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

Correlation

The correlation between SHCO and SWPPX is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

SHCO vs. SWPPX - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
26.72%
7.40%
SHCO
SWPPX

Key characteristics

Sharpe Ratio

SHCO:

0.51

SWPPX:

1.75

Sortino Ratio

SHCO:

1.53

SWPPX:

2.35

Omega Ratio

SHCO:

1.19

SWPPX:

1.32

Calmar Ratio

SHCO:

0.54

SWPPX:

2.66

Martin Ratio

SHCO:

2.78

SWPPX:

10.97

Ulcer Index

SHCO:

13.21%

SWPPX:

2.05%

Daily Std Dev

SHCO:

71.83%

SWPPX:

12.89%

Max Drawdown

SHCO:

-77.48%

SWPPX:

-55.06%

Current Drawdown

SHCO:

-46.59%

SWPPX:

-2.12%

Returns By Period

In the year-to-date period, SHCO achieves a 1.88% return, which is significantly lower than SWPPX's 2.41% return.


SHCO

YTD

1.88%

1M

-1.81%

6M

26.71%

1Y

33.63%

5Y*

N/A

10Y*

N/A

SWPPX

YTD

2.41%

1M

-1.09%

6M

7.40%

1Y

19.76%

5Y*

14.27%

10Y*

12.77%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

SHCO vs. SWPPX — Risk-Adjusted Performance Rank

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

SHCO
The Risk-Adjusted Performance Rank of SHCO is 6969
Overall Rank
The Sharpe Ratio Rank of SHCO is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of SHCO is 7272
Sortino Ratio Rank
The Omega Ratio Rank of SHCO is 6969
Omega Ratio Rank
The Calmar Ratio Rank of SHCO is 6969
Calmar Ratio Rank
The Martin Ratio Rank of SHCO is 7272
Martin Ratio Rank

SWPPX
The Risk-Adjusted Performance Rank of SWPPX is 8686
Overall Rank
The Sharpe Ratio Rank of SWPPX is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of SWPPX is 8282
Sortino Ratio Rank
The Omega Ratio Rank of SWPPX is 8383
Omega Ratio Rank
The Calmar Ratio Rank of SWPPX is 8989
Calmar Ratio Rank
The Martin Ratio Rank of SWPPX is 9090
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.

SHCO vs. SWPPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Soho House & Co Inc. (SHCO) 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 SHCO, currently valued at 0.51, compared to the broader market-2.000.002.000.511.75
The chart of Sortino ratio for SHCO, currently valued at 1.53, compared to the broader market-4.00-2.000.002.004.006.001.532.35
The chart of Omega ratio for SHCO, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.32
The chart of Calmar ratio for SHCO, currently valued at 0.54, compared to the broader market0.002.004.006.000.542.66
The chart of Martin ratio for SHCO, currently valued at 2.78, compared to the broader market-10.000.0010.0020.0030.002.7810.97
SHCO
SWPPX

The current SHCO Sharpe Ratio is 0.51, which is lower than the SWPPX Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of SHCO 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 Ratio-1.000.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.51
1.75
SHCO
SWPPX

Dividends

SHCO vs. SWPPX - Dividend Comparison

SHCO has not paid dividends to shareholders, while SWPPX's dividend yield for the trailing twelve months is around 1.20%.


TTM20242023202220212020201920182017201620152014
SHCO
Soho House & Co Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SWPPX
Schwab S&P 500 Index Fund
1.20%1.23%1.43%1.67%1.17%1.81%1.77%2.20%1.75%1.99%2.15%1.80%

Drawdowns

SHCO vs. SWPPX - Drawdown Comparison

The maximum SHCO drawdown since its inception was -77.48%, which is greater than SWPPX's maximum drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for SHCO and SWPPX. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-46.59%
-2.12%
SHCO
SWPPX

Volatility

SHCO vs. SWPPX - Volatility Comparison

Soho House & Co Inc. (SHCO) has a higher volatility of 14.16% compared to Schwab S&P 500 Index Fund (SWPPX) at 3.43%. This indicates that SHCO'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.


0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
14.16%
3.43%
SHCO
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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