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IHG.L vs. MAR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


IHG.LMAR
YTD Return34.54%27.81%
1Y Return60.15%46.15%
3Y Return (Ann)25.98%23.36%
5Y Return (Ann)16.78%17.08%
10Y Return (Ann)18.39%15.05%
Sharpe Ratio3.102.14
Sortino Ratio4.202.79
Omega Ratio1.541.38
Calmar Ratio3.652.56
Martin Ratio8.947.04
Ulcer Index6.75%6.57%
Daily Std Dev19.44%21.56%
Max Drawdown-68.38%-75.84%
Current Drawdown-0.26%0.00%

Fundamentals


IHG.LMAR
Market Cap£14.63B$79.48B
EPS£2.99$9.55
PE Ratio30.9629.95
PEG Ratio1.892.82
Total Revenue (TTM)£3.30B$24.77B
Gross Profit (TTM)£1.24B$5.34B
EBITDA (TTM)£862.00M$3.24B

Correlation

-0.50.00.51.00.3

The correlation between IHG.L and MAR is 0.29, 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

IHG.L vs. MAR - Performance Comparison

In the year-to-date period, IHG.L achieves a 34.54% return, which is significantly higher than MAR's 27.81% return. Over the past 10 years, IHG.L has outperformed MAR with an annualized return of 18.39%, while MAR has yielded a comparatively lower 15.05% 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%JuneJulyAugustSeptemberOctoberNovember
21.38%
21.93%
IHG.L
MAR

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Risk-Adjusted Performance

IHG.L vs. MAR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for InterContinental Hotels Group plc (IHG.L) and Marriott International, Inc. (MAR). 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.


IHG.L
Sharpe ratio
The chart of Sharpe ratio for IHG.L, currently valued at 2.94, compared to the broader market-4.00-2.000.002.004.002.94
Sortino ratio
The chart of Sortino ratio for IHG.L, currently valued at 3.97, compared to the broader market-4.00-2.000.002.004.006.003.97
Omega ratio
The chart of Omega ratio for IHG.L, currently valued at 1.50, compared to the broader market0.501.001.502.001.50
Calmar ratio
The chart of Calmar ratio for IHG.L, currently valued at 3.54, compared to the broader market0.002.004.006.003.54
Martin ratio
The chart of Martin ratio for IHG.L, currently valued at 9.08, compared to the broader market0.0010.0020.0030.009.08
MAR
Sharpe ratio
The chart of Sharpe ratio for MAR, currently valued at 1.85, compared to the broader market-4.00-2.000.002.004.001.85
Sortino ratio
The chart of Sortino ratio for MAR, currently valued at 2.47, compared to the broader market-4.00-2.000.002.004.006.002.47
Omega ratio
The chart of Omega ratio for MAR, currently valued at 1.34, compared to the broader market0.501.001.502.001.34
Calmar ratio
The chart of Calmar ratio for MAR, currently valued at 2.20, compared to the broader market0.002.004.006.002.20
Martin ratio
The chart of Martin ratio for MAR, currently valued at 5.98, compared to the broader market0.0010.0020.0030.005.98

IHG.L vs. MAR - Sharpe Ratio Comparison

The current IHG.L Sharpe Ratio is 3.10, which is higher than the MAR Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of IHG.L and MAR, 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 Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.94
1.85
IHG.L
MAR

Dividends

IHG.L vs. MAR - Dividend Comparison

IHG.L's dividend yield for the trailing twelve months is around 1.68%, more than MAR's 0.80% yield.


TTM20232022202120202019201820172016201520142013
IHG.L
InterContinental Hotels Group plc
1.68%2.01%2.74%0.00%1.83%7.30%2.41%5.27%31.85%1.78%6.36%5.70%
MAR
Marriott International, Inc.
0.80%0.87%0.67%0.00%0.36%1.22%1.44%0.95%1.39%1.42%0.99%1.30%

Drawdowns

IHG.L vs. MAR - Drawdown Comparison

The maximum IHG.L drawdown since its inception was -68.38%, smaller than the maximum MAR drawdown of -75.84%. Use the drawdown chart below to compare losses from any high point for IHG.L and MAR. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.20%
0
IHG.L
MAR

Volatility

IHG.L vs. MAR - Volatility Comparison

The current volatility for InterContinental Hotels Group plc (IHG.L) is 6.29%, while Marriott International, Inc. (MAR) has a volatility of 7.81%. This indicates that IHG.L experiences smaller price fluctuations and is considered to be less risky than MAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%JuneJulyAugustSeptemberOctoberNovember
6.29%
7.81%
IHG.L
MAR

Financials

IHG.L vs. MAR - Financials Comparison

This section allows you to compare key financial metrics between InterContinental Hotels Group plc and Marriott International, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Please note, different currencies. IHG.L values in GBp, MAR values in USD