IHG vs. FELC

In the year-to-date period, IHG achieves a 40.00% return, which is significantly higher than FELC's 27.74% return.

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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.

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.

The current IHG Sharpe Ratio is 2.85, which is comparable to the FELC Sharpe Ratio of 2.90. The chart below compares the historical Sharpe Ratios of IHG and FELC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

IHG's dividend yield for the trailing twelve months is around 1.25%, more than FELC's 0.76% yield.

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.

InterContinental Hotels Group PLC (IHG) has a higher volatility of 5.75% compared to Fidelity Enhanced Large Cap Core ETF (FELC) at 3.99%. 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.