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IOT vs. H
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between IOT and H is 0.40, 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.


-0.50.00.51.00.4

Performance

IOT vs. H - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Samsara Inc. (IOT) and Hyatt Hotels Corporation (H). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
45.53%
4.70%
IOT
H

Key characteristics

Sharpe Ratio

IOT:

0.49

H:

0.69

Sortino Ratio

IOT:

1.03

H:

1.16

Omega Ratio

IOT:

1.12

H:

1.15

Calmar Ratio

IOT:

0.75

H:

0.98

Martin Ratio

IOT:

2.16

H:

2.92

Ulcer Index

IOT:

11.50%

H:

6.62%

Daily Std Dev

IOT:

50.38%

H:

27.97%

Max Drawdown

IOT:

-70.38%

H:

-60.54%

Current Drawdown

IOT:

-24.28%

H:

-5.76%

Fundamentals

Market Cap

IOT:

$26.25B

H:

$15.14B

EPS

IOT:

-$0.47

H:

$13.29

PEG Ratio

IOT:

0.00

H:

1.03

Total Revenue (TTM)

IOT:

$1.18B

H:

$6.76B

Gross Profit (TTM)

IOT:

$892.14M

H:

$1.50B

EBITDA (TTM)

IOT:

-$164.02M

H:

$1.65B

Returns By Period

In the year-to-date period, IOT achieves a 27.83% return, which is significantly higher than H's 19.44% return.


IOT

YTD

27.83%

1M

-18.30%

6M

44.16%

1Y

28.83%

5Y*

N/A

10Y*

N/A

H

YTD

19.44%

1M

1.38%

6M

3.63%

1Y

22.59%

5Y*

12.07%

10Y*

10.33%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

IOT vs. H - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Samsara Inc. (IOT) and Hyatt Hotels Corporation (H). 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.


Sharpe ratio
The chart of Sharpe ratio for IOT, currently valued at 0.49, compared to the broader market-4.00-2.000.002.000.490.69
The chart of Sortino ratio for IOT, currently valued at 1.03, compared to the broader market-4.00-2.000.002.004.001.031.16
The chart of Omega ratio for IOT, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.15
The chart of Calmar ratio for IOT, currently valued at 0.75, compared to the broader market0.002.004.006.000.750.98
The chart of Martin ratio for IOT, currently valued at 2.16, compared to the broader market0.0010.0020.002.162.92
IOT
H

The current IOT Sharpe Ratio is 0.49, which is comparable to the H Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of IOT and H, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.49
0.69
IOT
H

Dividends

IOT vs. H - Dividend Comparison

IOT has not paid dividends to shareholders, while H's dividend yield for the trailing twelve months is around 0.39%.


TTM202320222021202020192018
IOT
Samsara Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
H
Hyatt Hotels Corporation
0.39%0.35%0.00%0.00%0.27%0.85%0.89%

Drawdowns

IOT vs. H - Drawdown Comparison

The maximum IOT drawdown since its inception was -70.38%, which is greater than H's maximum drawdown of -60.54%. Use the drawdown chart below to compare losses from any high point for IOT and H. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-24.28%
-5.76%
IOT
H

Volatility

IOT vs. H - Volatility Comparison

Samsara Inc. (IOT) has a higher volatility of 15.69% compared to Hyatt Hotels Corporation (H) at 8.31%. This indicates that IOT's price experiences larger fluctuations and is considered to be riskier than H based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
15.69%
8.31%
IOT
H

Financials

IOT vs. H - Financials Comparison

This section allows you to compare key financial metrics between Samsara Inc. and Hyatt Hotels Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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