Choice Hotels International Inc

10-Year Study

CHH.US · Consumer Cyclical · US · Common Stock

Executive Summary: Choice Hotels International Inc has compounded at 11.2% annually over the last 10 years, with a maximum drawdown of 40.8% and an annualized volatility of 44.9%.

1Y CAGR
-6.6%
3Y CAGR
+2.3%
5Y CAGR
+0.4%
10Y CAGR
+11.2%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
40.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.32
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.46
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
26.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +46.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -32.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20268.22.5-2.014.4————————24.3%
20254.0-2.7-7.3-4.80.50.20.9-6.4-10.6-12.8-1.84.4-32.3%
20246.9-7.612.9-6.2-4.35.17.40.12.17.38.4-6.126.2%
20239.1-3.7-0.78.8-11.03.611.5-2.9-3.2-9.8-0.23.01.6%
2022-7.90.7-1.6-0.9-8.9-12.48.3-5.1-4.218.6-5.1-8.4-26.9%
2021-5.74.22.36.16.2-1.50.9-0.46.111.32.18.746.8%
2020-3.1-8.9-32.923.07.7-2.46.518.1-13.41.614.17.13.6%
201910.60.9-2.67.1-0.95.7-1.16.0-2.2-0.39.96.645.9%
20185.9-3.71.5-0.10.4-5.62.60.66.7-11.76.1-7.8-6.7%
2017-1.09.23.70.23.6-0.80.6-4.03.39.212.5-0.940.2%
2016———-6.3-10.45.41.40.4-6.67.56.29.45.1%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 44.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 68.5% of variance. Idiosyncratic stock-specific factors contribute 12.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019372.800312663481
2016-05-018395.930489371272
2016-06-018850.676725094298
2016-07-018975.212869684874
2016-08-019012.382369525081
2016-09-018417.202191087055
2016-10-019046.437447965754
2016-11-019606.585474582862
2016-12-0110505.594762886683
2017-01-0110402.513521270685
2017-02-0111358.416978278437
2017-03-0111773.266050974731
2017-04-0111792.074713544476
2017-05-0112215.228909972866
2017-06-0112123.343300838858
2017-07-0112198.822219462894
2017-08-0111708.22960410208
2017-09-0112097.91903725703
2017-10-0113205.472425157197
2017-11-0114862.07998566959
2017-12-0114732.210648878503
2018-01-0115596.024939798031
2018-02-0115026.472581896052
2018-03-0115257.30616797927
2018-04-0115238.253237064462
2018-05-0115295.371318418036
2018-06-0114432.473033792488
2018-07-0114814.284812819204
2018-08-0114900.206203194624
2018-09-0115902.459578677817
2018-10-0114048.747819396129
2018-11-0114904.297697974405
2018-12-0113741.621086872
2019-01-0115196.80904118568
2019-02-0115327.350115925687
2019-03-0114924.205568096924
2019-04-0115985.877218516356
2019-05-0115841.494270889525
2019-06-0116750.152158823275
2019-07-0116560.050319279082
2019-08-0117557.784730378637
2019-09-0117167.952807355734
2019-10-0117116.69716628364
2019-11-0118813.262956909028
2019-12-0120052.151291670652
2020-01-0119425.949033409805
2020-02-0117696.610573155314
2020-03-0111874.6374141753
2020-04-0114603.725499376096
2020-05-0115728.438738516843
2020-06-0115352.876157984623
2020-07-0116353.053252534794
2020-08-0119320.506531124876
2020-09-0116726.661686306517
2020-10-0116997.127811375984
2020-11-0119390.55047907129
2020-12-0120768.22394521875
2021-01-0119583.19678054321
2021-02-0120406.299680619137
2021-03-0120877.18798281165
2021-04-0122143.943264605718
2021-05-0123527.458815339236
2021-06-0123172.903312482315
2021-07-0123375.666394578868
2021-08-0123283.923275312816
2021-09-0124693.96229718094
2021-10-0127478.560363796983
2021-11-0128051.105008925973
2021-12-0130482.022867588235
2022-01-0128064.926526117375
2022-02-0128250.83509240468
2022-03-0127789.900725273426
2022-04-0127535.047418592483
2022-05-0125070.888709306422
2022-06-0121959.052483089505
2022-07-0123776.69395008376
2022-08-0122564.9397573194
2022-09-0121611.35684958973
2022-10-0125621.06244516685
2022-11-0124314.75604716822
2022-12-0122274.260426696088
2023-01-0124301.158442626453
2023-02-0123405.365354199275
2023-03-0123231.812695033004
2023-04-0125279.636365856986
2023-05-0122498.315566203844
2023-06-0123297.235900118674
2023-07-0125983.515957847427
2023-08-0125218.42678972363
2023-09-0124402.896208344617
2023-10-0122010.613459592925
2023-11-0121966.78764734979
2023-12-0122625.925420803116
2024-01-0124187.573662172807
2024-02-0122354.339732485452
2024-03-0125232.004038569972
2024-04-0123671.455004753054
2024-05-0122656.62180949919
2024-06-0123819.583400337495
2024-07-0125572.75837993091
2024-08-0125600.849239613
2024-09-0126144.590575720136
2024-10-0128054.484054365992
2024-11-0130413.30203984424
2024-12-0128551.183378353348
2025-01-0129687.132961366926
2025-02-0128873.088345753702
2025-03-0126755.30214976499
2025-04-0125466.44058274285
2025-05-0125581.53168465771
2025-06-0125621.91738437456
2025-07-0125848.109871901608
2025-08-0124202.616521089516
2025-09-0121638.246723241933
2025-10-0118865.536382752212
2025-11-0118520.548056743537
2025-12-0119332.31283446952
2026-01-0120925.654893610958
2026-02-0121444.72512686687
2026-03-0121009.622137225884
2026-04-0124029.89844543554
Annual Return Matrix
YearAnnual Return
20170.4023204760308545
2018-0.06723970934273282
20190.4592274932414917
20200.03571051520270285
20210.4677241033220749
2022-0.2692656742810703
20230.01578795378029918
20240.2618791429455669
2025-0.32288926247706073
20260.24299139224512367
Total Factor Risk
0.448543834885481
VTI.US Exposure
0.16538723303046912
VEA.US Exposure
0.07332596660722296
VWO.US Exposure
-0.011100100162512007
QQQ.US Exposure
-0.024825696865929513
VTV.US Exposure
-0.015827370786938376
IJR.US Exposure
0.011630866673661705
QUAL.US Exposure
-0.02204279436090277
SHV.US Exposure
0.6850293314192142
TLT.US Exposure
-0.00014753412949343057
LQD.US Exposure
0.008064727061878293
HYG.US Exposure
0.0073765252196162714
GLD.US Exposure
-0.001832104796498725
USO.US Exposure
-0.000005879428226996068
VNQ.US Exposure
0.0014698025164920268
BTC-USD.CC Exposure
0.009681975069417642
CPER.US Exposure
0.009892609204477239
VIX.INDX Exposure
-0.016526895552757784
UUP.US Exposure
-0.0011056703176752622
TIP.US Exposure
-0.00037198887782427455
Idiosyncratic Exposure
0.12192699847630988
Value Score
44.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
13.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
44.9%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →13.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.11%
Market Cap$4.9B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$59
Avg Yield on Cost
0.59%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$58.520.59%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+12.2%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+10.3%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
12.2% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.75
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Choice Hotels International Inc a high-risk investment?

Choice Hotels International Inc (CHH.US) has an annualized volatility of 44.9% and experienced a maximum drawdown of 40.8% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of CHH.US?

Over the past 10 years, CHH.US has generated a Compound Annual Growth Rate (CAGR) of 11.2%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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