Performance

HLT+32.21%TNL+7.38%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
HLT	+0.62%	+17.80%	+32.21%	+19.25%	-13.61%	1.11
TNL	-1.07%	-10.33%	+7.38%	+3.54%	-21.62%	0.26

Summary

HLT vs TNL

Over the past year, HLT returned +32.21% against +7.38% for TNL. Over five years, HLT averaged +19.25% a year, compared with +3.54% for TNL. HLT had the higher Sharpe ratio over the past year (1.11 vs 0.26), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -13.61% for HLT and -21.62% for TNL.

Current Drawdown

HLT-1.46%TNL-17.97%

Rolling Volatility

HLT+1.30%TNL+1.49%

METRICS

Correlation Matrix

	HLT	TNL
HLT	1.00	0.60
TNL	0.60	1.00

Metrics

Risk Indicators

HLTTNL

Alpha

21.07%

1.19%

Beta

0.60x

0.87x

Sharpe

1.11

0.26

Sortino

1.75

0.37

Omega

1.20

1.05

Calmar

2.37

0.34

Martin

4.40

0.88

Comparisons

More HLT comparisons

HLT vs XLY
HLT vs SPY
HLT vs MAR
HLT vs H
HLT vs WH

More TNL comparisons

TNL vs XLY
TNL vs SPY
TNL vs H
TNL vs WH
TNL vs MAR

HLT vs TNL: returns, Sharpe ratio and drawdown

HLT vs TNL

More HLT comparisons

More TNL comparisons