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MCO vs. HGV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MCO and HGV is 0.69, 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

MCO vs. HGV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Moody's Corporation (MCO) and Hilton Grand Vacations Inc. (HGV). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

MCO:

0.70

HGV:

-0.24

Sortino Ratio

MCO:

1.19

HGV:

-0.15

Omega Ratio

MCO:

1.17

HGV:

0.98

Calmar Ratio

MCO:

0.83

HGV:

-0.27

Martin Ratio

MCO:

2.78

HGV:

-0.89

Ulcer Index

MCO:

7.34%

HGV:

13.00%

Daily Std Dev

MCO:

26.15%

HGV:

40.76%

Max Drawdown

MCO:

-78.72%

HGV:

-77.74%

Current Drawdown

MCO:

-10.60%

HGV:

-29.15%

Fundamentals

Market Cap

MCO:

$84.69B

HGV:

$3.57B

EPS

MCO:

$11.56

HGV:

$0.32

PE Ratio

MCO:

40.72

HGV:

121.78

PEG Ratio

MCO:

2.61

HGV:

0.00

PS Ratio

MCO:

11.75

HGV:

0.81

PB Ratio

MCO:

22.94

HGV:

2.26

Total Revenue (TTM)

MCO:

$7.23B

HGV:

$4.97B

Gross Profit (TTM)

MCO:

$5.04B

HGV:

$1.97B

EBITDA (TTM)

MCO:

$2.91B

HGV:

$791.00M

Returns By Period

In the year-to-date period, MCO achieves a -0.38% return, which is significantly lower than HGV's 0.05% return.


MCO

YTD

-0.38%

1M

11.26%

6M

-1.00%

1Y

18.46%

5Y*

14.22%

10Y*

17.19%

HGV

YTD

0.05%

1M

14.75%

6M

-8.46%

1Y

-7.48%

5Y*

16.50%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

MCO vs. HGV — Risk-Adjusted Performance Rank

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

MCO
The Risk-Adjusted Performance Rank of MCO is 7676
Overall Rank
The Sharpe Ratio Rank of MCO is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of MCO is 7171
Sortino Ratio Rank
The Omega Ratio Rank of MCO is 7272
Omega Ratio Rank
The Calmar Ratio Rank of MCO is 8181
Calmar Ratio Rank
The Martin Ratio Rank of MCO is 7878
Martin Ratio Rank

HGV
The Risk-Adjusted Performance Rank of HGV is 3434
Overall Rank
The Sharpe Ratio Rank of HGV is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of HGV is 3232
Sortino Ratio Rank
The Omega Ratio Rank of HGV is 3333
Omega Ratio Rank
The Calmar Ratio Rank of HGV is 3434
Calmar Ratio Rank
The Martin Ratio Rank of HGV is 3131
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.

MCO vs. HGV - Risk-Adjusted Performance 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.


The current MCO Sharpe Ratio is 0.70, which is higher than the HGV Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of MCO and HGV, 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

MCO vs. HGV - Dividend Comparison

MCO's dividend yield for the trailing twelve months is around 0.74%, while HGV has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
MCO
Moody's Corporation
0.74%0.72%0.79%1.00%0.63%0.77%0.84%1.26%1.03%1.57%1.36%1.17%
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%

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. For additional features, visit the drawdowns tool.


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Volatility

MCO vs. HGV - Volatility Comparison

The current volatility for Moody's Corporation (MCO) is 8.18%, while Hilton Grand Vacations Inc. (HGV) has a volatility of 14.25%. 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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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.


Quarterly
Annual

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


0.00500.00M1.00B1.50B2.00B20212022202320242025
1.92B
1.15B
(MCO) Total Revenue
(HGV) Total Revenue
Values in USD except per share items

MCO vs. HGV - Profitability Comparison

The chart below illustrates the profitability comparison between Moody's Corporation and Hilton Grand Vacations Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%20212022202320242025
74.5%
21.8%
(MCO) Gross Margin
(HGV) Gross Margin
MCO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Moody's Corporation reported a gross profit of 1.43B and revenue of 1.92B. Therefore, the gross margin over that period was 74.5%.

HGV - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Hilton Grand Vacations Inc. reported a gross profit of 250.00M and revenue of 1.15B. Therefore, the gross margin over that period was 21.8%.

MCO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Moody's Corporation reported an operating income of 846.00M and revenue of 1.92B, resulting in an operating margin of 44.0%.

HGV - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Hilton Grand Vacations Inc. reported an operating income of 60.00M and revenue of 1.15B, resulting in an operating margin of 5.2%.

MCO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Moody's Corporation reported a net income of 625.00M and revenue of 1.92B, resulting in a net margin of 32.5%.

HGV - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Hilton Grand Vacations Inc. reported a net income of -17.00M and revenue of 1.15B, resulting in a net margin of -1.5%.