IHG vs. HEGD

In the year-to-date period, IHG achieves a 40.00% return, which is significantly higher than HEGD's 17.06% return.

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The correlation between IHG and HEGD is 0.52, 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 Swan Hedged Equity US Large Cap ETF (HEGD). 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 HEGD Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of IHG and HEGD, 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 HEGD's 0.33% yield.

The maximum IHG drawdown since its inception was -80.83%, which is greater than HEGD's maximum drawdown of -14.56%. Use the drawdown chart below to compare losses from any high point for IHG and HEGD. For additional features, visit the drawdowns tool.

InterContinental Hotels Group PLC (IHG) has a higher volatility of 5.75% compared to Swan Hedged Equity US Large Cap ETF (HEGD) at 2.71%. This indicates that IHG's price experiences larger fluctuations and is considered to be riskier than HEGD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.