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

Correlation

The correlation between HTHT and MASKX is 0.34, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

HTHT vs. MASKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Huazhu Group Limited (HTHT) and iShares Russell 2000 Small-Cap Index Fund (MASKX). The values are adjusted to include any dividend payments, if applicable.

200.00%400.00%600.00%800.00%1,000.00%1,200.00%NovemberDecember2025FebruaryMarchApril
1,009.21%
148.82%
HTHT
MASKX

Key characteristics

Sharpe Ratio

HTHT:

-0.17

MASKX:

-0.15

Sortino Ratio

HTHT:

0.06

MASKX:

-0.04

Omega Ratio

HTHT:

1.01

MASKX:

1.00

Calmar Ratio

HTHT:

-0.15

MASKX:

-0.11

Martin Ratio

HTHT:

-0.41

MASKX:

-0.37

Ulcer Index

HTHT:

19.36%

MASKX:

9.74%

Daily Std Dev

HTHT:

45.11%

MASKX:

24.61%

Max Drawdown

HTHT:

-64.02%

MASKX:

-67.66%

Current Drawdown

HTHT:

-40.52%

MASKX:

-24.16%

Returns By Period

In the year-to-date period, HTHT achieves a 5.50% return, which is significantly higher than MASKX's -11.84% return. Over the past 10 years, HTHT has outperformed MASKX with an annualized return of 21.01%, while MASKX has yielded a comparatively lower 3.41% annualized return.


HTHT

YTD

5.50%

1M

-8.08%

6M

-9.04%

1Y

-10.37%

5Y*

4.97%

10Y*

21.01%

MASKX

YTD

-11.84%

1M

-5.45%

6M

-12.94%

1Y

-2.55%

5Y*

8.68%

10Y*

3.41%

*Annualized

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Risk-Adjusted Performance

HTHT vs. MASKX — 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 4141
Overall Rank
The Sharpe Ratio Rank of HTHT is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of HTHT is 3838
Sortino Ratio Rank
The Omega Ratio Rank of HTHT is 3939
Omega Ratio Rank
The Calmar Ratio Rank of HTHT is 4343
Calmar Ratio Rank
The Martin Ratio Rank of HTHT is 4444
Martin Ratio Rank

MASKX
The Risk-Adjusted Performance Rank of MASKX is 1414
Overall Rank
The Sharpe Ratio Rank of MASKX is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of MASKX is 1515
Sortino Ratio Rank
The Omega Ratio Rank of MASKX is 1515
Omega Ratio Rank
The Calmar Ratio Rank of MASKX is 1313
Calmar Ratio Rank
The Martin Ratio Rank of MASKX is 1414
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. 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.


The chart of Sharpe ratio for HTHT, currently valued at -0.17, compared to the broader market-2.00-1.000.001.002.003.00
HTHT: -0.17
MASKX: -0.15
The chart of Sortino ratio for HTHT, currently valued at 0.06, compared to the broader market-6.00-4.00-2.000.002.004.00
HTHT: 0.06
MASKX: -0.04
The chart of Omega ratio for HTHT, currently valued at 1.01, compared to the broader market0.501.001.502.00
HTHT: 1.01
MASKX: 1.00
The chart of Calmar ratio for HTHT, currently valued at -0.15, compared to the broader market0.001.002.003.004.005.00
HTHT: -0.15
MASKX: -0.11
The chart of Martin ratio for HTHT, currently valued at -0.41, compared to the broader market-5.000.005.0010.0015.0020.00
HTHT: -0.41
MASKX: -0.37

The current HTHT Sharpe Ratio is -0.17, which is comparable to the MASKX Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of HTHT and MASKX, 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-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.17
-0.15
HTHT
MASKX

Dividends

HTHT vs. MASKX - Dividend Comparison

HTHT's dividend yield for the trailing twelve months is around 4.74%, more than MASKX's 2.18% yield.


TTM20242023202220212020201920182017201620152014
HTHT
Huazhu Group Limited
4.74%1.91%2.78%0.50%0.00%0.76%0.00%1.19%0.44%0.00%2.18%0.00%
MASKX
iShares Russell 2000 Small-Cap Index Fund
2.18%1.92%1.54%1.41%1.14%1.04%1.38%1.17%1.04%1.22%0.93%1.57%

Drawdowns

HTHT vs. MASKX - Drawdown Comparison

The maximum HTHT drawdown since its inception was -64.02%, smaller than the maximum MASKX drawdown of -67.66%. 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%0.00%NovemberDecember2025FebruaryMarchApril
-40.52%
-24.16%
HTHT
MASKX

Volatility

HTHT vs. MASKX - Volatility Comparison

Huazhu Group Limited (HTHT) has a higher volatility of 17.23% compared to iShares Russell 2000 Small-Cap Index Fund (MASKX) at 14.23%. 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.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
17.23%
14.23%
HTHT
MASKX