TRIP vs. XHB
Compare and contrast key facts about TripAdvisor, Inc. (TRIP) and SPDR S&P Homebuilders ETF (XHB).
XHB is a passively managed fund by State Street that tracks the performance of the S&P Homebuilders Select Industry Index. It was launched on Jan 31, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TRIP or XHB.
Key characteristics
| TRIP | XHB | |
|---|---|---|
| YTD Return | -31.26% | 25.18% |
| 1Y Return | -14.80% | 54.78% |
| 3Y Return (Ann) | -21.77% | 14.15% |
| 5Y Return (Ann) | -11.64% | 22.22% |
| 10Y Return (Ann) | -13.40% | 14.97% |
| Sharpe Ratio | -0.25 | 2.31 |
| Sortino Ratio | 0.00 | 3.19 |
| Omega Ratio | 1.00 | 1.39 |
| Calmar Ratio | -0.15 | 4.80 |
| Martin Ratio | -0.41 | 11.97 |
| Ulcer Index | 31.64% | 4.84% |
| Daily Std Dev | 50.78% | 25.05% |
| Max Drawdown | -86.50% | -81.61% |
| Current Drawdown | -84.90% | -5.00% |
Correlation
The correlation between TRIP and XHB is 0.41, 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
TRIP vs. XHB - Performance Comparison
In the year-to-date period, TRIP achieves a -31.26% return, which is significantly lower than XHB's 25.18% return. Over the past 10 years, TRIP has underperformed XHB with an annualized return of -13.40%, while XHB has yielded a comparatively higher 14.97% 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
TRIP vs. XHB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for TripAdvisor, Inc. (TRIP) and SPDR S&P Homebuilders ETF (XHB). 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
TRIP vs. XHB - Dividend Comparison
TRIP has not paid dividends to shareholders, while XHB's dividend yield for the trailing twelve months is around 0.53%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRIP TripAdvisor, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 11.52% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XHB SPDR S&P Homebuilders ETF | 0.53% | 0.77% | 1.06% | 0.50% | 0.73% | 0.89% | 1.25% | 0.71% | 0.67% | 0.50% | 0.78% | 0.29% |
Drawdowns
TRIP vs. XHB - Drawdown Comparison
The maximum TRIP drawdown since its inception was -86.50%, which is greater than XHB's maximum drawdown of -81.61%. Use the drawdown chart below to compare losses from any high point for TRIP and XHB. For additional features, visit the drawdowns tool.
Volatility
TRIP vs. XHB - Volatility Comparison
TripAdvisor, Inc. (TRIP) has a higher volatility of 15.20% compared to SPDR S&P Homebuilders ETF (XHB) at 6.52%. This indicates that TRIP's price experiences larger fluctuations and is considered to be riskier than XHB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.