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WTM vs. HLT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between WTM and HLT is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

WTM vs. HLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in White Mountains Insurance Group, Ltd. (WTM) and Hilton Worldwide Holdings Inc. (HLT). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

WTM:

-0.15

HLT:

0.79

Sortino Ratio

WTM:

-0.04

HLT:

1.35

Omega Ratio

WTM:

0.99

HLT:

1.17

Calmar Ratio

WTM:

-0.22

HLT:

0.83

Martin Ratio

WTM:

-0.48

HLT:

2.61

Ulcer Index

WTM:

6.98%

HLT:

8.43%

Daily Std Dev

WTM:

23.27%

HLT:

25.22%

Max Drawdown

WTM:

-77.67%

HLT:

-50.82%

Current Drawdown

WTM:

-10.79%

HLT:

-11.08%

Fundamentals

Market Cap

WTM:

$4.62B

HLT:

$57.76B

EPS

WTM:

$10.60

HLT:

$6.33

PE Ratio

WTM:

169.49

HLT:

38.39

PEG Ratio

WTM:

9.93

HLT:

1.48

PS Ratio

WTM:

2.02

HLT:

12.15

PB Ratio

WTM:

1.03

HLT:

0.00

Total Revenue (TTM)

WTM:

$1.49B

HLT:

$11.30B

Gross Profit (TTM)

WTM:

$889.00M

HLT:

$3.03B

EBITDA (TTM)

WTM:

$130.80M

HLT:

$2.55B

Returns By Period

In the year-to-date period, WTM achieves a -7.59% return, which is significantly lower than HLT's -1.62% return. Over the past 10 years, WTM has underperformed HLT with an annualized return of 10.83%, while HLT has yielded a comparatively higher 15.74% annualized return.


WTM

YTD

-7.59%

1M

3.56%

6M

-3.65%

1Y

-3.58%

5Y*

14.76%

10Y*

10.83%

HLT

YTD

-1.62%

1M

15.76%

6M

-1.76%

1Y

17.09%

5Y*

29.28%

10Y*

15.74%

*Annualized

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Risk-Adjusted Performance

WTM vs. HLT — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WTM
The Risk-Adjusted Performance Rank of WTM is 3939
Overall Rank
The Sharpe Ratio Rank of WTM is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of WTM is 3636
Sortino Ratio Rank
The Omega Ratio Rank of WTM is 3636
Omega Ratio Rank
The Calmar Ratio Rank of WTM is 3838
Calmar Ratio Rank
The Martin Ratio Rank of WTM is 4242
Martin Ratio Rank

HLT
The Risk-Adjusted Performance Rank of HLT is 7777
Overall Rank
The Sharpe Ratio Rank of HLT is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of HLT is 7474
Sortino Ratio Rank
The Omega Ratio Rank of HLT is 7272
Omega Ratio Rank
The Calmar Ratio Rank of HLT is 8181
Calmar Ratio Rank
The Martin Ratio Rank of HLT is 7777
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

WTM vs. HLT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for White Mountains Insurance Group, Ltd. (WTM) and Hilton Worldwide Holdings Inc. (HLT). 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.


The current WTM Sharpe Ratio is -0.15, which is lower than the HLT Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of WTM and HLT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

WTM vs. HLT - Dividend Comparison

WTM's dividend yield for the trailing twelve months is around 0.06%, less than HLT's 0.25% yield.


TTM20242023202220212020201920182017201620152014
WTM
White Mountains Insurance Group, Ltd.
0.06%0.05%0.07%0.07%0.10%0.10%0.09%0.12%0.12%0.12%0.14%0.16%
HLT
Hilton Worldwide Holdings Inc.
0.25%0.24%0.33%0.36%0.00%0.13%0.54%0.84%0.75%1.03%0.65%0.00%

Drawdowns

WTM vs. HLT - Drawdown Comparison

The maximum WTM drawdown since its inception was -77.67%, which is greater than HLT's maximum drawdown of -50.82%. Use the drawdown chart below to compare losses from any high point for WTM and HLT. For additional features, visit the drawdowns tool.


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Volatility

WTM vs. HLT - Volatility Comparison


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Financials

WTM vs. HLT - Financials Comparison

This section allows you to compare key financial metrics between White Mountains Insurance Group, Ltd. and Hilton Worldwide Holdings Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


-500.00M0.00500.00M1.00B1.50B2.00B2.50B3.00B20212022202320242025
577.80M
2.70B
(WTM) Total Revenue
(HLT) Total Revenue
Values in USD except per share items