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PLYA vs. MEL.MC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

PLYA vs. MEL.MC

Last updated Jun 4, 2026

PLYA (Playa Hotels & Resorts N.V.) and MEL.MC (Meliá Hotels International, S.A.) are both stocks. Both are in the Consumer Cyclical sector — PLYA in Resorts & Casinos, MEL.MC in Lodging.

Performance

PLYA vs. MEL.MC - Performance Comparison

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

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Different Trading Currencies

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

Returns By Period

PLYA

1D
0.00%
1M
0.00%
YTD
—
6M
—
1Y
—
3Y*
—
5Y*
—
10Y*
—

MEL.MC

1D
0.10%
1M
-0.11%
YTD
39.10%
6M
53.03%
1Y
71.08%
3Y*
26.17%
5Y*
9.40%
10Y*
1.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PLYA vs. MEL.MC - Yearly Performance Comparison

2026 (YTD)
PLYA
Playa Hotels & Resorts N.V.		0.00%
MEL.MC
Meliá Hotels International, S.A.		41.30%

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Playa Hotels & Resorts N.V.

Meliá Hotels International, S.A.

Often compared with PLYA:
PLYA vs. XLUPLYA vs. TPRPLYA vs. CCLPLYA vs. MONC.MIPLYA vs. IHGPLYA vs. WHPLYA vs. RACE
Often compared with MEL.MC:
MEL.MC vs. SFER.MIMEL.MC vs. MC.PAMEL.MC vs. KER.PAMEL.MC vs. WHMEL.MC vs. CFR.SW

Return for Risk

PLYA vs. MEL.MC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
PLYA
MEL.MC
MEL.MC Risk / Return Rank: 9090
Overall Rank
MEL.MC Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
MEL.MC Sortino Ratio Rank: 9292
Sortino Ratio Rank
MEL.MC Omega Ratio Rank: 8989
Omega Ratio Rank
MEL.MC Calmar Ratio Rank: 8888
Calmar Ratio Rank
MEL.MC Martin Ratio Rank: 8787
Martin Ratio Rank
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.

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

This table presents a comparison of risk-adjusted performance metrics for Playa Hotels & Resorts N.V. (PLYA) and Meliá Hotels International, S.A. (MEL.MC). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

PLYA vs. MEL.MC - Sharpe Ratio Comparison

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Sharpe Ratios by Period

PLYAMEL.MCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

—

2.66

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.28

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.03

—

Sharpe Ratio (All Time)

Calculated using the full available price history

—

-0.06

—

Drawdowns

PLYA vs. MEL.MC - Drawdown Comparison

The maximum PLYA drawdown since its inception was 0.00%, smaller than the maximum MEL.MC drawdown of -91.20%. Use the drawdown chart below to compare losses from any high point for PLYA and MEL.MC.

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Drawdown Indicators

PLYAMEL.MCDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-91.20%

+91.20%

Max Drawdown (1Y)

Largest decline over 1 year

—

-17.64%

—

Max Drawdown (3Y)

Largest decline over 3 years

—

-25.92%

—

Max Drawdown (5Y)

Largest decline over 5 years

—

-54.28%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-80.48%

—

Current Drawdown

Current decline from peak

0.00%

-39.78%

+39.78%

Average Drawdown

Average peak-to-trough decline

0.00%

-58.63%

+58.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

—

6.77%

—

Volatility

PLYA vs. MEL.MC - Volatility Comparison

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Volatility by Period

PLYAMEL.MCDifference

Volatility (1M)

Calculated over the trailing 1-month period

—

6.79%

—

Volatility (6M)

Calculated over the trailing 6-month period

—

20.77%

—

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

26.31%

-26.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

33.37%

-33.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

39.07%

-39.07%

Dividends

PLYA vs. MEL.MC - Dividend Comparison

PLYA has not paid dividends to shareholders, while MEL.MC's dividend yield for the trailing twelve months is around 1.04%.

PositionTTM20252024202320222021202020192018201720162015
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

PLYA vs. MEL.MC - Financials Comparison

This section allows you to compare key financial metrics between Playa Hotels & Resorts N.V. and Meliá Hotels International, S.A.. 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

Please note, different currencies. PLYA values in USD, MEL.MC values in EUR
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