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IHG vs. SWAN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


IHGSWAN
YTD Return35.27%16.24%
1Y Return66.53%28.50%
3Y Return (Ann)23.51%-1.92%
5Y Return (Ann)16.52%4.35%
Sharpe Ratio3.062.52
Sortino Ratio4.223.60
Omega Ratio1.541.44
Calmar Ratio3.841.03
Martin Ratio10.1214.83
Ulcer Index6.65%1.90%
Daily Std Dev21.97%11.17%
Max Drawdown-80.83%-31.04%
Current Drawdown-0.73%-6.61%

Correlation

-0.50.00.51.00.4

The correlation between IHG and SWAN is 0.41, 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. SWAN - Performance Comparison

In the year-to-date period, IHG achieves a 35.27% return, which is significantly higher than SWAN's 16.24% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
22.74%
11.58%
IHG
SWAN

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Risk-Adjusted Performance

IHG vs. SWAN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for InterContinental Hotels Group PLC (IHG) and Amplify BlackSwan Growth & Treasury Core ETF (SWAN). 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.


IHG
Sharpe ratio
The chart of Sharpe ratio for IHG, currently valued at 3.06, compared to the broader market-4.00-2.000.002.004.003.06
Sortino ratio
The chart of Sortino ratio for IHG, currently valued at 4.22, compared to the broader market-4.00-2.000.002.004.006.004.22
Omega ratio
The chart of Omega ratio for IHG, currently valued at 1.54, compared to the broader market0.501.001.502.001.54
Calmar ratio
The chart of Calmar ratio for IHG, currently valued at 3.84, compared to the broader market0.002.004.006.003.84
Martin ratio
The chart of Martin ratio for IHG, currently valued at 10.12, compared to the broader market0.0010.0020.0030.0010.12
SWAN
Sharpe ratio
The chart of Sharpe ratio for SWAN, currently valued at 2.52, compared to the broader market-4.00-2.000.002.004.002.52
Sortino ratio
The chart of Sortino ratio for SWAN, currently valued at 3.60, compared to the broader market-4.00-2.000.002.004.006.003.60
Omega ratio
The chart of Omega ratio for SWAN, currently valued at 1.44, compared to the broader market0.501.001.502.001.44
Calmar ratio
The chart of Calmar ratio for SWAN, currently valued at 1.03, compared to the broader market0.002.004.006.001.03
Martin ratio
The chart of Martin ratio for SWAN, currently valued at 14.83, compared to the broader market0.0010.0020.0030.0014.83

IHG vs. SWAN - Sharpe Ratio Comparison

The current IHG Sharpe Ratio is 3.06, which is comparable to the SWAN Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of IHG and SWAN, 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
3.06
2.52
IHG
SWAN

Dividends

IHG vs. SWAN - Dividend Comparison

IHG's dividend yield for the trailing twelve months is around 1.29%, less than SWAN's 2.43% yield.


TTM20232022202120202019201820172016201520142013
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%
SWAN
Amplify BlackSwan Growth & Treasury Core ETF
2.43%2.97%2.11%5.04%1.64%3.69%0.29%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IHG vs. SWAN - Drawdown Comparison

The maximum IHG drawdown since its inception was -80.83%, which is greater than SWAN's maximum drawdown of -31.04%. Use the drawdown chart below to compare losses from any high point for IHG and SWAN. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.73%
-6.61%
IHG
SWAN

Volatility

IHG vs. SWAN - Volatility Comparison

InterContinental Hotels Group PLC (IHG) has a higher volatility of 6.72% compared to Amplify BlackSwan Growth & Treasury Core ETF (SWAN) at 3.21%. This indicates that IHG's price experiences larger fluctuations and is considered to be riskier than SWAN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
6.72%
3.21%
IHG
SWAN