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

Correlation

The correlation between MSI and SWPPX is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

MSI vs. SWPPX - Performance Comparison

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

600.00%700.00%800.00%900.00%1,000.00%December2025FebruaryMarchAprilMay
586.48%
922.10%
MSI
SWPPX

Key characteristics

Sharpe Ratio

MSI:

0.92

SWPPX:

0.75

Sortino Ratio

MSI:

1.31

SWPPX:

1.15

Omega Ratio

MSI:

1.21

SWPPX:

1.17

Calmar Ratio

MSI:

0.98

SWPPX:

0.77

Martin Ratio

MSI:

2.65

SWPPX:

3.06

Ulcer Index

MSI:

7.93%

SWPPX:

4.72%

Daily Std Dev

MSI:

22.92%

SWPPX:

19.39%

Max Drawdown

MSI:

-93.56%

SWPPX:

-55.06%

Current Drawdown

MSI:

-19.06%

SWPPX:

-7.21%

Returns By Period

In the year-to-date period, MSI achieves a -11.84% return, which is significantly lower than SWPPX's -2.91% return. Over the past 10 years, MSI has outperformed SWPPX with an annualized return of 23.44%, while SWPPX has yielded a comparatively lower 12.28% annualized return.


MSI

YTD

-11.84%

1M

-7.00%

6M

-10.01%

1Y

22.06%

5Y*

25.67%

10Y*

23.44%

SWPPX

YTD

-2.91%

1M

0.37%

6M

-0.09%

1Y

13.79%

5Y*

16.76%

10Y*

12.28%

*Annualized

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Risk-Adjusted Performance

MSI vs. SWPPX — Risk-Adjusted Performance Rank

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

MSI
The Risk-Adjusted Performance Rank of MSI is 7979
Overall Rank
The Sharpe Ratio Rank of MSI is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of MSI is 7373
Sortino Ratio Rank
The Omega Ratio Rank of MSI is 7777
Omega Ratio Rank
The Calmar Ratio Rank of MSI is 8484
Calmar Ratio Rank
The Martin Ratio Rank of MSI is 7777
Martin Ratio Rank

SWPPX
The Risk-Adjusted Performance Rank of SWPPX is 7373
Overall Rank
The Sharpe Ratio Rank of SWPPX is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of SWPPX is 7070
Sortino Ratio Rank
The Omega Ratio Rank of SWPPX is 7373
Omega Ratio Rank
The Calmar Ratio Rank of SWPPX is 7979
Calmar Ratio Rank
The Martin Ratio Rank of SWPPX is 7272
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.

MSI vs. SWPPX - Risk-Adjusted Performance Comparison

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 chart of Sharpe ratio for MSI, currently valued at 0.92, compared to the broader market-2.00-1.000.001.002.003.00
MSI: 0.92
SWPPX: 0.75
The chart of Sortino ratio for MSI, currently valued at 1.31, compared to the broader market-6.00-4.00-2.000.002.004.00
MSI: 1.31
SWPPX: 1.15
The chart of Omega ratio for MSI, currently valued at 1.21, compared to the broader market0.501.001.502.00
MSI: 1.21
SWPPX: 1.17
The chart of Calmar ratio for MSI, currently valued at 0.98, compared to the broader market0.001.002.003.004.005.00
MSI: 0.98
SWPPX: 0.77
The chart of Martin ratio for MSI, currently valued at 2.65, compared to the broader market-40.00-30.00-20.00-10.000.0010.0020.00
MSI: 2.65
SWPPX: 3.06

The current MSI Sharpe Ratio is 0.92, which is comparable to the SWPPX Sharpe Ratio of 0.75. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00December2025FebruaryMarchAprilMay
0.92
0.75
MSI
SWPPX

Dividends

MSI vs. SWPPX - Dividend Comparison

MSI's dividend yield for the trailing twelve months is around 1.02%, less than SWPPX's 1.27% yield.


TTM20242023202220212020201920182017201620152014
MSI
Motorola Solutions, Inc.
1.02%0.87%1.16%1.26%1.07%1.55%1.46%1.85%2.14%2.05%2.09%1.94%
SWPPX
Schwab S&P 500 Index Fund
1.27%1.23%1.43%1.67%1.17%1.81%1.77%2.20%1.75%1.99%2.15%1.80%

Drawdowns

MSI vs. SWPPX - Drawdown Comparison

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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-19.06%
-7.21%
MSI
SWPPX

Volatility

MSI vs. SWPPX - Volatility Comparison

Motorola Solutions, Inc. (MSI) and Schwab S&P 500 Index Fund (SWPPX) have volatilities of 13.73% and 14.13%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
13.73%
14.13%
MSI
SWPPX