MCO vs. HGV
MCO (Moody's Corporation) and HGV (Hilton Grand Vacations Inc.) are both stocks. MCO operates in Financial Data & Stock Exchanges (Financial Services), while HGV operates in Resorts & Casinos (Consumer Cyclical). Over the past 5 years, MCO returned 5.88%/yr vs 2.56%/yr for HGV. Their 0.37 correlation means their historical movements had little consistent relationship.
Performance
MCO vs. HGV - Performance Comparison
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Returns By Period
In the year-to-date period, MCO achieves a -5.93% return, which is significantly lower than HGV's 3.11% return.
MCO
- 1D
- -0.80%
- 1M
- -2.47%
- 6M
- -6.79%
- YTD
- -5.93%
- 1Y
- -3.77%
- 3Y*
- 11.64%
- 5Y*
- 5.88%
- 10Y*
- 17.61%
- ALL TIME*
- 15.73%
HGV
- 1D
- -0.39%
- 1M
- -12.80%
- 6M
- 2.28%
- YTD
- 3.11%
- 1Y
- 3.71%
- 3Y*
- -0.29%
- 5Y*
- 2.56%
- 10Y*
- —
- ALL TIME*
- 6.46%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $57.31M | $56.11M | $58.27M | |
| $483.34M | $433.94M | $468.07M |
MCO vs. HGV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MCO Moody's Corporation | -5.93% | 8.74% | 22.17% | 41.52% | -27.80% | 35.57% | 23.26% | 71.26% | -4.10% | 56.54% |
HGV Hilton Grand Vacations Inc. | 3.11% | 14.89% | -3.06% | 4.26% | -26.04% | 66.22% | -8.84% | 30.31% | -37.09% | 65.48% |
Correlation
The correlation between MCO and HGV is 0.30, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.30 |
Correlation (3Y) Balances recent behavior with more history. | 0.35 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.39 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2017 | 0.37 |
Fundamentals
MCO:
$82.86B
HGV:
$3.62B
MCO:
$15.70
HGV:
$2.75
MCO:
30.47
HGV:
16.77
MCO:
3.98
HGV:
0.88
MCO:
10.44
HGV:
0.60
MCO:
$8.16B
HGV:
$5.28B
MCO:
$5.87B
HGV:
$1.95B
MCO:
$4.00B
HGV:
$1.15B
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Return for Risk
MCO vs. HGV — Risk / Return Rank
MCO
HGV
MCO vs. HGV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Moody's Corporation (MCO) and Hilton Grand Vacations Inc. (HGV). 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.
| MCO | HGV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.31 | ||
| Sortino ratioReturn per unit of downside risk | -0.52 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.05 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | -0.28 | 0.13 | -0.40 |
| Martin ratioReturn relative to average drawdown | -0.55 | 0.32 | -0.87 |
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Drawdowns
MCO vs. HGV - Drawdown Comparison
The maximum MCO drawdown since its inception was -78.72%, roughly equal to the maximum HGV drawdown of -77.74%. Use the drawdown chart below to compare losses from any high point for MCO and HGV.
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Drawdown Indicators
| MCO | HGV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.72% | -77.74% | -0.98% |
Max Drawdown (1Y)Largest decline over 1 year | -23.61% | -22.92% | -0.69% |
Max Drawdown (3Y)Largest decline over 3 years | -24.65% | -34.62% | +9.97% |
Max Drawdown (5Y)Largest decline over 5 years | -41.66% | -42.18% | +0.52% |
Max Drawdown (10Y)Largest decline over 10 years | -42.02% | — | — |
Current DrawdownCurrent decline from peak | -10.94% | -16.11% | +5.17% |
Average DrawdownAverage peak-to-trough decline | -17.73% | -23.05% | +5.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.79% | 9.10% | +2.69% |
Volatility
MCO vs. HGV - Volatility Comparison
The current volatility for Moody's Corporation (MCO) is 9.41%, while Hilton Grand Vacations Inc. (HGV) has a volatility of 15.20%. This indicates that MCO experiences smaller price fluctuations and is considered to be less risky than HGV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MCO | HGV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.41% | 15.20% | -5.79% |
Volatility (6M)Calculated over the trailing 6-month period | 23.32% | 30.87% | -7.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.03% | 40.55% | -12.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.71% | 38.96% | -12.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.79% | 42.64% | -14.85% |
Dividends
MCO vs. HGV - Dividend Comparison
MCO's dividend yield for the trailing twelve months is around 0.82%, while HGV has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HGV Hilton Grand Vacations Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MCO Moody's Corporation | 0.82% | 0.74% | 0.72% | 0.79% | 1.26% | 0.63% | 0.77% | 0.84% | 1.26% | 1.03% | 1.57% | 1.36% |
Financials
MCO vs. HGV - Financials Comparison
This section allows you to compare key financial metrics between Moody's Corporation and Hilton Grand Vacations Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
MCO vs. HGV - Profitability Comparison
MCO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Moody's Corporation reported a gross profit of 1.67B and revenue of 2.19B. Therefore, the gross margin over that period was 76.3%.
HGV - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Hilton Grand Vacations Inc. reported a gross profit of -694.00M and revenue of 1.36B. Therefore, the gross margin over that period was -51.1%.
MCO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Moody's Corporation reported an operating income of 1.05B and revenue of 2.19B, resulting in an operating margin of 47.9%.
HGV - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Hilton Grand Vacations Inc. reported an operating income of -155.00M and revenue of 1.36B, resulting in an operating margin of -11.4%.
MCO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Moody's Corporation reported a net income of 878.00M and revenue of 2.19B, resulting in a net margin of 40.2%.
HGV - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Hilton Grand Vacations Inc. reported a net income of 15.00M and revenue of 1.36B, resulting in a net margin of 1.1%.
Frequently Asked Questions
MCO and HGV have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HGV has higher volatility (15.20%) compared to MCO (9.41%). In terms of maximum drawdown, MCO dropped -78.72% vs HGV's -77.74%.
HGV currently has the higher Sharpe Ratio (0.08 vs -0.23), 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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