WH vs. ^GSPC
Compare and contrast key facts about Wyndham Hotels & Resorts, Inc. (WH) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WH or ^GSPC.
Performance
WH vs. ^GSPC - Performance Comparison
Returns By Period
In the year-to-date period, WH achieves a 20.53% return, which is significantly lower than ^GSPC's 23.56% return.
WH
20.53%
15.43%
36.15%
24.66%
13.06%
N/A
^GSPC
23.56%
0.49%
11.03%
30.56%
13.70%
11.10%
Key characteristics
| WH | ^GSPC | |
|---|---|---|
| Sharpe Ratio | 1.07 | 2.51 |
| Sortino Ratio | 1.91 | 3.36 |
| Omega Ratio | 1.22 | 1.47 |
| Calmar Ratio | 1.21 | 3.62 |
| Martin Ratio | 4.03 | 16.12 |
| Ulcer Index | 6.74% | 1.91% |
| Daily Std Dev | 25.30% | 12.27% |
| Max Drawdown | -66.07% | -56.78% |
| Current Drawdown | -3.13% | -1.80% |
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Correlation
The correlation between WH and ^GSPC is 0.57, 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.
Risk-Adjusted Performance
WH vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Wyndham Hotels & Resorts, Inc. (WH) and S&P 500 (^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.
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. For additional features, visit the drawdowns tool.
Volatility
WH vs. ^GSPC - Volatility Comparison
Wyndham Hotels & Resorts, Inc. (WH) has a higher volatility of 12.81% compared to S&P 500 (^GSPC) at 4.06%. 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.