HTHT vs. IWV

In the year-to-date period, HTHT achieves a 13.07% return, which is significantly higher than IWV's -3.94% return. Over the past 10 years, HTHT has outperformed IWV with an annualized return of 22.35%, while IWV has yielded a comparatively lower 11.54% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Huazhu Group Limited (HTHT) and iShares Russell 3000 ETF (IWV). 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 HTHT Sharpe Ratio is 0.04, which is lower than the IWV Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of HTHT and IWV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

HTHT's dividend yield for the trailing twelve months is around 4.42%, more than IWV's 1.15% yield.

The maximum HTHT drawdown since its inception was -64.02%, which is greater than IWV's maximum drawdown of -55.61%. Use the drawdown chart below to compare losses from any high point for HTHT and IWV. For additional features, visit the drawdowns tool.

Huazhu Group Limited (HTHT) has a higher volatility of 17.41% compared to iShares Russell 3000 ETF (IWV) at 13.13%. This indicates that HTHT's price experiences larger fluctuations and is considered to be riskier than IWV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.