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

Key characteristics


IHGVOO
YTD Return11.82%7.31%
1Y Return49.93%25.21%
3Y Return (Ann)13.62%8.45%
5Y Return (Ann)10.36%13.50%
10Y Return (Ann)13.62%12.57%
Sharpe Ratio2.332.36
Daily Std Dev21.25%11.75%
Max Drawdown-80.83%-33.99%
Current Drawdown-8.72%-2.94%

Correlation

-0.50.00.51.00.6

The correlation between IHG and VOO is 0.60, 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. VOO - Performance Comparison

In the year-to-date period, IHG achieves a 11.82% return, which is significantly higher than VOO's 7.31% return. Over the past 10 years, IHG has outperformed VOO with an annualized return of 13.62%, while VOO has yielded a comparatively lower 12.57% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


400.00%500.00%600.00%700.00%800.00%NovemberDecember2024FebruaryMarchApril
698.02%
498.55%
IHG
VOO

Compare stocks, funds, or ETFs

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


InterContinental Hotels Group PLC

Vanguard S&P 500 ETF

Risk-Adjusted Performance

IHG vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for InterContinental Hotels Group PLC (IHG) and Vanguard S&P 500 ETF (VOO). 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 2.33, compared to the broader market-2.00-1.000.001.002.003.004.002.33
Sortino ratio
The chart of Sortino ratio for IHG, currently valued at 3.32, compared to the broader market-4.00-2.000.002.004.006.003.32
Omega ratio
The chart of Omega ratio for IHG, currently valued at 1.41, compared to the broader market0.501.001.501.41
Calmar ratio
The chart of Calmar ratio for IHG, currently valued at 4.16, compared to the broader market0.002.004.006.004.16
Martin ratio
The chart of Martin ratio for IHG, currently valued at 11.38, compared to the broader market0.0010.0020.0030.0011.38
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.36, compared to the broader market-2.00-1.000.001.002.003.004.002.36
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 3.40, compared to the broader market-4.00-2.000.002.004.006.003.40
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.41, compared to the broader market0.501.001.501.41
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 2.05, compared to the broader market0.002.004.006.002.05
Martin ratio
The chart of Martin ratio for VOO, currently valued at 9.64, compared to the broader market0.0010.0020.0030.009.64

IHG vs. VOO - Sharpe Ratio Comparison

The current IHG Sharpe Ratio is 2.33, which roughly equals the VOO Sharpe Ratio of 2.36. The chart below compares the 12-month rolling Sharpe Ratio of IHG and VOO.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
2.33
2.36
IHG
VOO

Dividends

IHG vs. VOO - Dividend Comparison

IHG's dividend yield for the trailing twelve months is around 1.51%, more than VOO's 1.37% yield.


TTM20232022202120202019201820172016201520142013
IHG
InterContinental Hotels Group PLC
1.51%1.57%2.22%0.00%1.32%9.36%1.97%4.90%19.37%2.05%9.82%5.96%
VOO
Vanguard S&P 500 ETF
1.37%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

IHG vs. VOO - Drawdown Comparison

The maximum IHG drawdown since its inception was -80.83%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for IHG and VOO. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2024FebruaryMarchApril
-8.72%
-2.94%
IHG
VOO

Volatility

IHG vs. VOO - Volatility Comparison

InterContinental Hotels Group PLC (IHG) has a higher volatility of 5.14% compared to Vanguard S&P 500 ETF (VOO) at 3.60%. This indicates that IHG's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2024FebruaryMarchApril
5.14%
3.60%
IHG
VOO