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SHO vs. VGSH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SHO vs. VGSH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sunstone Hotel Investors, Inc. (SHO) and Vanguard Short-Term Treasury ETF (VGSH). The values are adjusted to include any dividend payments, if applicable.

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SHO vs. VGSH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SHO
Sunstone Hotel Investors, Inc.
1.80%-21.48%13.86%14.44%-16.79%3.53%-18.14%12.65%-17.21%13.27%
VGSH
Vanguard Short-Term Treasury ETF
0.28%5.07%4.00%4.31%-3.86%-0.60%3.04%3.52%1.55%0.04%

Returns By Period

In the year-to-date period, SHO achieves a 1.80% return, which is significantly higher than VGSH's 0.28% return. Over the past 10 years, SHO has underperformed VGSH with an annualized return of -0.79%, while VGSH has yielded a comparatively higher 1.74% annualized return.


SHO

1D
1.24%
1M
-1.93%
YTD
1.80%
6M
-1.90%
1Y
-0.38%
3Y*
0.43%
5Y*
-4.37%
10Y*
-0.79%

VGSH

1D
0.09%
1M
-0.49%
YTD
0.28%
6M
1.37%
1Y
3.75%
3Y*
3.98%
5Y*
1.79%
10Y*
1.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SHO vs. VGSH — Risk / Return Rank

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

SHO
SHO Risk / Return Rank: 3838
Overall Rank
SHO Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
SHO Sortino Ratio Rank: 3535
Sortino Ratio Rank
SHO Omega Ratio Rank: 3434
Omega Ratio Rank
SHO Calmar Ratio Rank: 4141
Calmar Ratio Rank
SHO Martin Ratio Rank: 4141
Martin Ratio Rank

VGSH
VGSH Risk / Return Rank: 9797
Overall Rank
VGSH Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
VGSH Sortino Ratio Rank: 9898
Sortino Ratio Rank
VGSH Omega Ratio Rank: 9797
Omega Ratio Rank
VGSH Calmar Ratio Rank: 9696
Calmar Ratio Rank
VGSH Martin Ratio Rank: 9696
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.

SHO vs. VGSH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sunstone Hotel Investors, Inc. (SHO) and Vanguard Short-Term Treasury ETF (VGSH). 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.


SHOVGSHDifference

Sharpe ratio

Return per unit of total volatility

-0.01

2.62

-2.63

Sortino ratio

Return per unit of downside risk

0.21

4.21

-4.00

Omega ratio

Gain probability vs. loss probability

1.03

1.57

-0.54

Calmar ratio

Return relative to maximum drawdown

-0.00

4.26

-4.26

Martin ratio

Return relative to average drawdown

-0.01

16.28

-16.28

SHO vs. VGSH - Sharpe Ratio Comparison

The current SHO Sharpe Ratio is -0.01, which is lower than the VGSH Sharpe Ratio of 2.62. The chart below compares the historical Sharpe Ratios of SHO and VGSH, 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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Sharpe Ratios by Period


SHOVGSHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.01

2.62

-2.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

0.92

-1.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.02

1.11

-1.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

1.02

-1.00

Correlation

The correlation between SHO and VGSH is -0.08. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

SHO vs. VGSH - Dividend Comparison

SHO's dividend yield for the trailing twelve months is around 4.00%, more than VGSH's 3.95% yield.


TTM20252024202320222021202020192018201720162015
SHO
Sunstone Hotel Investors, Inc.
4.00%4.03%2.87%2.80%1.04%0.00%0.44%5.17%5.30%4.42%4.46%11.29%
VGSH
Vanguard Short-Term Treasury ETF
3.95%4.00%4.18%3.31%1.15%0.66%1.74%2.28%1.79%1.10%0.84%0.69%

Drawdowns

SHO vs. VGSH - Drawdown Comparison

The maximum SHO drawdown since its inception was -91.73%, which is greater than VGSH's maximum drawdown of -5.70%. Use the drawdown chart below to compare losses from any high point for SHO and VGSH.


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Drawdown Indicators


SHOVGSHDifference

Max Drawdown

Largest peak-to-trough decline

-91.73%

-5.70%

-86.03%

Max Drawdown (1Y)

Largest decline over 1 year

-18.65%

-0.88%

-17.77%

Max Drawdown (5Y)

Largest decline over 5 years

-38.21%

-5.70%

-32.51%

Max Drawdown (10Y)

Largest decline over 10 years

-55.96%

-5.70%

-50.26%

Current Drawdown

Current decline from peak

-40.39%

-0.49%

-39.90%

Average Drawdown

Average peak-to-trough decline

-36.31%

-0.60%

-35.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.13%

0.23%

+6.90%

Volatility

SHO vs. VGSH - Volatility Comparison

Sunstone Hotel Investors, Inc. (SHO) has a higher volatility of 7.22% compared to Vanguard Short-Term Treasury ETF (VGSH) at 0.52%. This indicates that SHO's price experiences larger fluctuations and is considered to be riskier than VGSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SHOVGSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.22%

0.52%

+6.70%

Volatility (6M)

Calculated over the trailing 6-month period

17.78%

0.84%

+16.94%

Volatility (1Y)

Calculated over the trailing 1-year period

31.05%

1.44%

+29.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.65%

1.96%

+28.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.21%

1.57%

+31.64%