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

Correlation

The correlation between HLT and IHG is 0.62, 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

HLT vs. IHG - Performance Comparison

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

300.00%350.00%400.00%450.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
487.78%
404.10%
HLT
IHG

Key characteristics

Sharpe Ratio

HLT:

1.98

IHG:

1.86

Sortino Ratio

HLT:

2.64

IHG:

2.71

Omega Ratio

HLT:

1.33

IHG:

1.34

Calmar Ratio

HLT:

3.21

IHG:

2.27

Martin Ratio

HLT:

9.54

IHG:

5.95

Ulcer Index

HLT:

3.89%

IHG:

6.68%

Daily Std Dev

HLT:

18.76%

IHG:

21.35%

Max Drawdown

HLT:

-50.82%

IHG:

-80.83%

Current Drawdown

HLT:

-4.92%

IHG:

-4.51%

Fundamentals

Market Cap

HLT:

$61.01B

IHG:

$20.15B

EPS

HLT:

$4.68

IHG:

$3.87

PE Ratio

HLT:

53.48

IHG:

32.92

PEG Ratio

HLT:

1.20

IHG:

1.92

Total Revenue (TTM)

HLT:

$11.00B

IHG:

$3.48B

Gross Profit (TTM)

HLT:

$2.94B

IHG:

$815.00M

EBITDA (TTM)

HLT:

$2.47B

IHG:

$923.50M

Returns By Period

In the year-to-date period, HLT achieves a 35.34% return, which is significantly lower than IHG's 39.25% return. Over the past 10 years, HLT has outperformed IHG with an annualized return of 17.17%, while IHG has yielded a comparatively lower 14.19% annualized return.


HLT

YTD

35.34%

1M

-1.61%

6M

12.97%

1Y

38.70%

5Y*

17.46%

10Y*

17.17%

IHG

YTD

39.25%

1M

2.41%

6M

19.06%

1Y

41.52%

5Y*

15.13%

10Y*

14.19%

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

HLT vs. IHG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hilton Worldwide Holdings Inc. (HLT) 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 HLT, currently valued at 1.98, compared to the broader market-4.00-2.000.002.001.981.86
The chart of Sortino ratio for HLT, currently valued at 2.64, compared to the broader market-4.00-2.000.002.004.002.642.71
The chart of Omega ratio for HLT, currently valued at 1.33, compared to the broader market0.501.001.502.001.331.34
The chart of Calmar ratio for HLT, currently valued at 3.21, compared to the broader market0.002.004.006.003.212.27
The chart of Martin ratio for HLT, currently valued at 9.54, compared to the broader market0.0010.0020.009.545.95
HLT
IHG

The current HLT Sharpe Ratio is 1.98, which is comparable to the IHG Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of HLT 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.98
1.86
HLT
IHG

Dividends

HLT vs. IHG - Dividend Comparison

HLT's dividend yield for the trailing twelve months is around 0.24%, less than IHG's 1.26% yield.


TTM20232022202120202019201820172016201520142013
HLT
Hilton Worldwide Holdings Inc.
0.24%0.33%0.36%0.00%0.13%0.54%0.84%0.75%1.03%0.65%0.00%0.00%
IHG
InterContinental Hotels Group PLC
1.26%1.57%2.22%0.00%1.32%9.36%1.97%4.90%19.34%2.05%9.81%5.95%

Drawdowns

HLT vs. IHG - Drawdown Comparison

The maximum HLT drawdown since its inception was -50.82%, smaller than the maximum IHG drawdown of -80.83%. Use the drawdown chart below to compare losses from any high point for HLT and IHG. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.92%
-4.51%
HLT
IHG

Volatility

HLT vs. IHG - Volatility Comparison

Hilton Worldwide Holdings Inc. (HLT) has a higher volatility of 6.24% compared to InterContinental Hotels Group PLC (IHG) at 4.92%. This indicates that HLT'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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
6.24%
4.92%
HLT
IHG

Financials

HLT vs. IHG - Financials Comparison

This section allows you to compare key financial metrics between Hilton Worldwide Holdings Inc. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab