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IHT vs. FSMEX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IHT and FSMEX is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

IHT vs. FSMEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in InnSuites Hospitality Trust (IHT) and Fidelity Select Medical Technology and Devices Portfolio (FSMEX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

IHT:

1.52

FSMEX:

-0.36

Sortino Ratio

IHT:

2.34

FSMEX:

-0.25

Omega Ratio

IHT:

1.32

FSMEX:

0.96

Calmar Ratio

IHT:

0.99

FSMEX:

-0.15

Martin Ratio

IHT:

9.35

FSMEX:

-0.77

Ulcer Index

IHT:

9.38%

FSMEX:

7.68%

Daily Std Dev

IHT:

56.98%

FSMEX:

20.79%

Max Drawdown

IHT:

-94.82%

FSMEX:

-43.45%

Current Drawdown

IHT:

-77.89%

FSMEX:

-32.76%

Returns By Period

In the year-to-date period, IHT achieves a 14.29% return, which is significantly higher than FSMEX's -3.41% return. Over the past 10 years, IHT has underperformed FSMEX with an annualized return of -0.34%, while FSMEX has yielded a comparatively higher 4.47% annualized return.


IHT

YTD

14.29%

1M

0.41%

6M

21.96%

1Y

89.52%

5Y*

26.69%

10Y*

-0.34%

FSMEX

YTD

-3.41%

1M

7.67%

6M

-9.33%

1Y

-7.43%

5Y*

0.17%

10Y*

4.47%

*Annualized

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Risk-Adjusted Performance

IHT vs. FSMEX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IHT
The Risk-Adjusted Performance Rank of IHT is 9090
Overall Rank
The Sharpe Ratio Rank of IHT is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of IHT is 9090
Sortino Ratio Rank
The Omega Ratio Rank of IHT is 8989
Omega Ratio Rank
The Calmar Ratio Rank of IHT is 8383
Calmar Ratio Rank
The Martin Ratio Rank of IHT is 9494
Martin Ratio Rank

FSMEX
The Risk-Adjusted Performance Rank of FSMEX is 66
Overall Rank
The Sharpe Ratio Rank of FSMEX is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of FSMEX is 66
Sortino Ratio Rank
The Omega Ratio Rank of FSMEX is 66
Omega Ratio Rank
The Calmar Ratio Rank of FSMEX is 77
Calmar Ratio Rank
The Martin Ratio Rank of FSMEX is 44
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IHT vs. FSMEX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for InnSuites Hospitality Trust (IHT) and Fidelity Select Medical Technology and Devices Portfolio (FSMEX). 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 IHT Sharpe Ratio is 1.52, which is higher than the FSMEX Sharpe Ratio of -0.36. The chart below compares the historical Sharpe Ratios of IHT and FSMEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

IHT vs. FSMEX - Dividend Comparison

IHT's dividend yield for the trailing twelve months is around 0.81%, while FSMEX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
IHT
InnSuites Hospitality Trust
0.81%0.93%1.18%1.20%0.92%0.91%1.31%1.27%1.71%0.44%0.48%0.40%
FSMEX
Fidelity Select Medical Technology and Devices Portfolio
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.18%0.00%11.71%5.17%

Drawdowns

IHT vs. FSMEX - Drawdown Comparison

The maximum IHT drawdown since its inception was -94.82%, which is greater than FSMEX's maximum drawdown of -43.45%. Use the drawdown chart below to compare losses from any high point for IHT and FSMEX. For additional features, visit the drawdowns tool.


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Volatility

IHT vs. FSMEX - Volatility Comparison

InnSuites Hospitality Trust (IHT) and Fidelity Select Medical Technology and Devices Portfolio (FSMEX) have volatilities of 5.24% and 5.51%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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