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

Correlation

The correlation between HST and VOO is 0.60, 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

HST vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Host Hotels & Resorts, Inc. (HST) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
101.61%
602.93%
HST
VOO

Key characteristics

Sharpe Ratio

HST:

0.03

VOO:

2.25

Sortino Ratio

HST:

0.19

VOO:

2.98

Omega Ratio

HST:

1.02

VOO:

1.42

Calmar Ratio

HST:

0.03

VOO:

3.31

Martin Ratio

HST:

0.05

VOO:

14.77

Ulcer Index

HST:

11.84%

VOO:

1.90%

Daily Std Dev

HST:

22.95%

VOO:

12.46%

Max Drawdown

HST:

-87.00%

VOO:

-33.99%

Current Drawdown

HST:

-11.13%

VOO:

-2.47%

Returns By Period

In the year-to-date period, HST achieves a -3.47% return, which is significantly lower than VOO's 26.02% return. Over the past 10 years, HST has underperformed VOO with an annualized return of 0.81%, while VOO has yielded a comparatively higher 13.08% annualized return.


HST

YTD

-3.47%

1M

4.48%

6M

1.53%

1Y

-1.77%

5Y*

2.38%

10Y*

0.81%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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Risk-Adjusted Performance

HST vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Host Hotels & Resorts, Inc. (HST) and Vanguard S&P 500 ETF (VOO). 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 0.03, compared to the broader market-4.00-2.000.002.000.032.25
The chart of Sortino ratio for HST, currently valued at 0.19, compared to the broader market-4.00-2.000.002.004.000.192.98
The chart of Omega ratio for HST, currently valued at 1.02, compared to the broader market0.501.001.502.001.021.42
The chart of Calmar ratio for HST, currently valued at 0.03, compared to the broader market0.002.004.006.000.033.31
The chart of Martin ratio for HST, currently valued at 0.05, compared to the broader market-5.000.005.0010.0015.0020.0025.000.0514.77
HST
VOO

The current HST Sharpe Ratio is 0.03, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of HST and VOO, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.03
2.25
HST
VOO

Dividends

HST vs. VOO - Dividend Comparison

HST's dividend yield for the trailing twelve months is around 5.77%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
HST
Host Hotels & Resorts, Inc.
5.77%4.62%3.30%0.00%1.37%4.58%5.10%4.28%4.51%5.22%3.16%2.37%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

HST vs. VOO - Drawdown Comparison

The maximum HST drawdown since its inception was -87.00%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for HST and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.13%
-2.47%
HST
VOO

Volatility

HST vs. VOO - Volatility Comparison

Host Hotels & Resorts, Inc. (HST) has a higher volatility of 8.59% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that HST's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
8.59%
3.75%
HST
VOO
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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.

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