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

Key characteristics


HTHTMASKX
YTD Return17.11%-1.22%
1Y Return-10.52%16.02%
3Y Return (Ann)-11.81%-2.98%
5Y Return (Ann)-1.47%6.03%
10Y Return (Ann)22.69%7.16%
Sharpe Ratio-0.260.64
Daily Std Dev40.34%20.50%
Max Drawdown-64.02%-59.09%
Current Drawdown-34.61%-15.39%

Correlation

-0.50.00.51.00.3

The correlation between HTHT and MASKX is 0.35, 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.

Performance

HTHT vs. MASKX - Performance Comparison

In the year-to-date period, HTHT achieves a 17.11% return, which is significantly higher than MASKX's -1.22% return. Over the past 10 years, HTHT has outperformed MASKX with an annualized return of 22.69%, while MASKX has yielded a comparatively lower 7.16% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%NovemberDecember2024FebruaryMarchApril
9.08%
21.33%
HTHT
MASKX

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Huazhu Group Limited

iShares Russell 2000 Small-Cap Index Fund

Risk-Adjusted Performance

HTHT vs. MASKX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Huazhu Group Limited (HTHT) and iShares Russell 2000 Small-Cap Index Fund (MASKX). 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
Sharpe ratio
The chart of Sharpe ratio for HTHT, currently valued at -0.26, compared to the broader market-2.00-1.000.001.002.003.00-0.26
Sortino ratio
The chart of Sortino ratio for HTHT, currently valued at -0.11, compared to the broader market-4.00-2.000.002.004.006.00-0.11
Omega ratio
The chart of Omega ratio for HTHT, currently valued at 0.99, compared to the broader market0.501.001.500.99
Calmar ratio
The chart of Calmar ratio for HTHT, currently valued at -0.22, compared to the broader market0.001.002.003.004.005.006.00-0.22
Martin ratio
The chart of Martin ratio for HTHT, currently valued at -0.52, compared to the broader market0.0010.0020.0030.00-0.52
MASKX
Sharpe ratio
The chart of Sharpe ratio for MASKX, currently valued at 0.64, compared to the broader market-2.00-1.000.001.002.003.000.64
Sortino ratio
The chart of Sortino ratio for MASKX, currently valued at 1.12, compared to the broader market-4.00-2.000.002.004.006.001.12
Omega ratio
The chart of Omega ratio for MASKX, currently valued at 1.12, compared to the broader market0.501.001.501.12
Calmar ratio
The chart of Calmar ratio for MASKX, currently valued at 0.42, compared to the broader market0.001.002.003.004.005.006.000.42
Martin ratio
The chart of Martin ratio for MASKX, currently valued at 1.97, compared to the broader market0.0010.0020.0030.001.97

HTHT vs. MASKX - Sharpe Ratio Comparison

The current HTHT Sharpe Ratio is -0.26, which is lower than the MASKX Sharpe Ratio of 0.64. The chart below compares the 12-month rolling Sharpe Ratio of HTHT and MASKX.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00NovemberDecember2024FebruaryMarchApril
-0.26
0.64
HTHT
MASKX

Dividends

HTHT vs. MASKX - Dividend Comparison

HTHT's dividend yield for the trailing twelve months is around 2.37%, less than MASKX's 2.96% yield.


TTM20232022202120202019201820172016201520142013
HTHT
Huazhu Group Limited
2.37%2.78%0.49%0.00%0.74%0.00%1.17%0.44%0.00%2.13%0.00%0.00%
MASKX
iShares Russell 2000 Small-Cap Index Fund
2.96%2.92%1.70%7.55%1.42%3.43%4.30%3.15%4.60%1.96%10.05%3.03%

Drawdowns

HTHT vs. MASKX - Drawdown Comparison

The maximum HTHT drawdown since its inception was -64.02%, which is greater than MASKX's maximum drawdown of -59.09%. Use the drawdown chart below to compare losses from any high point for HTHT and MASKX. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%NovemberDecember2024FebruaryMarchApril
-34.61%
-15.39%
HTHT
MASKX

Volatility

HTHT vs. MASKX - Volatility Comparison

Huazhu Group Limited (HTHT) has a higher volatility of 9.17% compared to iShares Russell 2000 Small-Cap Index Fund (MASKX) at 5.49%. This indicates that HTHT's price experiences larger fluctuations and is considered to be riskier than MASKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2024FebruaryMarchApril
9.17%
5.49%
HTHT
MASKX