REIT vs. IHG
Compare and contrast key facts about ALPS Active REIT ETF (REIT) and InterContinental Hotels Group PLC (IHG).
REIT is an actively managed fund by ALPS. It was launched on Feb 24, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: REIT or IHG.
Key characteristics
| REIT | IHG | |
|---|---|---|
| YTD Return | 13.16% | 34.88% |
| 1Y Return | 35.19% | 67.98% |
| 3Y Return (Ann) | 2.53% | 21.52% |
| Sharpe Ratio | 1.94 | 3.12 |
| Sortino Ratio | 2.78 | 4.28 |
| Omega Ratio | 1.35 | 1.55 |
| Calmar Ratio | 1.25 | 3.90 |
| Martin Ratio | 8.62 | 10.29 |
| Ulcer Index | 3.80% | 6.65% |
| Daily Std Dev | 16.87% | 21.94% |
| Max Drawdown | -29.30% | -80.83% |
| Current Drawdown | -1.16% | 0.00% |
Correlation
The correlation between REIT and IHG is 0.42, 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
REIT vs. IHG - Performance Comparison
In the year-to-date period, REIT achieves a 13.16% return, which is significantly lower than IHG's 34.88% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
REIT vs. IHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ALPS Active REIT ETF (REIT) and InterContinental Hotels Group PLC (IHG). 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.
Dividends
REIT vs. IHG - Dividend Comparison
REIT's dividend yield for the trailing twelve months is around 3.09%, more than IHG's 1.30% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
REIT ALPS Active REIT ETF | 3.09% | 3.13% | 2.81% | 4.70% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IHG InterContinental Hotels Group PLC | 1.30% | 1.57% | 2.22% | 0.00% | 1.32% | 9.36% | 1.97% | 4.90% | 19.34% | 2.05% | 9.81% | 5.95% |
Drawdowns
REIT vs. IHG - Drawdown Comparison
The maximum REIT drawdown since its inception was -29.30%, smaller than the maximum IHG drawdown of -80.83%. Use the drawdown chart below to compare losses from any high point for REIT and IHG. For additional features, visit the drawdowns tool.
Volatility
REIT vs. IHG - Volatility Comparison
The current volatility for ALPS Active REIT ETF (REIT) is 4.93%, while InterContinental Hotels Group PLC (IHG) has a volatility of 6.60%. This indicates that REIT experiences smaller price fluctuations and is considered to be less risky than IHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.