OTCM vs. SWPPX
OTCM (Otc Markets Group) 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, OTCM returned 17.29%/yr vs 14.98%/yr for SWPPX. Their 0.07 correlation means their historical movements had little consistent relationship.
Performance
OTCM vs. SWPPX - Performance Comparison
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Returns By Period
In the year-to-date period, OTCM achieves a 5.99% return, which is significantly lower than SWPPX's 9.35% return. Over the past 10 years, OTCM has outperformed SWPPX with an annualized return of 17.29%, while SWPPX has yielded a comparatively lower 14.98% annualized return.
OTCM
- 1D
- 0.94%
- 1M
- 4.47%
- 6M
- 1.04%
- YTD
- 5.99%
- 1Y
- -2.14%
- 3Y*
- 1.69%
- 5Y*
- 9.90%
- 10Y*
- 17.29%
- ALL TIME*
- 20.11%
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) |
|---|---|---|---|
| $210.11K | $183.17K | $375.09K | |
| $0.00 | $0.00 | $0.00 |
OTCM vs. SWPPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OTCM Otc Markets Group | 5.99% | 5.08% | -4.43% | 2.06% | -0.01% | 85.79% | 0.99% | 25.17% | 4.17% | 32.32% |
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 OTCM and SWPPX is 0.10, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.10 |
Correlation (3Y) Balances recent behavior with more history. | 0.06 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.06 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.06 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2011 | 0.07 |
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Return for Risk
OTCM vs. SWPPX — Risk / Return Rank
OTCM
SWPPX
OTCM vs. SWPPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Otc Markets Group (OTCM) 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.
| OTCM | SWPPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.51 | ||
| Sortino ratioReturn per unit of downside risk | -1.89 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.26 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | 2.07 | -2.24 |
| Martin ratioReturn relative to average drawdown | -0.33 | 8.85 | -9.18 |
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Drawdowns
OTCM vs. SWPPX - Drawdown Comparison
The maximum OTCM drawdown since its inception was -39.87%, smaller than the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for OTCM and SWPPX.
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Drawdown Indicators
| OTCM | SWPPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.87% | -55.06% | +15.19% |
Max Drawdown (1Y)Largest decline over 1 year | -13.68% | -8.89% | -4.79% |
Max Drawdown (3Y)Largest decline over 3 years | -24.48% | -18.74% | -5.74% |
Max Drawdown (5Y)Largest decline over 5 years | -25.80% | -24.51% | -1.29% |
Max Drawdown (10Y)Largest decline over 10 years | -39.87% | -33.80% | -6.07% |
Current DrawdownCurrent decline from peak | -6.43% | -2.09% | -4.34% |
Average DrawdownAverage peak-to-trough decline | -8.57% | -9.90% | +1.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.27% | 2.07% | +5.20% |
Volatility
OTCM vs. SWPPX - Volatility Comparison
Otc Markets Group (OTCM) has a higher volatility of 7.02% compared to Schwab S&P 500 Index Fund (SWPPX) at 3.49%. This indicates that OTCM'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
| OTCM | SWPPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.02% | 3.49% | +3.53% |
Volatility (6M)Calculated over the trailing 6-month period | 16.84% | 10.13% | +6.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.96% | 12.89% | +17.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.48% | 17.05% | +11.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.07% | 18.23% | +14.84% |
Dividends
OTCM vs. SWPPX - Dividend Comparison
OTCM's dividend yield for the trailing twelve months is around 5.04%, more than SWPPX's 1.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OTCM Otc Markets Group | 5.04% | 4.81% | 4.33% | 3.97% | 3.90% | 6.19% | 3.68% | 3.57% | 4.24% | 3.99% | 2.43% | 6.63% |
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
OTCM and SWPPX have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OTCM has higher volatility (7.02%) compared to SWPPX (3.49%). In terms of maximum drawdown, OTCM dropped -39.87% vs SWPPX's -55.06%.
SWPPX currently has the higher Sharpe Ratio (1.42 vs -0.08), 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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