BKD vs. SWPPX

Last updated Jun 23, 2026

BKD (Brookdale Senior Living Inc.) is a stock, while SWPPX (Schwab S&P 500 Index Fund) is Large Cap Blend Equities fund tracking the S&P 500 Index. Over the past 10 years, BKD returned -1.06%/yr vs 15.55%/yr for SWPPX. At a 0.46 correlation, their price movements are largely independent.

Performance

BKD vs. SWPPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brookdale Senior Living Inc. (BKD) and Schwab S&P 500 Index Fund (SWPPX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BKD achieves a 29.66% return, which is significantly higher than SWPPX's 10.15% return. Over the past 10 years, BKD has underperformed SWPPX with an annualized return of -1.06%, while SWPPX has yielded a comparatively higher 15.55% annualized return.

BKD

• 1D: 2.49%
• 1M: 5.19%
• YTD: 29.66%
• 6M: 30.02%
• 1Y: 105.13%
• 3Y*: 53.08%
• 5Y*: 9.89%
• 10Y*: -1.06%

SWPPX

• 1D: 1.10%
• 1M: 0.47%
• YTD: 10.15%
• 6M: 9.65%
• 1Y: 27.14%
• 3Y*: 20.95%
• 5Y*: 14.08%
• 10Y*: 15.55%

*Multi-year figures are annualized to reflect compound growth (CAGR)

BKD vs. SWPPX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BKD Brookdale Senior Living Inc.	29.66%	114.51%	-13.57%	113.19%	-47.09%	16.48%	-39.06%	8.51%	-30.93%	-21.90%
SWPPX Schwab S&P 500 Index Fund	10.15%	17.87%	24.96%	26.26%	-18.14%	28.67%	18.38%	31.46%	-4.47%	21.81%

Correlation

The correlation between BKD and SWPPX is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.16
Correlation (3Y) Calculated over the trailing 3-year period	0.25
Correlation (5Y) Calculated over the trailing 5-year period	0.34
Correlation (10Y) Calculated over the trailing 10-year period	0.35
Correlation (All Time) Calculated using the full available price history since Nov 22, 2005	0.46

Over the past year, the correlation between BKD and SWPPX has dropped to 0.16 - well below their long-term average of 0.46, suggesting their price drivers have been diverging.

Return for Risk

BKD vs. SWPPX — Risk / Return Rank

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

BKD

BKD Risk / Return Rank: 90
BKD Sharpe Ratio Rank: 94
BKD Sortino Ratio Rank: 92
BKD Omega Ratio Rank: 92
BKD Calmar Ratio Rank: 87
BKD Martin Ratio Rank: 87

SWPPX

SWPPX Risk / Return Rank: 66
SWPPX Sharpe Ratio Rank: 64
SWPPX Sortino Ratio Rank: 58
SWPPX Omega Ratio Rank: 60
SWPPX Calmar Ratio Rank: 68
SWPPX Martin Ratio Rank: 79

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BKD vs. SWPPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brookdale Senior Living Inc. (BKD) and Schwab S&P 500 Index Fund (SWPPX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	BKD	SWPPX	Difference
Sharpe ratio: Return per unit of total volatility	2.75	2.16	+0.59
Sortino ratio: Return per unit of downside risk	3.37	2.91	+0.46
Omega ratio: Gain probability vs. loss probability	1.45	1.39	+0.06
Calmar ratio: Return relative to maximum drawdown	3.62	3.04	+0.58
Martin ratio: Return relative to average drawdown	9.46	13.71	-4.25

BKD vs. SWPPX - Sharpe Ratio Comparison

The current BKD Sharpe Ratio is 2.75, which is comparable to the SWPPX Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of BKD and SWPPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BKD vs. SWPPX - Drawdown Comparison

The maximum BKD drawdown since its inception was -96.29%, which is greater than SWPPX's maximum drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for BKD and SWPPX.

Drawdown Indicators

	BKD	SWPPX	Difference
Max Drawdown Largest peak-to-trough decline	-96.29%	-55.06%	-41.23%
Max Drawdown (1Y) Largest decline over 1 year	-29.22%	-8.89%	-20.33%
Max Drawdown (3Y) Largest decline over 3 years	-43.55%	-18.74%	-24.81%
Max Drawdown (5Y) Largest decline over 5 years	-72.74%	-24.51%	-48.23%
Max Drawdown (10Y) Largest decline over 10 years	-90.58%	-33.80%	-56.78%
Current Drawdown Current decline from peak	-70.21%	-1.38%	-68.83%
Average Drawdown Average peak-to-trough decline	-63.70%	-9.93%	-53.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.15%	1.97%	+9.18%

Volatility

BKD vs. SWPPX - Volatility Comparison

Brookdale Senior Living Inc. (BKD) has a higher volatility of 13.72% compared to Schwab S&P 500 Index Fund (SWPPX) at 4.83%. This indicates that BKD's price experiences larger fluctuations and is considered to be riskier than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BKD	SWPPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.72%	4.83%	+8.89%
Volatility (6M) Calculated over the trailing 6-month period	29.08%	9.94%	+19.14%
Volatility (1Y) Calculated over the trailing 1-year period	38.48%	12.50%	+25.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	52.97%	17.03%	+35.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	60.03%	18.27%	+41.76%

Dividends

BKD vs. SWPPX - Dividend Comparison

BKD has not paid dividends to shareholders, while SWPPX's dividend yield for the trailing twelve months is around 1.01%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BKD Brookdale Senior Living Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SWPPX Schwab S&P 500 Index Fund	1.01%	1.11%	1.23%	1.43%	1.67%	1.27%	1.81%	1.95%	2.67%	1.79%	2.55%	3.17%

Frequently Asked Questions

Can I hold both BKD and SWPPX in my portfolio?

BKD and SWPPX have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BKD or SWPPX?

BKD has higher volatility (13.72%) compared to SWPPX (4.83%). In terms of maximum drawdown, BKD dropped -96.29% vs SWPPX's -55.06%.

Which has better risk-adjusted returns?

BKD currently has the higher Sharpe Ratio (2.75 vs 2.16), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.