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WH vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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.


-0.50.00.51.00.6

Performance

WH vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wyndham Hotels & Resorts, Inc. (WH) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%100.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
82.48%
117.01%
WH
^GSPC

Key characteristics

Sharpe Ratio

WH:

1.13

^GSPC:

2.10

Sortino Ratio

WH:

1.95

^GSPC:

2.80

Omega Ratio

WH:

1.23

^GSPC:

1.39

Calmar Ratio

WH:

1.30

^GSPC:

3.09

Martin Ratio

WH:

4.32

^GSPC:

13.49

Ulcer Index

WH:

6.77%

^GSPC:

1.94%

Daily Std Dev

WH:

25.80%

^GSPC:

12.52%

Max Drawdown

WH:

-66.07%

^GSPC:

-56.78%

Current Drawdown

WH:

-4.33%

^GSPC:

-2.62%

Returns By Period

In the year-to-date period, WH achieves a 27.07% return, which is significantly higher than ^GSPC's 24.34% return.


WH

YTD

27.07%

1M

4.43%

6M

37.14%

1Y

28.27%

5Y*

11.54%

10Y*

N/A

^GSPC

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

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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.


Sharpe ratio
The chart of Sharpe ratio for WH, currently valued at 1.13, compared to the broader market-4.00-2.000.002.001.132.10
The chart of Sortino ratio for WH, currently valued at 1.95, compared to the broader market-4.00-2.000.002.004.001.952.80
The chart of Omega ratio for WH, currently valued at 1.23, compared to the broader market0.501.001.502.001.231.39
The chart of Calmar ratio for WH, currently valued at 1.30, compared to the broader market0.002.004.006.001.303.09
The chart of Martin ratio for WH, currently valued at 4.32, compared to the broader market-5.000.005.0010.0015.0020.0025.004.3213.49
WH
^GSPC

The current WH Sharpe Ratio is 1.13, which is lower than the ^GSPC Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of WH and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.13
2.10
WH
^GSPC

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.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.33%
-2.62%
WH
^GSPC

Volatility

WH vs. ^GSPC - Volatility Comparison

Wyndham Hotels & Resorts, Inc. (WH) has a higher volatility of 7.26% compared to S&P 500 (^GSPC) at 3.79%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
7.26%
3.79%
WH
^GSPC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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