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HTHT vs. DJIA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HTHT and DJIA is 0.21, 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.


-0.50.00.51.00.2

Performance

HTHT vs. DJIA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Huazhu Group Limited (HTHT) and Global X Dow 30 Covered Call ETF (DJIA). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
26.79%
10.26%
HTHT
DJIA

Key characteristics

Sharpe Ratio

HTHT:

0.05

DJIA:

1.95

Sortino Ratio

HTHT:

0.42

DJIA:

2.80

Omega Ratio

HTHT:

1.05

DJIA:

1.40

Calmar Ratio

HTHT:

0.04

DJIA:

3.54

Martin Ratio

HTHT:

0.12

DJIA:

13.25

Ulcer Index

HTHT:

18.66%

DJIA:

1.21%

Daily Std Dev

HTHT:

44.16%

DJIA:

8.27%

Max Drawdown

HTHT:

-64.02%

DJIA:

-16.91%

Current Drawdown

HTHT:

-36.99%

DJIA:

-0.13%

Returns By Period

In the year-to-date period, HTHT achieves a 11.78% return, which is significantly higher than DJIA's 3.86% return.


HTHT

YTD

11.78%

1M

15.20%

6M

26.79%

1Y

2.74%

5Y*

1.72%

10Y*

22.35%

DJIA

YTD

3.86%

1M

1.36%

6M

10.25%

1Y

15.89%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

HTHT vs. DJIA — Risk-Adjusted Performance Rank

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

HTHT
The Risk-Adjusted Performance Rank of HTHT is 4545
Overall Rank
The Sharpe Ratio Rank of HTHT is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of HTHT is 4444
Sortino Ratio Rank
The Omega Ratio Rank of HTHT is 4141
Omega Ratio Rank
The Calmar Ratio Rank of HTHT is 4848
Calmar Ratio Rank
The Martin Ratio Rank of HTHT is 4747
Martin Ratio Rank

DJIA
The Risk-Adjusted Performance Rank of DJIA is 8484
Overall Rank
The Sharpe Ratio Rank of DJIA is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of DJIA is 8282
Sortino Ratio Rank
The Omega Ratio Rank of DJIA is 8585
Omega Ratio Rank
The Calmar Ratio Rank of DJIA is 8888
Calmar Ratio Rank
The Martin Ratio Rank of DJIA is 8686
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.

HTHT vs. DJIA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Huazhu Group Limited (HTHT) and Global X Dow 30 Covered Call ETF (DJIA). 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 HTHT, currently valued at 0.05, compared to the broader market-2.000.002.000.051.95
The chart of Sortino ratio for HTHT, currently valued at 0.42, compared to the broader market-4.00-2.000.002.004.006.000.422.80
The chart of Omega ratio for HTHT, currently valued at 1.05, compared to the broader market0.501.001.502.001.051.40
The chart of Calmar ratio for HTHT, currently valued at 0.05, compared to the broader market0.002.004.006.000.053.54
The chart of Martin ratio for HTHT, currently valued at 0.12, compared to the broader market-10.000.0010.0020.0030.000.1213.25
HTHT
DJIA

The current HTHT Sharpe Ratio is 0.05, which is lower than the DJIA Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of HTHT and DJIA, 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 Ratio-1.00-0.500.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
0.05
1.95
HTHT
DJIA

Dividends

HTHT vs. DJIA - Dividend Comparison

HTHT's dividend yield for the trailing twelve months is around 1.71%, less than DJIA's 10.80% yield.


TTM2024202320222021202020192018201720162015
HTHT
Huazhu Group Limited
1.71%1.91%2.78%0.50%0.00%0.76%0.00%1.19%0.44%0.00%2.18%
DJIA
Global X Dow 30 Covered Call ETF
10.80%11.44%7.16%9.18%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

HTHT vs. DJIA - Drawdown Comparison

The maximum HTHT drawdown since its inception was -64.02%, which is greater than DJIA's maximum drawdown of -16.91%. Use the drawdown chart below to compare losses from any high point for HTHT and DJIA. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-26.12%
-0.13%
HTHT
DJIA

Volatility

HTHT vs. DJIA - Volatility Comparison

Huazhu Group Limited (HTHT) has a higher volatility of 11.64% compared to Global X Dow 30 Covered Call ETF (DJIA) at 0.78%. This indicates that HTHT's price experiences larger fluctuations and is considered to be riskier than DJIA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
11.64%
0.78%
HTHT
DJIA
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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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