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HGV vs. MCO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

HGV vs. MCO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hilton Grand Vacations Inc. (HGV) and Moody's Corporation (MCO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HGV achieves a 3.11% return, which is significantly higher than MCO's -5.93% return.


HGV

1D
-0.39%
1M
-12.80%
6M
2.28%
YTD
3.11%
1Y
3.71%
3Y*
-0.29%
5Y*
2.56%
10Y*
ALL TIME*
6.46%

MCO

1D
-0.80%
1M
-2.47%
6M
-6.79%
YTD
-5.93%
1Y
-3.77%
3Y*
11.64%
5Y*
5.88%
10Y*
17.61%
ALL TIME*
15.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$57.31M$56.11M$58.27M
$483.34M$433.94M$468.07M

HGV vs. MCO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HGV
Hilton Grand Vacations Inc.
3.11%14.89%-3.06%4.26%-26.04%66.22%-8.84%30.31%-37.09%65.48%
MCO
Moody's Corporation
-5.93%8.74%22.17%41.52%-27.80%35.57%23.26%71.26%-4.10%56.54%

Correlation

The correlation between HGV and MCO is 0.30, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.30

Correlation (3Y)
Balances recent behavior with more history.

0.35

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.39

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2017

0.37

Fundamentals

Market Cap

HGV:

$3.62B

MCO:

$82.86B

EPS

HGV:

$2.75

MCO:

$15.70

PE Ratio

HGV:

16.77

MCO:

30.47

PEG Ratio

HGV:

0.88

MCO:

3.98

PS Ratio

HGV:

0.60

MCO:

10.44

Total Revenue (TTM)

HGV:

$5.28B

MCO:

$8.16B

Gross Profit (TTM)

HGV:

$1.95B

MCO:

$5.87B

EBITDA (TTM)

HGV:

$1.15B

MCO:

$4.00B

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Return for Risk

HGV vs. MCO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

HGV
HGV Risk / Return Rank: 4646
Overall Rank
HGV Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
HGV Sortino Ratio Rank: 4343
Sortino Ratio Rank
HGV Omega Ratio Rank: 4242
Omega Ratio Rank
HGV Calmar Ratio Rank: 4949
Calmar Ratio Rank
HGV Martin Ratio Rank: 4949
Martin Ratio Rank

MCO
MCO Risk / Return Rank: 3333
Overall Rank
MCO Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
MCO Sortino Ratio Rank: 3030
Sortino Ratio Rank
MCO Omega Ratio Rank: 3030
Omega Ratio Rank
MCO Calmar Ratio Rank: 3535
Calmar Ratio Rank
MCO Martin Ratio Rank: 3535
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

HGV vs. MCO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hilton Grand Vacations Inc. (HGV) and Moody's Corporation (MCO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


HGVMCODifference
Sharpe ratioReturn per unit of total volatility

+0.31

Sortino ratioReturn per unit of downside risk

+0.52

Omega ratioGain probability vs. loss probability

1.05

0.98

+0.06

Calmar ratioReturn relative to maximum drawdown

0.13

-0.28

+0.40

Martin ratioReturn relative to average drawdown

0.32

-0.55

+0.87

HGV vs. MCO - Sharpe Ratio Comparison

The current HGV Sharpe Ratio is 0.08, which is higher than the MCO Sharpe Ratio of -0.23. The chart below compares the historical Sharpe Ratios of HGV and MCO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

HGV vs. MCO - Drawdown Comparison

The maximum HGV drawdown since its inception was -77.74%, roughly equal to the maximum MCO drawdown of -78.72%. Use the drawdown chart below to compare losses from any high point for HGV and MCO.


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Drawdown Indicators


HGVMCODifference

Max Drawdown

Largest peak-to-trough decline

-77.74%

-78.72%

+0.98%

Max Drawdown (1Y)

Largest decline over 1 year

-22.92%

-23.61%

+0.69%

Max Drawdown (3Y)

Largest decline over 3 years

-34.62%

-24.65%

-9.97%

Max Drawdown (5Y)

Largest decline over 5 years

-42.18%

-41.66%

-0.52%

Max Drawdown (10Y)

Largest decline over 10 years

-42.02%

Current Drawdown

Current decline from peak

-16.11%

-10.94%

-5.17%

Average Drawdown

Average peak-to-trough decline

-23.05%

-17.73%

-5.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.10%

11.79%

-2.69%

Volatility

HGV vs. MCO - Volatility Comparison

Hilton Grand Vacations Inc. (HGV) has a higher volatility of 15.20% compared to Moody's Corporation (MCO) at 9.41%. This indicates that HGV's price experiences larger fluctuations and is considered to be riskier than MCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HGVMCODifference

Volatility (1M)

Calculated over the trailing 1-month period

15.20%

9.41%

+5.79%

Volatility (6M)

Calculated over the trailing 6-month period

30.87%

23.32%

+7.55%

Volatility (1Y)

Calculated over the trailing 1-year period

40.55%

28.03%

+12.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.96%

26.71%

+12.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.64%

27.79%

+14.85%

Dividends

HGV vs. MCO - Dividend Comparison

HGV has not paid dividends to shareholders, while MCO's dividend yield for the trailing twelve months is around 0.82%.


PositionTTM20252024202320222021202020192018201720162015
HGV
Hilton Grand Vacations Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MCO
Moody's Corporation
0.82%0.74%0.72%0.79%1.26%0.63%0.77%0.84%1.26%1.03%1.57%1.36%

Financials

HGV vs. MCO - Financials Comparison

This section allows you to compare key financial metrics between Hilton Grand Vacations Inc. and Moody's Corporation. 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

HGV vs. MCO - Profitability Comparison

The chart below illustrates the profitability comparison between Hilton Grand Vacations Inc. and Moody's Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

HGV - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Hilton Grand Vacations Inc. reported a gross profit of -694.00M and revenue of 1.36B. Therefore, the gross margin over that period was -51.1%.

MCO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Moody's Corporation reported a gross profit of 1.67B and revenue of 2.19B. Therefore, the gross margin over that period was 76.3%.

HGV - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Hilton Grand Vacations Inc. reported an operating income of -155.00M and revenue of 1.36B, resulting in an operating margin of -11.4%.

MCO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Moody's Corporation reported an operating income of 1.05B and revenue of 2.19B, resulting in an operating margin of 47.9%.

HGV - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Hilton Grand Vacations Inc. reported a net income of 15.00M and revenue of 1.36B, resulting in a net margin of 1.1%.

MCO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Moody's Corporation reported a net income of 878.00M and revenue of 2.19B, resulting in a net margin of 40.2%.


Frequently Asked Questions


HGV and MCO have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HGV has higher volatility (15.20%) compared to MCO (9.41%). In terms of maximum drawdown, HGV dropped -77.74% vs MCO's -78.72%.

HGV currently has the higher Sharpe Ratio (0.08 vs -0.23), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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