SHO vs. VGSH
SHO (Sunstone Hotel Investors, Inc.) is a stock, while VGSH (Vanguard Short-Term Treasury ETF) is Government Bonds fund tracking the Bloomberg U.S. Treasury 1-3 Year Index. Over the past 10 years, SHO returned 3.09%/yr vs 1.70%/yr for VGSH. At a correlation of -0.07, they often move in opposite directions.
Performance
SHO vs. VGSH - Performance Comparison
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Returns By Period
In the year-to-date period, SHO achieves a 32.65% return, which is significantly higher than VGSH's 0.47% return. Over the past 10 years, SHO has outperformed VGSH with an annualized return of 3.09%, while VGSH has yielded a comparatively lower 1.70% annualized return.
SHO
- 1D
- -1.01%
- 1M
- 10.55%
- YTD
- 32.65%
- 6M
- 32.49%
- 1Y
- 40.07%
- 3Y*
- 10.67%
- 5Y*
- 0.36%
- 10Y*
- 3.09%
VGSH
- 1D
- 0.05%
- 1M
- 0.11%
- YTD
- 0.47%
- 6M
- 0.64%
- 1Y
- 2.99%
- 3Y*
- 4.20%
- 5Y*
- 1.85%
- 10Y*
- 1.70%
SHO vs. VGSH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SHO Sunstone Hotel Investors, Inc. | 32.65% | -21.48% | 13.86% | 14.44% | -16.79% | 3.53% | -18.14% | 12.65% | -17.21% | 13.27% |
VGSH Vanguard Short-Term Treasury ETF | 0.47% | 5.07% | 4.00% | 4.31% | -3.86% | -0.60% | 3.04% | 3.52% | 1.55% | 0.04% |
Correlation
The correlation between SHO and VGSH is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.04 |
Correlation (All Time) Calculated using the full available price history since Nov 23, 2009 | -0.07 |
The correlation between SHO and VGSH shifts across timeframes, from -0.07 (all time) to 0.19 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SHO vs. VGSH — Risk / Return Rank
SHO
VGSH
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SHO | VGSH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.65 | ||
| Sortino ratioReturn per unit of downside risk | -1.23 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.48 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 3.81 | 3.40 | +0.41 |
| Martin ratioReturn relative to average drawdown | 7.89 | 13.02 | -5.13 |
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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
| SHO | VGSH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.73% | -5.70% | -86.03% |
Max Drawdown (1Y)Largest decline over 1 year | -10.58% | -0.88% | -9.70% |
Max Drawdown (3Y)Largest decline over 3 years | -36.56% | -0.97% | -35.59% |
Max Drawdown (5Y)Largest decline over 5 years | -36.72% | -5.66% | -31.06% |
Max Drawdown (10Y)Largest decline over 10 years | -55.96% | -5.70% | -50.26% |
Current DrawdownCurrent decline from peak | -22.33% | -0.31% | -22.02% |
Average DrawdownAverage peak-to-trough decline | -36.25% | -0.60% | -35.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.09% | 0.23% | +4.86% |
Volatility
SHO vs. VGSH - Volatility Comparison
Sunstone Hotel Investors, Inc. (SHO) has a higher volatility of 5.26% compared to Vanguard Short-Term Treasury ETF (VGSH) at 0.45%. 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
| SHO | VGSH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.26% | 0.45% | +4.81% |
Volatility (6M)Calculated over the trailing 6-month period | 16.81% | 0.95% | +15.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.47% | 1.31% | +23.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.48% | 1.97% | +28.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.18% | 1.58% | +31.60% |
Dividends
SHO vs. VGSH - Dividend Comparison
SHO's dividend yield for the trailing twelve months is around 3.07%, less than VGSH's 3.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHO Sunstone Hotel Investors, Inc. | 3.07% | 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 | 3.88% | 4.00% | 4.18% | 3.31% | 1.15% | 0.66% | 1.74% | 2.28% | 1.79% | 1.10% | 0.84% | 0.69% |
Frequently Asked Questions
SHO and VGSH have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SHO has higher volatility (5.26%) compared to VGSH (0.45%). In terms of maximum drawdown, SHO dropped -91.73% vs VGSH's -5.70%.
VGSH currently has the higher Sharpe Ratio (2.29 vs 1.65), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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