HEGD vs. IHG
Compare and contrast key facts about Swan Hedged Equity US Large Cap ETF (HEGD) and InterContinental Hotels Group PLC (IHG).
HEGD is an actively managed fund by Swan Global Investments. It was launched on Dec 22, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HEGD or IHG.
Key characteristics
| HEGD | IHG | |
|---|---|---|
| YTD Return | 16.80% | 34.88% |
| 1Y Return | 25.76% | 67.98% |
| 3Y Return (Ann) | 6.23% | 21.52% |
| Sharpe Ratio | 2.96 | 3.12 |
| Sortino Ratio | 4.29 | 4.28 |
| Omega Ratio | 1.55 | 1.55 |
| Calmar Ratio | 3.86 | 3.90 |
| Martin Ratio | 20.72 | 10.29 |
| Ulcer Index | 1.21% | 6.65% |
| Daily Std Dev | 8.49% | 21.94% |
| Max Drawdown | -14.56% | -80.83% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between HEGD and IHG is 0.52, 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
HEGD vs. IHG - Performance Comparison
In the year-to-date period, HEGD achieves a 16.80% return, which is significantly lower than IHG's 34.88% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
HEGD vs. IHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Swan Hedged Equity US Large Cap ETF (HEGD) 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.
Dividends
HEGD vs. IHG - Dividend Comparison
HEGD's dividend yield for the trailing twelve months is around 0.33%, less than IHG's 1.30% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HEGD Swan Hedged Equity US Large Cap ETF | 0.33% | 0.39% | 0.87% | 0.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IHG InterContinental Hotels Group PLC | 1.30% | 1.57% | 2.22% | 0.00% | 1.32% | 9.36% | 1.97% | 4.90% | 19.34% | 2.05% | 9.81% | 5.95% |
Drawdowns
HEGD vs. IHG - Drawdown Comparison
The maximum HEGD drawdown since its inception was -14.56%, smaller than the maximum IHG drawdown of -80.83%. Use the drawdown chart below to compare losses from any high point for HEGD and IHG. For additional features, visit the drawdowns tool.
Volatility
HEGD vs. IHG - Volatility Comparison
The current volatility for Swan Hedged Equity US Large Cap ETF (HEGD) is 2.80%, while InterContinental Hotels Group PLC (IHG) has a volatility of 6.60%. This indicates that HEGD experiences smaller price fluctuations and is considered to be less risky than IHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.