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RLJ vs. FHN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between RLJ and FHN is 0.54, 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

RLJ vs. FHN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RLJ Lodging Trust (RLJ) and First Horizon Corporation (FHN). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

RLJ:

-0.67

FHN:

0.86

Sortino Ratio

RLJ:

-0.81

FHN:

1.46

Omega Ratio

RLJ:

0.89

FHN:

1.20

Calmar Ratio

RLJ:

-0.30

FHN:

0.69

Martin Ratio

RLJ:

-1.54

FHN:

3.41

Ulcer Index

RLJ:

14.23%

FHN:

9.86%

Daily Std Dev

RLJ:

34.10%

FHN:

37.94%

Max Drawdown

RLJ:

-83.78%

FHN:

-87.74%

Current Drawdown

RLJ:

-67.52%

FHN:

-24.78%

Fundamentals

Market Cap

RLJ:

$1.18B

FHN:

$10.25B

EPS

RLJ:

$0.26

FHN:

$1.44

PE Ratio

RLJ:

29.69

FHN:

14.03

PEG Ratio

RLJ:

1.41

FHN:

1.67

PS Ratio

RLJ:

0.86

FHN:

3.37

PB Ratio

RLJ:

0.63

FHN:

1.18

Total Revenue (TTM)

RLJ:

$1.37B

FHN:

$3.01B

Gross Profit (TTM)

RLJ:

$585.00M

FHN:

$2.81B

EBITDA (TTM)

RLJ:

$284.87M

FHN:

$1.08B

Returns By Period

In the year-to-date period, RLJ achieves a -24.24% return, which is significantly lower than FHN's 1.92% return. Over the past 10 years, RLJ has underperformed FHN with an annualized return of -9.22%, while FHN has yielded a comparatively higher 6.98% annualized return.


RLJ

YTD

-24.24%

1M

11.29%

6M

-21.59%

1Y

-22.64%

5Y*

0.24%

10Y*

-9.22%

FHN

YTD

1.92%

1M

17.96%

6M

2.72%

1Y

32.28%

5Y*

26.48%

10Y*

6.98%

*Annualized

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Risk-Adjusted Performance

RLJ vs. FHN — Risk-Adjusted Performance Rank

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

RLJ
The Risk-Adjusted Performance Rank of RLJ is 1616
Overall Rank
The Sharpe Ratio Rank of RLJ is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of RLJ is 1515
Sortino Ratio Rank
The Omega Ratio Rank of RLJ is 1616
Omega Ratio Rank
The Calmar Ratio Rank of RLJ is 3131
Calmar Ratio Rank
The Martin Ratio Rank of RLJ is 55
Martin Ratio Rank

FHN
The Risk-Adjusted Performance Rank of FHN is 7878
Overall Rank
The Sharpe Ratio Rank of FHN is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of FHN is 7777
Sortino Ratio Rank
The Omega Ratio Rank of FHN is 7676
Omega Ratio Rank
The Calmar Ratio Rank of FHN is 7777
Calmar Ratio Rank
The Martin Ratio Rank of FHN is 8181
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.

RLJ vs. FHN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for RLJ Lodging Trust (RLJ) and First Horizon Corporation (FHN). 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 RLJ Sharpe Ratio is -0.67, which is lower than the FHN Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of RLJ and FHN, 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

RLJ vs. FHN - Dividend Comparison

RLJ's dividend yield for the trailing twelve months is around 7.25%, more than FHN's 2.95% yield.


TTM20242023202220212020201920182017201620152014
RLJ
RLJ Lodging Trust
7.25%4.90%3.07%1.13%0.29%0.28%7.45%8.05%6.01%5.39%6.10%3.10%
FHN
First Horizon Corporation
2.95%2.98%4.24%2.45%3.67%4.70%3.38%3.65%1.80%1.40%1.65%1.47%

Drawdowns

RLJ vs. FHN - Drawdown Comparison

The maximum RLJ drawdown since its inception was -83.78%, roughly equal to the maximum FHN drawdown of -87.74%. Use the drawdown chart below to compare losses from any high point for RLJ and FHN. For additional features, visit the drawdowns tool.


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Volatility

RLJ vs. FHN - Volatility Comparison

RLJ Lodging Trust (RLJ) and First Horizon Corporation (FHN) have volatilities of 8.32% and 8.17%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

RLJ vs. FHN - Financials Comparison

This section allows you to compare key financial metrics between RLJ Lodging Trust and First Horizon Corporation. 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


0.00200.00M400.00M600.00M800.00M1.00B1.20B20212022202320242025
328.12M
1.19B
(RLJ) Total Revenue
(FHN) Total Revenue
Values in USD except per share items