EXPO vs. SWPPX
Compare and contrast key facts about Exponent, Inc. (EXPO) 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: EXPO or SWPPX.
Key characteristics
| EXPO | SWPPX | |
|---|---|---|
| YTD Return | 21.76% | 27.25% |
| 1Y Return | 45.76% | 37.82% |
| 3Y Return (Ann) | -4.16% | 10.34% |
| 5Y Return (Ann) | 12.36% | 16.03% |
| 10Y Return (Ann) | 19.66% | 13.43% |
| Sharpe Ratio | 1.41 | 3.22 |
| Sortino Ratio | 2.11 | 4.26 |
| Omega Ratio | 1.32 | 1.61 |
| Calmar Ratio | 1.23 | 4.73 |
| Martin Ratio | 6.54 | 21.35 |
| Ulcer Index | 7.51% | 1.87% |
| Daily Std Dev | 34.93% | 12.36% |
| Max Drawdown | -86.44% | -55.06% |
| Current Drawdown | -12.54% | 0.00% |
Correlation
The correlation between EXPO and SWPPX is 0.40, 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.
Performance
EXPO vs. SWPPX - Performance Comparison
In the year-to-date period, EXPO achieves a 21.76% return, which is significantly lower than SWPPX's 27.25% return. Over the past 10 years, EXPO has outperformed SWPPX with an annualized return of 19.66%, while SWPPX has yielded a comparatively lower 13.43% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
EXPO vs. SWPPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Exponent, Inc. (EXPO) 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.
Dividends
EXPO vs. SWPPX - Dividend Comparison
EXPO's dividend yield for the trailing twelve months is around 1.04%, less than SWPPX's 1.12% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXPO Exponent, Inc. | 1.04% | 1.18% | 0.97% | 0.69% | 0.84% | 0.93% | 1.03% | 1.18% | 1.19% | 1.20% | 1.21% | 0.78% |
SWPPX Schwab S&P 500 Index Fund | 1.12% | 1.43% | 1.67% | 1.17% | 1.81% | 1.77% | 2.20% | 1.75% | 1.99% | 2.15% | 1.80% | 1.67% |
Drawdowns
EXPO vs. SWPPX - Drawdown Comparison
The maximum EXPO drawdown since its inception was -86.44%, which is greater than SWPPX's maximum drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for EXPO and SWPPX. For additional features, visit the drawdowns tool.
Volatility
EXPO vs. SWPPX - Volatility Comparison
Exponent, Inc. (EXPO) has a higher volatility of 12.79% compared to Schwab S&P 500 Index Fund (SWPPX) at 3.88%. This indicates that EXPO'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.