of H is 1111
Sortino Ratio Rank
The Omega Ratio Rank of H is 1212
Omega Ratio Rank
The Calmar Ratio Rank of H is 55
Calmar Ratio Rank
The Martin Ratio Rank of H is 00
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 4747
Overall Rank
The Sharpe Ratio Rank of VOO is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 4646
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 4646
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 4747
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 4646
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

H vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hyatt Hotels Corporation (H) and Vanguard S&P 500 ETF (VOO). 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.


The chart of Sharpe ratio for SCM, currently valued at 0.09, compared to the broader market-2.00-1.000.001.002.00
SCM: 0.09
SPY: 0.12
The chart of Sortino ratio for SCM, currently valued at 0.24, compared to the broader market-6.00-4.00-2.000.002.004.00
SCM: 0.24
SPY: 0.31
The chart of Omega ratio for SCM, currently valued at 1.04, compared to the broader market0.501.001.502.00
SCM: 1.04
SPY: 1.04
The chart of Calmar ratio for SCM, currently valued at 0.08, compared to the broader market0.001.002.003.004.00
SCM: 0.08
SPY: 0.12
The chart of Martin ratio for SCM, currently valued at 0.40, compared to the broader market-10.00-5.000.005.0010.0015.00
SCM: 0.40
SPY: 0.60

The current H Sharpe Ratio is -1.04, which is lower than the VOO Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of H and VOO, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.09
0.12
SCM
SPY

Dividends

H vs. VOO - Dividend Comparison

H's dividend yield for the trailing twelve months is around 0.57%, less than VOO's 1.50% yield.


TTM20242023202220212020201920182017201620152014

Drawdowns

H vs. VOO - Drawdown Comparison

The maximum H drawdown since its inception was -60.54%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for H and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-21.66%
-14.16%
SCM
SPY

Volatility

H vs. VOO - Volatility Comparison

The current volatility for Hyatt Hotels Corporation (H) is NaN%, while Vanguard S&P 500 ETF (VOO) has a volatility of NaN%. This indicates that H experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.42%
14.54%
SCM
SPY

User Portfolios with H or VOO


cheat
20%
YTD
SPY
QQQ
^VXN
^VIX
BIL
^FVX
BTAL
TLT
OSTIX
DBSCX
HICOX
Hedging
12%
YTD
SPY
SOXX
VXX
USDU
HDGE
SH
SQQQ
1 / 196

Recent discussions