COHU vs. SWPPX
COHU (Cohu, 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, COHU returned 17.20%/yr vs 14.98%/yr for SWPPX. Their 0.54 correlation means they have sometimes moved together and sometimes differently.
Performance
COHU vs. SWPPX - Performance Comparison
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Returns By Period
In the year-to-date period, COHU achieves a 106.23% return, which is significantly higher than SWPPX's 9.35% return. Over the past 10 years, COHU has outperformed SWPPX with an annualized return of 17.20%, while SWPPX has yielded a comparatively lower 14.98% annualized return.
COHU
- 1D
- 3.32%
- 1M
- -19.03%
- 6M
- 68.15%
- YTD
- 106.23%
- 1Y
- 150.86%
- 3Y*
- 3.46%
- 5Y*
- 6.27%
- 10Y*
- 17.20%
- ALL TIME*
- 11.93%
SWPPX
- 1D
- 1.70%
- 1M
- -0.52%
- 6M
- 7.81%
- YTD
- 9.35%
- 1Y
- 20.64%
- 3Y*
- 19.02%
- 5Y*
- 12.67%
- 10Y*
- 14.98%
- ALL TIME*
- 9.75%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
COHU Cohu, Inc. | $55.06M | $63.24M | $77.99M |
| $0.00 | $0.00 | $0.00 |
COHU vs. SWPPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
COHU Cohu, Inc. | 106.23% | -12.85% | -24.55% | 10.42% | -15.86% | -0.24% | 67.55% | 44.29% | -25.96% | 59.95% |
SWPPX Schwab S&P 500 Index Fund | 9.35% | 17.87% | 24.96% | 26.26% | -18.14% | 28.67% | 18.38% | 31.46% | -4.47% | 21.81% |
Correlation
The correlation between COHU and SWPPX is 0.56, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.56 |
Correlation (3Y) Balances recent behavior with more history. | 0.58 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.62 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.58 |
Correlation (All Time) Calculated using the full available price history since May 20, 1997 | 0.54 |
The correlation between COHU and SWPPX has been stable across timeframes, ranging from 0.54 to 0.62 - a consistent structural relationship.
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Return for Risk
COHU vs. SWPPX — Risk / Return Rank
COHU
SWPPX
COHU vs. SWPPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cohu, Inc. (COHU) 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.
| COHU | SWPPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.23 | ||
| Sortino ratioReturn per unit of downside risk | +0.83 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.26 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 3.63 | 2.07 | +1.56 |
| Martin ratioReturn relative to average drawdown | 15.06 | 8.85 | +6.21 |
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Drawdowns
COHU vs. SWPPX - Drawdown Comparison
The maximum COHU drawdown since its inception was -86.67%, which is greater than SWPPX's maximum drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for COHU and SWPPX.
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Drawdown Indicators
| COHU | SWPPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.67% | -55.06% | -31.61% |
Max Drawdown (1Y)Largest decline over 1 year | -46.77% | -8.89% | -37.88% |
Max Drawdown (3Y)Largest decline over 3 years | -67.26% | -18.74% | -48.52% |
Max Drawdown (5Y)Largest decline over 5 years | -69.46% | -24.51% | -44.95% |
Max Drawdown (10Y)Largest decline over 10 years | -73.63% | -33.80% | -39.83% |
Current DrawdownCurrent decline from peak | -35.07% | -2.09% | -32.98% |
Average DrawdownAverage peak-to-trough decline | -47.95% | -9.90% | -38.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.25% | 2.07% | +9.18% |
Volatility
COHU vs. SWPPX - Volatility Comparison
Cohu, Inc. (COHU) has a higher volatility of 35.21% compared to Schwab S&P 500 Index Fund (SWPPX) at 3.49%. This indicates that COHU'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.
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Volatility by Period
| COHU | SWPPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 35.21% | 3.49% | +31.72% |
Volatility (6M)Calculated over the trailing 6-month period | 54.76% | 10.13% | +44.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 64.36% | 12.89% | +51.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 49.19% | 17.05% | +32.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 51.65% | 18.23% | +33.42% |
Dividends
COHU vs. SWPPX - Dividend Comparison
COHU 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COHU Cohu, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.16% | 1.05% | 1.49% | 1.09% | 1.73% | 1.99% |
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
COHU and SWPPX have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COHU has higher volatility (35.21%) compared to SWPPX (3.49%). In terms of maximum drawdown, COHU dropped -86.67% vs SWPPX's -55.06%.
COHU currently has the higher Sharpe Ratio (2.65 vs 1.42), 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.
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