PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
IHG vs. FELC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

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.


-0.50.00.51.00.5

Performance

IHG vs. FELC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in InterContinental Hotels Group PLC (IHG) and Fidelity Enhanced Large Cap Core ETF (FELC). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
14.76%
5.76%
IHG
FELC

Key characteristics

Sharpe Ratio

IHG:

1.62

FELC:

2.08

Sortino Ratio

IHG:

2.41

FELC:

2.75

Omega Ratio

IHG:

1.30

FELC:

1.39

Calmar Ratio

IHG:

1.96

FELC:

2.99

Martin Ratio

IHG:

5.09

FELC:

12.68

Ulcer Index

IHG:

6.76%

FELC:

2.05%

Daily Std Dev

IHG:

21.24%

FELC:

12.52%

Max Drawdown

IHG:

-80.83%

FELC:

-8.70%

Current Drawdown

IHG:

-6.95%

FELC:

-2.97%

Returns By Period

In the year-to-date period, IHG achieves a -2.47% return, which is significantly lower than FELC's 0.64% return.


IHG

YTD

-2.47%

1M

-4.33%

6M

14.76%

1Y

36.23%

5Y*

15.03%

10Y*

14.33%

FELC

YTD

0.64%

1M

-2.20%

6M

5.76%

1Y

25.91%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

IHG vs. FELC — Risk-Adjusted Performance Rank

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

IHG
The Risk-Adjusted Performance Rank of IHG is 8787
Overall Rank
The Sharpe Ratio Rank of IHG is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of IHG is 8787
Sortino Ratio Rank
The Omega Ratio Rank of IHG is 8484
Omega Ratio Rank
The Calmar Ratio Rank of IHG is 9090
Calmar Ratio Rank
The Martin Ratio Rank of IHG is 8282
Martin Ratio Rank

FELC
The Risk-Adjusted Performance Rank of FELC is 8181
Overall Rank
The Sharpe Ratio Rank of FELC is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of FELC is 7979
Sortino Ratio Rank
The Omega Ratio Rank of FELC is 8282
Omega Ratio Rank
The Calmar Ratio Rank of FELC is 8080
Calmar Ratio Rank
The Martin Ratio Rank of FELC is 8282
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for IHG, currently valued at 1.62, compared to the broader market-4.00-2.000.002.001.622.08
The chart of Sortino ratio for IHG, currently valued at 2.41, compared to the broader market-4.00-2.000.002.004.002.412.75
The chart of Omega ratio for IHG, currently valued at 1.30, compared to the broader market0.501.001.502.001.301.39
The chart of Calmar ratio for IHG, currently valued at 1.96, compared to the broader market0.002.004.006.001.962.99
The chart of Martin ratio for IHG, currently valued at 5.09, compared to the broader market-10.000.0010.0020.005.0912.68
IHG
FELC

The current IHG Sharpe Ratio is 1.62, which is comparable to the FELC Sharpe Ratio of 2.08. 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.


Rolling 12-month Sharpe Ratio2.002.503.00Nov 24DecemberDec 08Dec 15Dec 22Dec 29Jan 05
1.62
2.08
IHG
FELC

Dividends

IHG vs. FELC - Dividend Comparison

IHG's dividend yield for the trailing twelve months is around 1.29%, more than FELC's 1.02% yield.


TTM20242023202220212020201920182017201620152014
IHG
InterContinental Hotels Group PLC
1.29%1.26%1.57%2.22%0.00%1.32%9.36%1.97%4.90%19.34%2.05%9.81%
FELC
Fidelity Enhanced Large Cap Core ETF
1.02%1.03%0.04%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%AugustSeptemberOctoberNovemberDecember2025
-6.95%
-2.97%
IHG
FELC

Volatility

IHG vs. FELC - Volatility Comparison

The current volatility for InterContinental Hotels Group PLC (IHG) is 4.14%, while Fidelity Enhanced Large Cap Core ETF (FELC) has a volatility of 4.44%. This indicates that IHG experiences smaller price fluctuations and is considered to be less risky 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%AugustSeptemberOctoberNovemberDecember2025
4.14%
4.44%
IHG
FELC
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab