WH vs. ^GSPC
WH (Wyndham Hotels & Resorts, Inc.) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 5 years, WH returned 3.76%/yr vs 11.43%/yr for ^GSPC. A 0.53 correlation means they provide meaningful diversification when combined.
Performance
WH vs. ^GSPC - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, WH achieves a 3.28% return, which is significantly lower than ^GSPC's 9.79% return.
WH
- 1D
- -1.72%
- 1M
- -2.24%
- 6M
- -0.69%
- YTD
- 3.28%
- 1Y
- -13.37%
- 3Y*
- 3.51%
- 5Y*
- 3.76%
- 10Y*
- —
^GSPC
- 1D
- -0.79%
- 1M
- 1.13%
- 6M
- 7.71%
- YTD
- 9.79%
- 1Y
- 20.06%
- 3Y*
- 18.60%
- 5Y*
- 11.43%
- 10Y*
- 13.27%
WH vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
WH Wyndham Hotels & Resorts, Inc. | 3.28% | -23.54% | 27.70% | 14.94% | -19.06% | 52.60% | -4.15% | 41.40% | -29.23% |
^GSPC S&P 500 Index | 9.79% | 16.39% | 23.31% | 24.23% | -19.44% | 26.89% | 16.26% | 28.88% | -7.60% |
Correlation
The correlation between WH and ^GSPC is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since May 21, 2018 | 0.53 |
Over the past year, the correlation between WH and ^GSPC has dropped to 0.24 - well below their long-term average of 0.53, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
WH vs. ^GSPC — Risk / Return Rank
WH
^GSPC
WH vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wyndham Hotels & Resorts, Inc. (WH) and S&P 500 Index (^GSPC). 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.
| WH | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.03 | ||
| Sortino ratioReturn per unit of downside risk | -2.67 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.29 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | -0.55 | 2.21 | -2.77 |
| Martin ratioReturn relative to average drawdown | -1.04 | 9.61 | -10.65 |
Loading charts...
Drawdowns
WH vs. ^GSPC - Drawdown Comparison
The maximum WH drawdown since its inception was -66.07%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for WH and ^GSPC.
Loading charts...
Drawdown Indicators
| WH | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.07% | -56.78% | -9.29% |
Max Drawdown (1Y)Largest decline over 1 year | -24.30% | -9.10% | -15.20% |
Max Drawdown (3Y)Largest decline over 3 years | -37.17% | -18.90% | -18.27% |
Max Drawdown (5Y)Largest decline over 5 years | -37.17% | -25.43% | -11.74% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -28.88% | -1.24% | -27.64% |
Average DrawdownAverage peak-to-trough decline | -16.66% | -10.71% | -5.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.86% | 2.09% | +10.77% |
Volatility
WH vs. ^GSPC - Volatility Comparison
Wyndham Hotels & Resorts, Inc. (WH) has a higher volatility of 11.53% compared to S&P 500 Index (^GSPC) at 3.96%. This indicates that WH's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| WH | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.53% | 3.96% | +7.57% |
Volatility (6M)Calculated over the trailing 6-month period | 23.71% | 9.99% | +13.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.34% | 12.57% | +18.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.93% | 17.01% | +12.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.91% | 18.05% | +17.86% |
Frequently Asked Questions
WH and ^GSPC have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WH has higher volatility (11.53%) compared to ^GSPC (3.96%). In terms of maximum drawdown, WH dropped -66.07% vs ^GSPC's -56.78%.
^GSPC currently has the higher Sharpe Ratio (1.61 vs -0.43), 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.
Find the right allocation for WH and ^GSPC
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer