HTHT vs. MASKX

Last updated Jun 4, 2026

HTHT (Huazhu Group Limited) is a stock, while MASKX (iShares Russell 2000 Small-Cap Index Fund) is Small Cap Blend Equities fund managed by BlackRock. Over the past 10 years, HTHT returned 20.02%/yr vs 11.12%/yr for MASKX. At a 0.34 correlation, their price movements are largely independent.

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.

Returns By Period

In the year-to-date period, HTHT achieves a -2.20% return, which is significantly lower than MASKX's 18.62% return. Over the past 10 years, HTHT has outperformed MASKX with an annualized return of 20.02%, while MASKX has yielded a comparatively lower 11.12% annualized return.

HTHT

• 1D: 1.15%
• 1M: -6.45%
• YTD: -2.20%
• 6M: -2.68%
• 1Y: 32.91%
• 3Y*: 8.03%
• 5Y*: -2.24%
• 10Y*: 20.02%

MASKX

• 1D: 0.89%
• 1M: 4.97%
• YTD: 18.62%
• 6M: 17.33%
• 1Y: 41.04%
• 3Y*: 18.52%
• 5Y*: 6.53%
• 10Y*: 11.12%

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

HTHT vs. MASKX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
HTHT Huazhu Group Limited	-2.20%	50.26%	0.96%	-19.00%	14.31%	-17.08%	13.28%	39.96%	-19.86%	180.24%
MASKX iShares Russell 2000 Small-Cap Index Fund	18.62%	12.76%	11.35%	16.99%	-20.39%	14.54%	19.99%	25.54%	-11.03%	14.61%

Correlation

The correlation between HTHT and MASKX is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.18
Correlation (3Y) Calculated over the trailing 3-year period	0.26
Correlation (5Y) Calculated over the trailing 5-year period	0.32
Correlation (10Y) Calculated over the trailing 10-year period	0.35
Correlation (All Time) Calculated using the full available price history since Mar 29, 2010	0.34

The correlation between HTHT and MASKX shifts across timeframes, from 0.18 (1 year) to 0.35 (10 years), reflecting how their relationship changes across market environments.

Return for Risk

HTHT vs. MASKX — Risk / Return Rank

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

HTHT

HTHT Risk / Return Rank: 70
HTHT Sharpe Ratio Rank: 74
HTHT Sortino Ratio Rank: 70
HTHT Omega Ratio Rank: 65
HTHT Calmar Ratio Rank: 69
HTHT Martin Ratio Rank: 74

MASKX

MASKX Risk / Return Rank: 64
MASKX Sharpe Ratio Rank: 60
MASKX Sortino Ratio Rank: 55
MASKX Omega Ratio Rank: 47
MASKX Calmar Ratio Rank: 84
MASKX Martin Ratio Rank: 74

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. MASKX - Risk-Adjusted Trends 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	MASKX	Difference
Sharpe ratio Return per unit of total volatility	1.11	2.28	-1.16
Sortino ratio Return per unit of downside risk	1.76	3.12	-1.36
Omega ratio Gain probability vs. loss probability	1.20	1.37	-0.17
Calmar ratio Return relative to maximum drawdown	1.57	3.95	-2.38
Martin ratio Return relative to average drawdown	4.70	14.03	-9.33
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. MASKX - Sharpe Ratio Comparison

The current HTHT Sharpe Ratio is 1.11, which is lower than the MASKX Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of HTHT and MASKX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	HTHT	MASKX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.11	2.28	-1.16
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.04	0.28	-0.33
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.41	0.47	-0.06
Sharpe Ratio (All Time) Calculated using the full available price history	0.39	0.37	+0.03

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 -59.06%. Use the drawdown chart below to compare losses from any high point for HTHT and MASKX.

Drawdown Indicators

	HTHT	MASKX	Difference
Max Drawdown Largest peak-to-trough decline	-64.02%	-59.06%	-4.96%
Max Drawdown (1Y) Largest decline over 1 year	-21.05%	-11.01%	-10.04%
Max Drawdown (3Y) Largest decline over 3 years	-41.05%	-27.53%	-13.52%
Max Drawdown (5Y) Largest decline over 5 years	-61.21%	-31.98%	-29.23%
Max Drawdown (10Y) Largest decline over 10 years	-64.02%	-41.68%	-22.34%
Current Drawdown Current decline from peak	-17.92%	-0.13%	-17.79%
Average Drawdown Average peak-to-trough decline	-25.80%	-11.63%	-14.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.02%	3.09%	+3.93%

Volatility

HTHT vs. MASKX - Volatility Comparison

Huazhu Group Limited (HTHT) has a higher volatility of 9.65% compared to iShares Russell 2000 Small-Cap Index Fund (MASKX) at 5.60%. 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.

Volatility by Period

	HTHT	MASKX	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.65%	5.60%	+4.05%
Volatility (6M) Calculated over the trailing 6-month period	22.16%	13.57%	+8.59%
Volatility (1Y) Calculated over the trailing 1-year period	29.76%	19.10%	+10.66%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	50.06%	23.16%	+26.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	48.99%	23.70%	+25.29%

Dividends

HTHT vs. MASKX - Dividend Comparison

HTHT's dividend yield for the trailing twelve months is around 4.71%, more than MASKX's 2.64% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
HTHT Huazhu Group Limited	4.71%	3.78%	1.91%	2.78%	0.50%	0.00%	0.71%	0.00%	1.12%	0.43%	0.00%	2.18%
MASKX iShares Russell 2000 Small-Cap Index Fund	2.64%	3.13%	4.81%	2.92%	1.70%	7.64%	1.42%	3.43%	4.26%	3.15%	4.60%	3.63%

Frequently Asked Questions

Can I hold both HTHT and MASKX in my portfolio?

HTHT and MASKX have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, HTHT or MASKX?

HTHT has higher volatility (9.65%) compared to MASKX (5.60%). In terms of maximum drawdown, HTHT dropped -64.02% vs MASKX's -59.06%.

Which has better risk-adjusted returns?

MASKX currently has the higher Sharpe Ratio (2.28 vs 1.11), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.