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

Performance

HST vs. MGK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Host Hotels & Resorts, Inc. (HST) and Vanguard Mega Cap Growth ETF (MGK). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-3.25%
14.55%
HST
MGK

Returns By Period

In the year-to-date period, HST achieves a -7.60% return, which is significantly lower than MGK's 29.67% return. Over the past 10 years, HST has underperformed MGK with an annualized return of 1.00%, while MGK has yielded a comparatively higher 16.29% annualized return.


HST

YTD

-7.60%

1M

-1.19%

6M

-3.25%

1Y

6.42%

5Y (annualized)

3.57%

10Y (annualized)

1.00%

MGK

YTD

29.67%

1M

1.78%

6M

14.55%

1Y

34.88%

5Y (annualized)

20.05%

10Y (annualized)

16.29%

Key characteristics


HSTMGK
Sharpe Ratio0.231.99
Sortino Ratio0.462.62
Omega Ratio1.061.36
Calmar Ratio0.222.54
Martin Ratio0.449.65
Ulcer Index11.48%3.57%
Daily Std Dev22.33%17.31%
Max Drawdown-87.00%-48.36%
Current Drawdown-14.94%-1.51%

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Correlation

-0.50.00.51.00.6

The correlation between HST and MGK is 0.55, 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.

Risk-Adjusted Performance

HST vs. MGK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Host Hotels & Resorts, Inc. (HST) and Vanguard Mega Cap Growth ETF (MGK). 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 HST, currently valued at 0.23, compared to the broader market-4.00-2.000.002.004.000.231.99
The chart of Sortino ratio for HST, currently valued at 0.46, compared to the broader market-4.00-2.000.002.004.000.462.62
The chart of Omega ratio for HST, currently valued at 1.06, compared to the broader market0.501.001.502.001.061.36
The chart of Calmar ratio for HST, currently valued at 0.22, compared to the broader market0.002.004.006.000.222.54
The chart of Martin ratio for HST, currently valued at 0.44, compared to the broader market-10.000.0010.0020.0030.000.449.65
HST
MGK

The current HST Sharpe Ratio is 0.23, which is lower than the MGK Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of HST and MGK, 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 Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.23
1.99
HST
MGK

Dividends

HST vs. MGK - Dividend Comparison

HST's dividend yield for the trailing twelve months is around 6.03%, more than MGK's 0.42% yield.


TTM20232022202120202019201820172016201520142013
HST
Host Hotels & Resorts, Inc.
6.03%4.62%3.30%0.00%1.37%4.58%5.10%4.28%4.51%5.22%3.16%2.37%
MGK
Vanguard Mega Cap Growth ETF
0.42%0.50%0.70%0.41%0.65%0.85%1.12%1.23%1.53%1.43%1.25%1.29%

Drawdowns

HST vs. MGK - Drawdown Comparison

The maximum HST drawdown since its inception was -87.00%, which is greater than MGK's maximum drawdown of -48.36%. Use the drawdown chart below to compare losses from any high point for HST and MGK. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-14.94%
-1.51%
HST
MGK

Volatility

HST vs. MGK - Volatility Comparison

Host Hotels & Resorts, Inc. (HST) and Vanguard Mega Cap Growth ETF (MGK) have volatilities of 5.82% and 5.68%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.82%
5.68%
HST
MGK