PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
HHC vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


HHCSPY

Correlation

-0.50.00.51.00.5

The correlation between HHC and SPY is 0.54, 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

HHC vs. SPY - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember0
9.37%
HHC
SPY

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

HHC vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Howard Hughes Corporation (HHC) and SPDR S&P 500 ETF (SPY). 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.


HHC
Sharpe ratio
The chart of Sharpe ratio for HHC, currently valued at -2.01, compared to the broader market-4.00-2.000.002.00-2.01
Sortino ratio
The chart of Sortino ratio for HHC, currently valued at -2.23, compared to the broader market-6.00-4.00-2.000.002.004.00-2.23
Omega ratio
The chart of Omega ratio for HHC, currently valued at 0.29, compared to the broader market0.501.001.502.000.29
Calmar ratio
The chart of Calmar ratio for HHC, currently valued at -0.20, compared to the broader market0.001.002.003.004.005.00-0.20
Martin ratio
The chart of Martin ratio for HHC, currently valued at -1.00, compared to the broader market-10.00-5.000.005.0010.0015.0020.00-1.00
SPY
Sharpe ratio
The chart of Sharpe ratio for SPY, currently valued at 2.14, compared to the broader market-4.00-2.000.002.002.14
Sortino ratio
The chart of Sortino ratio for SPY, currently valued at 2.88, compared to the broader market-6.00-4.00-2.000.002.004.002.88
Omega ratio
The chart of Omega ratio for SPY, currently valued at 1.39, compared to the broader market0.501.001.502.001.39
Calmar ratio
The chart of Calmar ratio for SPY, currently valued at 2.32, compared to the broader market0.001.002.003.004.005.002.32
Martin ratio
The chart of Martin ratio for SPY, currently valued at 10.34, compared to the broader market-10.00-5.000.005.0010.0015.0020.0010.34

HHC vs. SPY - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio-2.00-1.000.001.002.003.00AprilMayJuneJulyAugustSeptember
-2.01
2.14
HHC
SPY

Dividends

HHC vs. SPY - Dividend Comparison

HHC has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.22%.


TTM20232022202120202019201820172016201520142013
HHC
The Howard Hughes Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
0.94%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Drawdowns

HHC vs. SPY - Drawdown Comparison


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AprilMayJuneJulyAugustSeptember
-57.59%
-1.02%
HHC
SPY

Volatility

HHC vs. SPY - Volatility Comparison

The current volatility for The Howard Hughes Corporation (HHC) is 0.00%, while SPDR S&P 500 ETF (SPY) has a volatility of 4.25%. This indicates that HHC experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember0
4.25%
HHC
SPY