ROOT vs. SWVL

Last updated Aug 1, 2026

ROOT (Root, Inc.) and SWVL (Swvl Holdings Corp) are both stocks. ROOT operates in Insurance - Property & Casualty (Financial Services), while SWVL operates in Software - Application (Technology). Over the past 3 years, ROOT returned 70.47%/yr vs 7.21%/yr for SWVL. Their 0.15 correlation means their historical movements had little consistent relationship.

Performance

ROOT vs. SWVL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Root, Inc. (ROOT) and Swvl Holdings Corp (SWVL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ROOT achieves a -25.03% return, which is significantly higher than SWVL's -27.37% return.

ROOT

• 1D: -6.70%
• 1M: -12.28%
• 6M: -12.84%
• YTD: -25.03%
• 1Y: -53.61%
• 3Y*: 70.47%
• 5Y*: -16.98%
• 10Y*: —
• ALL TIME*: -31.25%

SWVL

• 1D: -0.72%
• 1M: -1.43%
• 6M: -23.76%
• YTD: -27.37%
• 1Y: -63.59%
• 3Y*: 7.21%
• 5Y*: —
• 10Y*: —
• ALL TIME*: -69.71%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
ROOT Root, Inc.	$10.74M	$12.78M	$15.16M
SWVL Swvl Holdings Corp	$23.56K	$24.90K	$42.75K

ROOT vs. SWVL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
ROOT Root, Inc.	-25.03%	-0.50%	592.65%	133.41%	-88.18%
SWVL Swvl Holdings Corp	-27.37%	-70.23%	281.39%	-51.14%	-98.60%

Correlation

The correlation between ROOT and SWVL is 0.15, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.15
Correlation (3Y) Balances recent behavior with more history.	0.14
Correlation (All Time) Calculated using the full available price history since Mar 31, 2022	0.15

Fundamentals

Market Cap ROOT : $759.19M SWVL : $13.75M
Total Revenue (TTM) ROOT : $1.56B SWVL : $18.26M
Gross Profit (TTM) ROOT : $279.50M SWVL : $3.93M
EBITDA (TTM) ROOT : $88.80M SWVL : -$3.28M

Return for Risk

ROOT vs. SWVL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ROOT

ROOT Risk / Return Rank: 12
ROOT Sharpe Ratio Rank: 10
ROOT Sortino Ratio Rank: 12
ROOT Omega Ratio Rank: 12
ROOT Calmar Ratio Rank: 11
ROOT Martin Ratio Rank: 17

SWVL

SWVL Risk / Return Rank: 8
SWVL Sharpe Ratio Rank: 8
SWVL Sortino Ratio Rank: 7
SWVL Omega Ratio Rank: 9
SWVL Calmar Ratio Rank: 5
SWVL Martin Ratio Rank: 12

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ROOT vs. SWVL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Root, Inc. (ROOT) and Swvl Holdings Corp (SWVL). 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.

	ROOT	SWVL	Difference
Sharpe ratio: Return per unit of total volatility	-0.80	-0.85	+0.04
Sortino ratio: Return per unit of downside risk	-1.07	-1.41	+0.34
Omega ratio: Gain probability vs. loss probability	0.87	0.84	+0.03
Calmar ratio: Return relative to maximum drawdown	-0.84	-0.95	+0.11
Martin ratio: Return relative to average drawdown	-1.18	-1.29	+0.12

ROOT vs. SWVL - Sharpe Ratio Comparison

The current ROOT Sharpe Ratio is -0.80, which is comparable to the SWVL Sharpe Ratio of -0.85. The chart below compares the historical Sharpe Ratios of ROOT and SWVL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ROOT vs. SWVL - Drawdown Comparison

The maximum ROOT drawdown since its inception was -99.29%, roughly equal to the maximum SWVL drawdown of -99.72%. Use the drawdown chart below to compare losses from any high point for ROOT and SWVL.

Drawdown Indicators

	ROOT	SWVL	Difference
Max Drawdown Largest peak-to-trough decline	-99.29%	-99.72%	+0.43%
Max Drawdown (1Y) Largest decline over 1 year	-65.58%	-68.79%	+3.21%
Max Drawdown (3Y) Largest decline over 3 years	-75.68%	-92.32%	+16.64%
Max Drawdown (5Y) Largest decline over 5 years	-97.46%	—	—
Current Drawdown Current decline from peak	-88.86%	-99.45%	+10.59%
Average Drawdown Average peak-to-trough decline	-83.84%	-93.84%	+10.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	47.02%	50.50%	-3.48%

Volatility

ROOT vs. SWVL - Volatility Comparison

Root, Inc. (ROOT) has a higher volatility of 19.08% compared to Swvl Holdings Corp (SWVL) at 17.62%. This indicates that ROOT's price experiences larger fluctuations and is considered to be riskier than SWVL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ROOT	SWVL	Difference
Volatility (1M) Calculated over the trailing 1-month period	19.08%	17.62%	+1.46%
Volatility (6M) Calculated over the trailing 6-month period	49.20%	56.56%	-7.36%
Volatility (1Y) Calculated over the trailing 1-year period	69.48%	77.48%	-8.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	101.91%	137.82%	-35.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	99.54%	137.82%	-38.28%

Dividends

ROOT vs. SWVL - Dividend Comparison

Neither ROOT nor SWVL has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both ROOT and SWVL in my portfolio?

ROOT and SWVL have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ROOT or SWVL?

ROOT has higher volatility (19.08%) compared to SWVL (17.62%). In terms of maximum drawdown, ROOT dropped -99.29% vs SWVL's -99.72%.

Which has better risk-adjusted returns?

ROOT currently has the higher Sharpe Ratio (-0.80 vs -0.85), 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.