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IHG vs. FELC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


IHGFELC
YTD Return35.27%27.59%
Daily Std Dev21.97%12.08%
Max Drawdown-80.83%-8.70%
Current Drawdown-0.73%-0.12%

Correlation

-0.50.00.51.00.5

The correlation between IHG and FELC is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

IHG vs. FELC - Performance Comparison

In the year-to-date period, IHG achieves a 35.27% return, which is significantly higher than FELC's 27.59% 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%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
22.55%
13.92%
IHG
FELC

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Risk-Adjusted Performance

IHG vs. FELC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for InterContinental Hotels Group PLC (IHG) and Fidelity Enhanced Large Cap Core ETF (FELC). 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
Sharpe ratio
The chart of Sharpe ratio for IHG, currently valued at 3.06, compared to the broader market-4.00-2.000.002.004.003.06
Sortino ratio
The chart of Sortino ratio for IHG, currently valued at 4.22, compared to the broader market-4.00-2.000.002.004.006.004.22
Omega ratio
The chart of Omega ratio for IHG, currently valued at 1.54, compared to the broader market0.501.001.502.001.54
Calmar ratio
The chart of Calmar ratio for IHG, currently valued at 3.84, compared to the broader market0.002.004.006.003.84
Martin ratio
The chart of Martin ratio for IHG, currently valued at 10.12, compared to the broader market0.0010.0020.0030.0010.12
FELC
Sharpe ratio
No data

IHG vs. FELC - Sharpe Ratio Comparison


Chart placeholderNot enough data

Dividends

IHG vs. FELC - Dividend Comparison

IHG's dividend yield for the trailing twelve months is around 1.29%, more than FELC's 0.76% yield.


TTM20232022202120202019201820172016201520142013
IHG
InterContinental Hotels Group PLC
1.29%1.57%2.22%0.00%1.32%9.36%1.97%4.90%19.34%2.05%9.81%5.95%
FELC
Fidelity Enhanced Large Cap Core ETF
0.76%0.04%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IHG vs. FELC - Drawdown Comparison

The maximum IHG drawdown since its inception was -80.83%, which is greater than FELC's maximum drawdown of -8.70%. Use the drawdown chart below to compare losses from any high point for IHG and FELC. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.73%
-0.12%
IHG
FELC

Volatility

IHG vs. FELC - Volatility Comparison

InterContinental Hotels Group PLC (IHG) has a higher volatility of 6.72% compared to Fidelity Enhanced Large Cap Core ETF (FELC) at 3.76%. This indicates that IHG's price experiences larger fluctuations and is considered to be riskier than FELC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
6.72%
3.76%
IHG
FELC