IHG vs. HEGD
Compare and contrast key facts about InterContinental Hotels Group PLC (IHG) and Swan Hedged Equity US Large Cap ETF (HEGD).
HEGD is an actively managed fund by Swan Global Investments. It was launched on Dec 22, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IHG or HEGD.
Key characteristics
| IHG | HEGD | |
|---|---|---|
| YTD Return | 35.27% | 16.79% |
| 1Y Return | 66.53% | 24.92% |
| 3Y Return (Ann) | 23.51% | 6.24% |
| Sharpe Ratio | 3.06 | 2.94 |
| Sortino Ratio | 4.22 | 4.26 |
| Omega Ratio | 1.54 | 1.55 |
| Calmar Ratio | 3.84 | 4.21 |
| Martin Ratio | 10.12 | 20.48 |
| Ulcer Index | 6.65% | 1.21% |
| Daily Std Dev | 21.97% | 8.45% |
| Max Drawdown | -80.83% | -14.56% |
| Current Drawdown | -0.73% | -0.06% |
Correlation
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.
Performance
IHG vs. HEGD - Performance Comparison
In the year-to-date period, IHG achieves a 35.27% return, which is significantly higher than HEGD's 16.79% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
IHG vs. HEGD - Risk-Adjusted Performance Comparison
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.
Dividends
IHG vs. HEGD - Dividend Comparison
IHG's dividend yield for the trailing twelve months is around 1.29%, more than HEGD's 0.33% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
HEGD Swan Hedged Equity US Large Cap ETF | 0.33% | 0.39% | 0.87% | 0.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IHG vs. HEGD - Drawdown Comparison
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.
Volatility
IHG vs. HEGD - Volatility Comparison
InterContinental Hotels Group PLC (IHG) has a higher volatility of 6.72% compared to Swan Hedged Equity US Large Cap ETF (HEGD) at 2.72%. 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.