MEL.MC vs. WH

Last updated Jun 4, 2026

MEL.MC (Meliá Hotels International, S.A.) and WH (Wyndham Hotels & Resorts, Inc.) are both stocks. Both operate in the Lodging industry within the Consumer Cyclical sector. Over the past 5 years, MEL.MC returned 10.44%/yr vs 3.95%/yr for WH. At a 0.31 correlation, their price movements are largely independent.

Performance

MEL.MC vs. WH - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Meliá Hotels International, S.A. (MEL.MC) and Wyndham Hotels & Resorts, Inc. (WH). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

MEL.MC is traded in EUR, while WH is traded in USD. To make them comparable, the WH values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, MEL.MC achieves a 40.78% return, which is significantly higher than WH's 7.88% return.

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%

WH

• 1D: -1.47%
• 1M: 0.55%
• YTD: 7.88%
• 6M: 10.20%
• 1Y: -4.34%
• 3Y*: 2.86%
• 5Y*: 3.95%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

MEL.MC vs. WH - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
MEL.MC Meliá Hotels International, S.A.	40.78%	9.27%	24.78%	30.19%	-23.73%	4.93%	-27.23%	-2.59%	-29.58%
WH Wyndham Hotels & Resorts, Inc.	7.88%	-32.61%	36.13%	11.49%	-14.04%	64.02%	-12.05%	44.60%	-23.22%

Correlation

The correlation between MEL.MC and WH is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.24
Correlation (3Y) Calculated over the trailing 3-year period	0.21
Correlation (5Y) Calculated over the trailing 5-year period	0.30
Correlation (All Time) Calculated using the full available price history since May 22, 2018	0.31

The correlation between MEL.MC and WH shifts across timeframes, from 0.21 (3 years) to 0.31 (all time), reflecting how their relationship changes across market environments.

Return for Risk

MEL.MC vs. WH — Risk / Return Rank

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

MEL.MC

MEL.MC Risk / Return Rank: 90
MEL.MC Sharpe Ratio Rank: 93
MEL.MC Sortino Ratio Rank: 92
MEL.MC Omega Ratio Rank: 89
MEL.MC Calmar Ratio Rank: 88
MEL.MC Martin Ratio Rank: 87

WH

WH Risk / Return Rank: 35
WH Sharpe Ratio Rank: 37
WH Sortino Ratio Rank: 32
WH Omega Ratio Rank: 32
WH Calmar Ratio Rank: 37
WH Martin Ratio Rank: 37

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MEL.MC vs. WH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Meliá Hotels International, S.A. (MEL.MC) and Wyndham Hotels & Resorts, Inc. (WH). 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	WH	Difference
Sharpe ratio: Return per unit of total volatility	2.63	-0.15	+2.78
Sortino ratio: Return per unit of downside risk	3.54	-0.00	+3.54
Omega ratio: Gain probability vs. loss probability	1.42	1.00	+0.42
Calmar ratio: Return relative to maximum drawdown	4.01	-0.19	+4.20
Martin ratio: Return relative to average drawdown	10.02	-0.35	+10.37
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MEL.MC vs. WH - Sharpe Ratio Comparison

The current MEL.MC Sharpe Ratio is 2.63, which is higher than the WH Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of MEL.MC and WH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	MEL.MC	WH	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.63	-0.15	+2.78
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.33	0.13	+0.19
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	0.15	-0.08

Drawdowns

MEL.MC vs. WH - Drawdown Comparison

The maximum MEL.MC drawdown since its inception was -90.94%, which is greater than WH's maximum drawdown of -64.51%. Use the drawdown chart below to compare losses from any high point for MEL.MC and WH.

Drawdown Indicators

	MEL.MC	WH	Difference
Max Drawdown Largest peak-to-trough decline	-90.94%	-64.51%	-26.43%
Max Drawdown (1Y) Largest decline over 1 year	-16.59%	-23.23%	+6.64%
Max Drawdown (3Y) Largest decline over 3 years	-26.44%	-43.13%	+16.69%
Max Drawdown (5Y) Largest decline over 5 years	-49.00%	-43.13%	-5.87%
Max Drawdown (10Y) Largest decline over 10 years	-79.49%	—	—
Current Drawdown Current decline from peak	-32.48%	-34.00%	+1.52%
Average Drawdown Average peak-to-trough decline	-47.08%	-17.65%	-29.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.69%	12.40%	-5.71%

Volatility

MEL.MC vs. WH - Volatility Comparison

The current volatility for Meliá Hotels International, S.A. (MEL.MC) is 6.39%, while Wyndham Hotels & Resorts, Inc. (WH) has a volatility of 9.45%. This indicates that MEL.MC experiences smaller price fluctuations and is considered to be less risky than WH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MEL.MC	WH	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.39%	9.45%	-3.06%
Volatility (6M) Calculated over the trailing 6-month period	19.99%	21.78%	-1.79%
Volatility (1Y) Calculated over the trailing 1-year period	25.28%	29.74%	-4.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	31.31%	29.44%	+1.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	37.75%	35.72%	+2.03%

Dividends

MEL.MC vs. WH - Dividend Comparison

MEL.MC's dividend yield for the trailing twelve months is around 1.04%, less than WH's 2.07% yield.

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%
WH Wyndham Hotels & Resorts, Inc.	2.07%	2.17%	1.51%	1.74%	1.79%	0.98%	0.94%	1.85%	1.65%	0.00%	0.00%	0.00%

Financials

Frequently Asked Questions

Can I hold both MEL.MC and WH in my portfolio?

MEL.MC and WH have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.