MSI vs. SWPPX

In the year-to-date period, MSI achieves a -8.26% return, which is significantly lower than SWPPX's 1.52% return. Over the past 10 years, MSI has outperformed SWPPX with an annualized return of 23.65%, while SWPPX has yielded a comparatively lower 12.53% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Motorola Solutions, Inc. (MSI) 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.

The current MSI Sharpe Ratio is 0.72, which is comparable to the SWPPX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of MSI 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.

MSI's dividend yield for the trailing twelve months is around 0.98%, less than SWPPX's 1.21% yield.

The maximum MSI drawdown since its inception was -93.56%, which is greater than SWPPX's maximum drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for MSI and SWPPX. For additional features, visit the drawdowns tool.

Motorola Solutions, Inc. (MSI) has a higher volatility of 9.31% compared to Schwab S&P 500 Index Fund (SWPPX) at 4.64%. This indicates that MSI'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.