MEL.MC vs. PLYA
MEL.MC (Meliá Hotels International, S.A.) and PLYA (Playa Hotels & Resorts N.V.) are both stocks. Both are in the Consumer Cyclical sector — MEL.MC in Lodging, PLYA in Resorts & Casinos. At a correlation of -0.15, they often move in opposite directions.
Performance
MEL.MC vs. PLYA - Performance Comparison
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Different Trading Currencies
MEL.MC is traded in EUR, while PLYA is traded in USD. To make them comparable, the PLYA values have been converted to EUR using the latest available exchange rates.
Returns By Period
MEL.MC
- 1D
- 0.36%
- 1M
- 0.63%
- YTD
- 40.78%
- 6M
- 53.90%
- 1Y
- 67.60%
- 3Y*
- 22.82%
- 5Y*
- 10.44%
- 10Y*
- 0.86%
PLYA
- 1D
- 0.22%
- 1M
- 0.71%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MEL.MC vs. PLYA - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
MEL.MC Meliá Hotels International, S.A. | 43.87% |
PLYA Playa Hotels & Resorts N.V. | 1.78% |
Correlation
The correlation between MEL.MC and PLYA is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Feb 9, 2026 | -0.15 |
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Return for Risk
MEL.MC vs. PLYA — Risk / Return Rank
MEL.MC
PLYA
MEL.MC vs. PLYA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Meliá Hotels International, S.A. (MEL.MC) and Playa Hotels & Resorts N.V. (PLYA). 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.
| MEL.MC | PLYA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.42 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 4.01 | — | — |
| Martin ratioReturn relative to average drawdown | 10.02 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MEL.MC | PLYA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.63 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.02 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.07 | 1.05 | -0.99 |
Drawdowns
MEL.MC vs. PLYA - Drawdown Comparison
The maximum MEL.MC drawdown since its inception was -90.94%, which is greater than PLYA's maximum drawdown of -2.84%. Use the drawdown chart below to compare losses from any high point for MEL.MC and PLYA.
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Drawdown Indicators
| MEL.MC | PLYA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.94% | -2.84% | -88.10% |
Max Drawdown (1Y)Largest decline over 1 year | -16.59% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -26.44% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -49.00% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -79.49% | — | — |
Current DrawdownCurrent decline from peak | -32.48% | -1.25% | -31.23% |
Average DrawdownAverage peak-to-trough decline | -47.08% | -1.24% | -45.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.69% | — | — |
Volatility
MEL.MC vs. PLYA - Volatility Comparison
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Volatility by Period
| MEL.MC | PLYA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.39% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 19.99% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 25.28% | 5.71% | +19.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.31% | 5.71% | +25.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.75% | 5.71% | +32.04% |
Dividends
MEL.MC vs. PLYA - Dividend Comparison
MEL.MC's dividend yield for the trailing twelve months is around 1.04%, while PLYA has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MEL.MC Meliá Hotels International, S.A. | 1.04% | 1.47% | 1.03% | 0.00% | 0.00% | 0.00% | 0.00% | 1.89% | 1.66% | 0.93% | 0.29% | 0.20% |
PLYA Playa Hotels & Resorts N.V. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
MEL.MC vs. PLYA - Financials Comparison
This section allows you to compare key financial metrics between Meliá Hotels International, S.A. and Playa Hotels & Resorts N.V.. 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
Frequently Asked Questions
MEL.MC and PLYA have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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