Hilton Grand Correlations

HGV Stock

USD 46.75 0.61 1.32%

The current 90-days correlation between Hilton Grand Vacations and Marriot Vacations Worldwide is 0.78 (i.e., Poor diversification). The correlation of Hilton Grand is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.

Hilton Grand Correlation With Market

Very weak diversification

The correlation between Hilton Grand Vacations and DJI is 0.53 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Hilton Grand Vacations and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Hilton Stock

Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Hilton Grand Vacations. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in price.

Moving together with Hilton Stock

0.96	H	Hyatt Hotels Earnings Call This Week	Pair Corr
0.83	BH	Biglari Holdings	Pair Corr
0.77	EM	Smart Share Global	Pair Corr
0.86	DKNG	DraftKings	Pair Corr
0.67	CDROW	Codere Online Luxembourg	Pair Corr
0.95	WYNN	Wynn Resorts Limited	Pair Corr
0.87	FLUT	Flutter Entertainment plc	Pair Corr
0.67	BDL	Flanigans Enterprises	Pair Corr
0.93	BYD	Boyd Gaming Earnings Call This Week	Pair Corr
0.76	CHH	Choice Hotels Intern	Pair Corr
0.81	CMG	Chipotle Mexican Grill Earnings Call This Week	Pair Corr
0.87	CSV	Carriage Services	Pair Corr
0.93	CUK	Carnival Plc ADS	Pair Corr
0.76	CZR	Caesars Entertainment	Pair Corr
0.64	DIN	Dine Brands Global	Pair Corr
0.95	HLT	Hilton Worldwide Holdings Earnings Call This Week	Pair Corr
0.79	IHG	InterContinental Hotels	Pair Corr
0.9	MAR	Marriott International	Pair Corr
0.72	XPOF	Xponential Fitness	Pair Corr
0.9	RRR	Red Rock Resorts Earnings Call This Week	Pair Corr
0.67	KRUS	Kura Sushi USA	Pair Corr
0.94	LIND	Lindblad Expeditions	Pair Corr

Moving against Hilton Stock

0.72	EJH	E Home Household	Pair Corr
0.61	SG	Sweetgreen	Pair Corr
0.6	BTBDW	BT Brands Warrant	Pair Corr
0.55	MCD	McDonalds	Pair Corr
0.5	DNUT	Krispy Kreme	Pair Corr
0.78	ZSPC	zSpace, Common stock	Pair Corr
0.72	WEN	The Wendys	Pair Corr
0.59	TWNP	Twin Hospitality Symbol Change	Pair Corr
0.53	SDOT	Sadot Group	Pair Corr
0.4	CHSN	Chanson International	Pair Corr

Related Correlations Analysis

	VAC	MTN	MCRI	MSC	WH	PK	CHH	H
VAC		0.92	0.83	0.71	0.39	0.9	0.72	0.98	VAC
MTN	0.92		0.79	0.57	0.21	0.75	0.65	0.91	MTN
MCRI	0.83	0.79		0.62	0.22	0.69	0.58	0.84	MCRI
MSC	0.71	0.57	0.62		0.6	0.76	0.68	0.63	MSC
WH	0.39	0.21	0.22	0.6		0.66	0.74	0.35	WH
PK	0.9	0.75	0.69	0.76	0.66		0.78	0.88	PK
CHH	0.72	0.65	0.58	0.68	0.74	0.78		0.7	CHH
H	0.98	0.91	0.84	0.63	0.35	0.88	0.7		H
	VAC	MTN	MCRI	MSC	WH	PK	CHH	H

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Risk-Adjusted Indicators

There is a big difference between Hilton Stock performing well and Hilton Grand Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Hilton Grand's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
VAC	1.85	0.44	0.27	0.42	1.28	(2.24)	5.13	(2.67)	15.71
MTN	1.41	0.08	0.04	0.22	1.65	(1.50)	2.84	(2.89)	11.65
MCRI	1.20	0.43	0.34	0.56	0.59	(1.44)	2.82	(1.87)	6.12
MSC	3.46	0.90	0.22	2.57	2.76	(4.66)	8.48	(6.25)	44.20
WH	1.33	(0.10)	(0.05)	0.05	1.44	(1.63)	3.01	(2.78)	6.95
PK	1.55	0.03	0.05	0.15	1.56	(1.77)	4.11	(2.21)	12.90
CHH	1.16	(0.06)	(0.05)	0.07	1.36	(1.27)	2.49	(2.67)	6.38
H	1.36	0.28	0.26	0.33	0.87	(1.77)	3.63	(1.60)	10.25

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