HTHT vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about Huazhu Group Limited (HTHT) and S&P 500 Index (^GSPC).

Performance

HTHT vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Huazhu Group Limited (HTHT) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

HTHT vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
HTHT Huazhu Group Limited	9.67%	50.26%	0.96%	-19.00%	14.31%	-17.08%	13.28%	39.96%	-19.86%	180.24%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	19.42%

Returns By Period

In the year-to-date period, HTHT achieves a 9.67% return, which is significantly higher than ^GSPC's -3.95% return. Over the past 10 years, HTHT has outperformed ^GSPC with an annualized return of 20.43%, while ^GSPC has yielded a comparatively lower 12.24% annualized return.

HTHT

• 1D: 2.60%
• 1M: -5.86%
• YTD: 9.67%
• 6M: 31.36%
• 1Y: 46.71%
• 3Y*: 5.29%
• 5Y*: 0.27%
• 10Y*: 20.43%

^GSPC

• 1D: 0.72%
• 1M: -4.45%
• YTD: -3.95%
• 6M: -2.02%
• 1Y: 16.73%
• 3Y*: 16.96%
• 5Y*: 10.34%
• 10Y*: 12.24%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

HTHT vs. ^GSPC — Risk / Return Rank

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

HTHT

HTHT Risk / Return Rank: 80
HTHT Sharpe Ratio Rank: 83
HTHT Sortino Ratio Rank: 80
HTHT Omega Ratio Rank: 76
HTHT Calmar Ratio Rank: 80
HTHT Martin Ratio Rank: 81

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HTHT vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Huazhu Group Limited (HTHT) and S&P 500 Index (^GSPC). 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.

	HTHT	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	1.46	0.92	+0.54
Sortino ratio Return per unit of downside risk	2.15	1.41	+0.74
Omega ratio Gain probability vs. loss probability	1.26	1.21	+0.05
Calmar ratio Return relative to maximum drawdown	2.39	1.41	+0.98
Martin ratio Return relative to average drawdown	6.53	6.61	-0.09
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HTHT vs. ^GSPC - Sharpe Ratio Comparison

The current HTHT Sharpe Ratio is 1.46, which is higher than the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of HTHT and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	HTHT	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.46	0.92	+0.54
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.01	0.61	-0.61
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.42	0.68	-0.26
Sharpe Ratio (All Time) Calculated using the full available price history	0.41	0.46	-0.04

Correlation

The correlation between HTHT and ^GSPC is 0.33, 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.

Drawdowns

HTHT vs. ^GSPC - Drawdown Comparison

The maximum HTHT drawdown since its inception was -64.02%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for HTHT and ^GSPC.

Drawdown Indicators

	HTHT	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-64.02%	-56.78%	-7.24%
Max Drawdown (1Y) Largest decline over 1 year	-19.68%	-12.14%	-7.54%
Max Drawdown (5Y) Largest decline over 5 years	-63.43%	-25.43%	-38.00%
Max Drawdown (10Y) Largest decline over 10 years	-64.02%	-33.92%	-30.10%
Current Drawdown Current decline from peak	-7.96%	-5.78%	-2.18%
Average Drawdown Average peak-to-trough decline	-25.96%	-10.75%	-15.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.21%	2.60%	+4.61%

Volatility

HTHT vs. ^GSPC - Volatility Comparison

Huazhu Group Limited (HTHT) has a higher volatility of 9.05% compared to S&P 500 Index (^GSPC) at 5.37%. This indicates that HTHT's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HTHT	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.05%	5.37%	+3.68%
Volatility (6M) Calculated over the trailing 6-month period	20.89%	9.55%	+11.34%
Volatility (1Y) Calculated over the trailing 1-year period	32.12%	18.33%	+13.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	50.12%	16.90%	+33.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	48.92%	18.05%	+30.87%