BNB-USD vs. SWPPX
Compare and contrast key facts about Binance Coin (BNB-USD) and Schwab S&P 500 Index Fund (SWPPX).
SWPPX is managed by Charles Schwab.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BNB-USD or SWPPX.
Performance
BNB-USD vs. SWPPX - Performance Comparison
Returns By Period
In the year-to-date period, BNB-USD achieves a 97.93% return, which is significantly higher than SWPPX's 24.51% return.
BNB-USD
97.93%
3.18%
7.62%
152.46%
101.31%
N/A
SWPPX
24.51%
0.57%
11.39%
31.99%
15.29%
13.10%
Key characteristics
| BNB-USD | SWPPX | |
|---|---|---|
| Sharpe Ratio | 0.44 | 2.61 |
| Sortino Ratio | 1.03 | 3.49 |
| Omega Ratio | 1.10 | 1.49 |
| Calmar Ratio | 0.22 | 3.80 |
| Martin Ratio | 1.44 | 17.12 |
| Ulcer Index | 17.48% | 1.88% |
| Daily Std Dev | 48.30% | 12.31% |
| Max Drawdown | -80.10% | -55.06% |
| Current Drawdown | -12.96% | -2.15% |
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Correlation
The correlation between BNB-USD and SWPPX is 0.18, 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.
Risk-Adjusted Performance
BNB-USD vs. SWPPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Binance Coin (BNB-USD) 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.
Drawdowns
BNB-USD vs. SWPPX - Drawdown Comparison
The maximum BNB-USD drawdown since its inception was -80.10%, which is greater than SWPPX's maximum drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for BNB-USD and SWPPX. For additional features, visit the drawdowns tool.
Volatility
BNB-USD vs. SWPPX - Volatility Comparison
Binance Coin (BNB-USD) has a higher volatility of 12.73% compared to Schwab S&P 500 Index Fund (SWPPX) at 4.00%. This indicates that BNB-USD'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.