HTHT vs. ^GSPC
Compare and contrast key facts about Huazhu Group Limited (HTHT) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HTHT or ^GSPC.
Key characteristics
| HTHT | ^GSPC | |
|---|---|---|
| YTD Return | 12.89% | 5.05% |
| 1Y Return | -17.50% | 21.22% |
| 3Y Return (Ann) | -12.91% | 6.25% |
| 5Y Return (Ann) | -2.33% | 11.38% |
| 10Y Return (Ann) | 22.26% | 10.42% |
| Sharpe Ratio | -0.48 | 1.81 |
| Daily Std Dev | 40.55% | 11.80% |
| Max Drawdown | -64.02% | -56.78% |
| Current Drawdown | -36.97% | -4.64% |
Correlation
The correlation between HTHT and ^GSPC 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.
Performance
HTHT vs. ^GSPC - Performance Comparison
In the year-to-date period, HTHT achieves a 12.89% return, which is significantly higher than ^GSPC's 5.05% return. Over the past 10 years, HTHT has outperformed ^GSPC with an annualized return of 22.26%, while ^GSPC has yielded a comparatively lower 10.42% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
HTHT vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Huazhu Group Limited (HTHT) and S&P 500 (^GSPC). 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.
Drawdowns
HTHT vs. ^GSPC - Drawdown Comparison
The maximum HTHT drawdown since its inception was -64.02%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for HTHT and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
HTHT vs. ^GSPC - Volatility Comparison
Huazhu Group Limited (HTHT) has a higher volatility of 8.95% compared to S&P 500 (^GSPC) at 3.30%. This indicates that HTHT's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.