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CLNN vs. SWPPX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CLNN and SWPPX is 0.15, 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.


-0.50.00.51.00.1

Performance

CLNN vs. SWPPX - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
-10.54%
10.98%
CLNN
SWPPX

Key characteristics

Sharpe Ratio

CLNN:

-0.49

SWPPX:

1.86

Sortino Ratio

CLNN:

-0.34

SWPPX:

2.51

Omega Ratio

CLNN:

0.96

SWPPX:

1.34

Calmar Ratio

CLNN:

-0.49

SWPPX:

2.81

Martin Ratio

CLNN:

-1.16

SWPPX:

11.64

Ulcer Index

CLNN:

41.87%

SWPPX:

2.04%

Daily Std Dev

CLNN:

98.39%

SWPPX:

12.77%

Max Drawdown

CLNN:

-98.81%

SWPPX:

-55.06%

Current Drawdown

CLNN:

-98.55%

SWPPX:

0.00%

Returns By Period

In the year-to-date period, CLNN achieves a -10.73% return, which is significantly lower than SWPPX's 4.63% return.


CLNN

YTD

-10.73%

1M

-1.04%

6M

-8.14%

1Y

-48.59%

5Y*

N/A

10Y*

N/A

SWPPX

YTD

4.63%

1M

2.56%

6M

9.99%

1Y

25.10%

5Y*

14.79%

10Y*

13.05%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

CLNN vs. SWPPX — Risk-Adjusted Performance Rank

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

CLNN
The Risk-Adjusted Performance Rank of CLNN is 2020
Overall Rank
The Sharpe Ratio Rank of CLNN is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of CLNN is 2323
Sortino Ratio Rank
The Omega Ratio Rank of CLNN is 2424
Omega Ratio Rank
The Calmar Ratio Rank of CLNN is 1717
Calmar Ratio Rank
The Martin Ratio Rank of CLNN is 1616
Martin Ratio Rank

SWPPX
The Risk-Adjusted Performance Rank of SWPPX is 8787
Overall Rank
The Sharpe Ratio Rank of SWPPX is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of SWPPX is 8484
Sortino Ratio Rank
The Omega Ratio Rank of SWPPX is 8484
Omega Ratio Rank
The Calmar Ratio Rank of SWPPX is 9090
Calmar Ratio Rank
The Martin Ratio Rank of SWPPX is 9090
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CLNN vs. SWPPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Clene Inc. (CLNN) 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.


Sharpe ratio
The chart of Sharpe ratio for CLNN, currently valued at -0.49, compared to the broader market-2.000.002.00-0.491.86
The chart of Sortino ratio for CLNN, currently valued at -0.34, compared to the broader market-4.00-2.000.002.004.006.00-0.342.51
The chart of Omega ratio for CLNN, currently valued at 0.96, compared to the broader market0.501.001.502.000.961.34
The chart of Calmar ratio for CLNN, currently valued at -0.49, compared to the broader market0.002.004.006.00-0.492.81
The chart of Martin ratio for CLNN, currently valued at -1.16, compared to the broader market0.0010.0020.0030.00-1.1611.64
CLNN
SWPPX

The current CLNN Sharpe Ratio is -0.49, which is lower than the SWPPX Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of CLNN and SWPPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
-0.49
1.86
CLNN
SWPPX

Dividends

CLNN vs. SWPPX - Dividend Comparison

CLNN has not paid dividends to shareholders, while SWPPX's dividend yield for the trailing twelve months is around 1.18%.


TTM20242023202220212020201920182017201620152014
CLNN
Clene 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
1.18%1.23%1.43%1.67%1.17%1.81%1.77%2.20%1.75%1.99%2.15%1.80%

Drawdowns

CLNN vs. SWPPX - Drawdown Comparison

The maximum CLNN drawdown since its inception was -98.81%, which is greater than SWPPX's maximum drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for CLNN and SWPPX. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-98.55%
0
CLNN
SWPPX

Volatility

CLNN vs. SWPPX - Volatility Comparison

Clene Inc. (CLNN) has a higher volatility of 15.93% compared to Schwab S&P 500 Index Fund (SWPPX) at 3.07%. This indicates that CLNN'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.


0.00%10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
15.93%
3.07%
CLNN
SWPPX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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