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HST vs. HTAB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HST and HTAB is 0.08, 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.


Performance

HST vs. HTAB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Host Hotels & Resorts, Inc. (HST) and Hartford Schroders Tax-Aware Bond ETF (HTAB). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

HST:

-0.42

HTAB:

0.09

Sortino Ratio

HST:

-0.37

HTAB:

0.18

Omega Ratio

HST:

0.95

HTAB:

1.02

Calmar Ratio

HST:

-0.32

HTAB:

0.11

Martin Ratio

HST:

-0.94

HTAB:

0.34

Ulcer Index

HST:

12.17%

HTAB:

1.99%

Daily Std Dev

HST:

29.53%

HTAB:

6.79%

Max Drawdown

HST:

-86.97%

HTAB:

-14.76%

Current Drawdown

HST:

-21.62%

HTAB:

-3.68%

Returns By Period

In the year-to-date period, HST achieves a -9.92% return, which is significantly lower than HTAB's -1.51% return.


HST

YTD

-9.92%

1M

13.91%

6M

-7.00%

1Y

-10.89%

5Y*

8.90%

10Y*

1.23%

HTAB

YTD

-1.51%

1M

0.95%

6M

-2.14%

1Y

0.62%

5Y*

0.26%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

HST vs. HTAB — Risk-Adjusted Performance Rank

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

HST
The Risk-Adjusted Performance Rank of HST is 2727
Overall Rank
The Sharpe Ratio Rank of HST is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of HST is 2525
Sortino Ratio Rank
The Omega Ratio Rank of HST is 2525
Omega Ratio Rank
The Calmar Ratio Rank of HST is 3030
Calmar Ratio Rank
The Martin Ratio Rank of HST is 2727
Martin Ratio Rank

HTAB
The Risk-Adjusted Performance Rank of HTAB is 1919
Overall Rank
The Sharpe Ratio Rank of HTAB is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of HTAB is 1616
Sortino Ratio Rank
The Omega Ratio Rank of HTAB is 1616
Omega Ratio Rank
The Calmar Ratio Rank of HTAB is 2121
Calmar Ratio Rank
The Martin Ratio Rank of HTAB is 2020
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.

HST vs. HTAB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Host Hotels & Resorts, Inc. (HST) and Hartford Schroders Tax-Aware Bond ETF (HTAB). 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 current HST Sharpe Ratio is -0.42, which is lower than the HTAB Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of HST and HTAB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

HST vs. HTAB - Dividend Comparison

HST's dividend yield for the trailing twelve months is around 5.78%, more than HTAB's 3.81% yield.


TTM20242023202220212020201920182017201620152014
HST
Host Hotels & Resorts, Inc.
5.78%5.14%4.62%3.30%0.00%1.37%4.58%5.10%4.28%4.51%5.22%3.16%
HTAB
Hartford Schroders Tax-Aware Bond ETF
3.81%3.57%3.21%2.26%2.18%1.41%2.76%1.62%0.00%0.00%0.00%0.00%

Drawdowns

HST vs. HTAB - Drawdown Comparison

The maximum HST drawdown since its inception was -86.97%, which is greater than HTAB's maximum drawdown of -14.76%. Use the drawdown chart below to compare losses from any high point for HST and HTAB. For additional features, visit the drawdowns tool.


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Volatility

HST vs. HTAB - Volatility Comparison

Host Hotels & Resorts, Inc. (HST) has a higher volatility of 8.09% compared to Hartford Schroders Tax-Aware Bond ETF (HTAB) at 1.83%. This indicates that HST's price experiences larger fluctuations and is considered to be riskier than HTAB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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