IHG vs. REIT
IHG (InterContinental Hotels Group PLC) is a stock, while REIT (ALPS Active REIT ETF) is REIT fund actively managed by ALPS. Over the past 5 years, IHG returned 21.44%/yr vs 4.91%/yr for REIT. At a 0.42 correlation, their price movements are largely independent.
Performance
IHG vs. REIT - Performance Comparison
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Returns By Period
In the year-to-date period, IHG achieves a 22.41% return, which is significantly higher than REIT's 17.16% return.
IHG
- 1D
- 0.49%
- 1M
- 11.62%
- YTD
- 22.41%
- 6M
- 20.51%
- 1Y
- 53.39%
- 3Y*
- 38.24%
- 5Y*
- 21.44%
- 10Y*
- 18.38%
REIT
- 1D
- 1.28%
- 1M
- 1.64%
- YTD
- 17.16%
- 6M
- 17.61%
- 1Y
- 16.74%
- 3Y*
- 12.73%
- 5Y*
- 4.91%
- 10Y*
- —
IHG vs. REIT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
IHG InterContinental Hotels Group PLC | 22.41% | 14.53% | 39.13% | 59.59% | -8.70% | -8.39% |
REIT ALPS Active REIT ETF | 17.16% | -0.55% | 7.11% | 13.74% | -21.23% | 33.02% |
Correlation
The correlation between IHG and REIT is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Feb 26, 2021 | 0.42 |
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Return for Risk
IHG vs. REIT — Risk / Return Rank
IHG
REIT
IHG vs. REIT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for InterContinental Hotels Group PLC (IHG) and ALPS Active REIT ETF (REIT). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IHG | REIT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.86 | ||
| Sortino ratioReturn per unit of downside risk | +1.41 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.22 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 4.11 | 2.29 | +1.83 |
| Martin ratioReturn relative to average drawdown | 12.48 | 6.59 | +5.89 |
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Drawdowns
IHG vs. REIT - Drawdown Comparison
The maximum IHG drawdown since its inception was -77.84%, which is greater than REIT's maximum drawdown of -29.30%. Use the drawdown chart below to compare losses from any high point for IHG and REIT.
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Drawdown Indicators
| IHG | REIT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.84% | -29.30% | -48.54% |
Max Drawdown (1Y)Largest decline over 1 year | -13.04% | -7.35% | -5.69% |
Max Drawdown (3Y)Largest decline over 3 years | -28.92% | -18.19% | -10.73% |
Max Drawdown (5Y)Largest decline over 5 years | -33.89% | -29.30% | -4.59% |
Max Drawdown (10Y)Largest decline over 10 years | -59.29% | — | — |
Current DrawdownCurrent decline from peak | -0.08% | -0.23% | +0.15% |
Average DrawdownAverage peak-to-trough decline | -13.83% | -10.28% | -3.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.29% | 2.54% | +1.75% |
Volatility
IHG vs. REIT - Volatility Comparison
InterContinental Hotels Group PLC (IHG) has a higher volatility of 5.37% compared to ALPS Active REIT ETF (REIT) at 5.05%. This indicates that IHG's price experiences larger fluctuations and is considered to be riskier than REIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IHG | REIT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.37% | 5.05% | +0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 18.83% | 9.82% | +9.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.41% | 13.38% | +12.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.75% | 18.51% | +8.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.34% | 18.38% | +11.96% |
Dividends
IHG vs. REIT - Dividend Comparison
IHG's dividend yield for the trailing twelve months is around 1.08%, less than REIT's 2.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IHG InterContinental Hotels Group PLC | 1.08% | 1.23% | 1.26% | 1.57% | 2.22% | 0.00% | 0.00% | 5.52% | 1.97% | 8.04% | 30.47% | 2.72% |
REIT ALPS Active REIT ETF | 2.72% | 3.20% | 3.06% | 3.13% | 2.81% | 4.71% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IHG and REIT have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IHG has higher volatility (5.37%) compared to REIT (5.05%). In terms of maximum drawdown, IHG dropped -77.84% vs REIT's -29.30%.
IHG currently has the higher Sharpe Ratio (2.12 vs 1.26), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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