SHO vs. VGSH
Compare and contrast key facts about Sunstone Hotel Investors, Inc. (SHO) and Vanguard Short-Term Treasury ETF (VGSH).
VGSH is a passively managed fund by Vanguard that tracks the performance of the Barclays U.S. 1-3 Year Government Float Adjusted Index. It was launched on Nov 19, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SHO or VGSH.
Key characteristics
| SHO | VGSH | |
|---|---|---|
| YTD Return | -4.04% | 0.35% |
| 1Y Return | 2.33% | 2.47% |
| 3Y Return (Ann) | -5.50% | 0.00% |
| 5Y Return (Ann) | -4.90% | 1.03% |
| 10Y Return (Ann) | 0.50% | 0.99% |
| Sharpe Ratio | 0.08 | 1.18 |
| Daily Std Dev | 23.51% | 1.95% |
| Max Drawdown | -91.13% | -5.70% |
| Current Drawdown | -32.70% | -0.15% |
Correlation
The correlation between SHO and VGSH is -0.09. 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.
Performance
SHO vs. VGSH - Performance Comparison
In the year-to-date period, SHO achieves a -4.04% return, which is significantly lower than VGSH's 0.35% return. Over the past 10 years, SHO has underperformed VGSH with an annualized return of 0.50%, while VGSH has yielded a comparatively higher 0.99% annualized 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
SHO vs. VGSH - Risk-Adjusted Performance 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.
Dividends
SHO vs. VGSH - Dividend Comparison
SHO's dividend yield for the trailing twelve months is around 3.12%, less than VGSH's 3.79% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHO Sunstone Hotel Investors, Inc. | 3.12% | 2.79% | 1.03% | 0.00% | 0.44% | 5.24% | 5.27% | 4.39% | 4.43% | 11.23% | 3.07% | 0.74% |
VGSH Vanguard Short-Term Treasury ETF | 3.79% | 3.31% | 1.15% | 0.66% | 1.74% | 2.28% | 1.79% | 1.10% | 0.82% | 0.71% | 0.46% | 0.34% |
Drawdowns
SHO vs. VGSH - Drawdown Comparison
The maximum SHO drawdown since its inception was -91.13%, 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. For additional features, visit the drawdowns tool.
Volatility
SHO vs. VGSH - Volatility Comparison
Sunstone Hotel Investors, Inc. (SHO) has a higher volatility of 6.49% compared to Vanguard Short-Term Treasury ETF (VGSH) at 0.37%. 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.