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ROBO vs. SWPPX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Performance

ROBO vs. SWPPX - Performance Comparison

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

100.00%150.00%200.00%250.00%300.00%OctoberNovemberDecember2025FebruaryMarch
125.77%
292.18%
ROBO
SWPPX

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Risk-Adjusted Performance

undefined vs. SWPPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for undefined (undefined) 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.


Sharpe ratio
The chart of Sharpe ratio for ROBO, currently valued at -0.19, compared to the broader market0.002.004.00-0.191.01
The chart of Sortino ratio for ROBO, currently valued at -0.13, compared to the broader market-2.000.002.004.006.008.0010.00-0.131.40
The chart of Omega ratio for ROBO, currently valued at 0.98, compared to the broader market0.501.001.502.002.503.000.981.18
The chart of Calmar ratio for ROBO, currently valued at -0.12, compared to the broader market0.005.0010.0015.00-0.121.57
The chart of Martin ratio for ROBO, currently valued at -0.62, compared to the broader market0.0020.0040.0060.0080.00100.00-0.626.02
ROBO
SWPPX


Rolling 12-month Sharpe Ratio0.001.002.003.004.00OctoberNovemberDecember2025FebruaryMarch
-0.19
1.01
ROBO
SWPPX

Drawdowns

ROBO vs. SWPPX - Drawdown Comparison


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-22.13%
-6.54%
ROBO
SWPPX

Volatility

ROBO vs. SWPPX - Volatility Comparison

undefined (ROBO) has a higher volatility of 5.97% compared to Schwab S&P 500 Index Fund (SWPPX) at 4.52%. This indicates that ROBO'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.


2.00%3.00%4.00%5.00%6.00%7.00%OctoberNovemberDecember2025FebruaryMarch
5.97%
4.52%
ROBO
SWPPX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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