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SFER.MI vs. IHG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SFER.MI vs. IHG - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Salvatore Ferragamo S.p.A. (SFER.MI) and InterContinental Hotels Group PLC (IHG). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SFER.MI is traded in EUR, while IHG is traded in USD. To make them comparable, the IHG values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SFER.MI achieves a 12.09% return, which is significantly lower than IHG's 16.36% return. Over the past 10 years, SFER.MI has underperformed IHG with an annualized return of -6.19%, while IHG has yielded a comparatively higher 16.87% annualized return.


SFER.MI

1D
-0.49%
1M
25.51%
YTD
12.09%
6M
15.17%
1Y
65.32%
3Y*
-14.59%
5Y*
-12.85%
10Y*
-6.19%

IHG

1D
1.67%
1M
15.78%
YTD
16.36%
6M
18.35%
1Y
37.13%
3Y*
31.17%
5Y*
20.99%
10Y*
16.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SFER.MI vs. IHG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SFER.MI
Salvatore Ferragamo S.p.A.
12.09%21.57%-43.97%-24.56%-25.14%42.06%-15.41%7.92%-19.06%0.37%
IHG
InterContinental Hotels Group PLC
16.36%0.94%48.31%54.81%-3.04%7.63%-12.99%30.53%-8.43%32.23%

Correlation

The correlation between SFER.MI and IHG is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.31

Correlation (3Y)
Calculated over the trailing 3-year period

0.23

Correlation (5Y)
Calculated over the trailing 5-year period

0.26

Correlation (10Y)
Calculated over the trailing 10-year period

0.25

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2011

0.28

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Return for Risk

SFER.MI vs. IHG — Risk / Return Rank

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

SFER.MI
SFER.MI Risk / Return Rank: 7575
Overall Rank
SFER.MI Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
SFER.MI Sortino Ratio Rank: 7474
Sortino Ratio Rank
SFER.MI Omega Ratio Rank: 7575
Omega Ratio Rank
SFER.MI Calmar Ratio Rank: 7575
Calmar Ratio Rank
SFER.MI Martin Ratio Rank: 7474
Martin Ratio Rank

IHG
IHG Risk / Return Rank: 8181
Overall Rank
IHG Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
IHG Sortino Ratio Rank: 8181
Sortino Ratio Rank
IHG Omega Ratio Rank: 7575
Omega Ratio Rank
IHG Calmar Ratio Rank: 8282
Calmar Ratio Rank
IHG Martin Ratio Rank: 8585
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.

SFER.MI vs. IHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Salvatore Ferragamo S.p.A. (SFER.MI) 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.


SFER.MIIHGDifference
Sharpe ratioReturn per unit of total volatility

-0.16

Sortino ratioReturn per unit of downside risk

-0.30

Omega ratioGain probability vs. loss probability

1.26

1.25

+0.01

Calmar ratioReturn relative to maximum drawdown

2.05

3.50

-1.44

Martin ratioReturn relative to average drawdown

4.70

9.80

-5.10

SFER.MI vs. IHG - Sharpe Ratio Comparison

The current SFER.MI Sharpe Ratio is 1.30, which is comparable to the IHG Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of SFER.MI and IHG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SFER.MIIHGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

1.46

-0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.32

0.82

-1.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.17

0.57

-0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

0.54

-0.50

Drawdowns

SFER.MI vs. IHG - Drawdown Comparison

The maximum SFER.MI drawdown since its inception was -83.99%, which is greater than IHG's maximum drawdown of -69.43%. Use the drawdown chart below to compare losses from any high point for SFER.MI and IHG.


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Drawdown Indicators


SFER.MIIHGDifference

Max Drawdown

Largest peak-to-trough decline

-83.99%

-69.43%

-14.56%

Max Drawdown (1Y)

Largest decline over 1 year

-31.81%

-10.67%

-21.14%

Max Drawdown (3Y)

Largest decline over 3 years

-71.21%

-33.41%

-37.80%

Max Drawdown (5Y)

Largest decline over 5 years

-79.88%

-33.41%

-46.47%

Max Drawdown (10Y)

Largest decline over 10 years

-83.49%

-57.58%

-25.91%

Current Drawdown

Current decline from peak

-66.76%

0.00%

-66.76%

Average Drawdown

Average peak-to-trough decline

-35.97%

-13.35%

-22.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.90%

3.80%

+10.10%

Volatility

SFER.MI vs. IHG - Volatility Comparison

Salvatore Ferragamo S.p.A. (SFER.MI) has a higher volatility of 29.00% compared to InterContinental Hotels Group PLC (IHG) at 6.43%. This indicates that SFER.MI's price experiences larger fluctuations and is considered to be riskier than IHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SFER.MIIHGDifference

Volatility (1M)

Calculated over the trailing 1-month period

29.00%

6.43%

+22.57%

Volatility (6M)

Calculated over the trailing 6-month period

40.17%

18.90%

+21.27%

Volatility (1Y)

Calculated over the trailing 1-year period

50.10%

25.50%

+24.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.88%

25.88%

+14.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.87%

29.83%

+7.04%

Dividends

SFER.MI vs. IHG - Dividend Comparison

SFER.MI has not paid dividends to shareholders, while IHG's dividend yield for the trailing twelve months is around 1.15%.


PositionTTM20252024202320222021202020192018201720162015
IHG
InterContinental Hotels Group PLC
1.15%1.23%1.26%1.57%2.22%0.00%0.00%5.52%1.97%8.04%30.47%2.72%
SFER.MI
Salvatore Ferragamo S.p.A.
0.00%0.00%1.48%2.29%2.06%0.00%0.00%1.81%2.15%2.08%2.05%1.93%

Financials

SFER.MI vs. IHG - Financials Comparison

This section allows you to compare key financial metrics between Salvatore Ferragamo S.p.A. and InterContinental Hotels Group PLC. 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. SFER.MI values in EUR, IHG values in USD

Frequently Asked Questions


SFER.MI and IHG have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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