SPCB vs. IAK
SPCB (SuperCom Ltd.) is a stock, while IAK (iShares U.S. Insurance ETF) is Financials Equities fund tracking the Dow Jones U.S. Select Insurance Index. Over the past 10 years, SPCB returned -33.87%/yr vs 13.18%/yr for IAK. Their 0.04 correlation means their historical movements had little consistent relationship.
Performance
SPCB vs. IAK - Performance Comparison
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Returns By Period
In the year-to-date period, SPCB achieves a 19.89% return, which is significantly higher than IAK's 10.11% return. Over the past 10 years, SPCB has underperformed IAK with an annualized return of -33.87%, while IAK has yielded a comparatively higher 13.18% annualized return.
SPCB
- 1D
- 1.31%
- 1M
- -4.32%
- 6M
- 15.67%
- YTD
- 19.89%
- 1Y
- 25.00%
- 3Y*
- -13.87%
- 5Y*
- -46.61%
- 10Y*
- -33.87%
- ALL TIME*
- -28.02%
IAK
- 1D
- 0.03%
- 1M
- -0.03%
- 6M
- 12.56%
- YTD
- 10.11%
- 1Y
- 19.67%
- 3Y*
- 19.67%
- 5Y*
- 15.99%
- 10Y*
- 13.18%
- ALL TIME*
- 7.39%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $15.27M | $20.59M | $12.29M | |
SPCB SuperCom Ltd. | $678.39K | $885.76K | $940.19K |
SPCB vs. IAK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPCB SuperCom Ltd. | 19.89% | 87.76% | -37.60% | -78.30% | -67.93% | -46.12% | 66.13% | -55.07% | -64.71% | 15.34% |
IAK iShares U.S. Insurance ETF | 10.11% | 9.50% | 28.25% | 11.28% | 11.33% | 26.84% | -2.86% | 25.94% | -11.48% | 14.18% |
Correlation
The correlation between SPCB and IAK is -0.10, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.10 |
Correlation (3Y) Balances recent behavior with more history. | -0.09 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.01 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.03 |
Correlation (All Time) Calculated using the full available price history since May 5, 2006 | 0.04 |
The correlation between SPCB and IAK shifts across timeframes, from -0.10 (1 year) to 0.04 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SPCB vs. IAK — Risk / Return Rank
SPCB
IAK
SPCB vs. IAK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SuperCom Ltd. (SPCB) and iShares U.S. Insurance ETF (IAK). 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.
| SPCB | IAK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.89 | ||
| Sortino ratioReturn per unit of downside risk | -0.73 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.22 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 0.55 | 2.59 | -2.04 |
| Martin ratioReturn relative to average drawdown | 0.96 | 6.29 | -5.34 |
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Drawdowns
SPCB vs. IAK - Drawdown Comparison
The maximum SPCB drawdown since its inception was -99.98%, which is greater than IAK's maximum drawdown of -77.38%. Use the drawdown chart below to compare losses from any high point for SPCB and IAK.
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Drawdown Indicators
| SPCB | IAK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.98% | -77.38% | -22.60% |
Max Drawdown (1Y)Largest decline over 1 year | -45.37% | -7.62% | -37.75% |
Max Drawdown (3Y)Largest decline over 3 years | -84.72% | -11.58% | -73.14% |
Max Drawdown (5Y)Largest decline over 5 years | -98.92% | -14.76% | -84.16% |
Max Drawdown (10Y)Largest decline over 10 years | -99.69% | -44.95% | -54.74% |
Current DrawdownCurrent decline from peak | -99.91% | -3.20% | -96.71% |
Average DrawdownAverage peak-to-trough decline | -91.54% | -16.01% | -75.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.19% | 3.13% | +23.06% |
Volatility
SPCB vs. IAK - Volatility Comparison
SuperCom Ltd. (SPCB) has a higher volatility of 21.21% compared to iShares U.S. Insurance ETF (IAK) at 6.56%. This indicates that SPCB's price experiences larger fluctuations and is considered to be riskier than IAK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPCB | IAK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.21% | 6.56% | +14.65% |
Volatility (6M)Calculated over the trailing 6-month period | 48.08% | 12.42% | +35.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 71.47% | 15.99% | +55.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 122.77% | 18.13% | +104.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 114.95% | 20.92% | +94.03% |
Dividends
SPCB vs. IAK - Dividend Comparison
SPCB has not paid dividends to shareholders, while IAK's dividend yield for the trailing twelve months is around 2.42%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IAK iShares U.S. Insurance ETF | 2.42% | 1.69% | 1.49% | 1.44% | 1.69% | 2.26% | 2.07% | 1.84% | 2.33% | 1.62% | 1.68% | 1.62% |
SPCB SuperCom Ltd. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SPCB and IAK 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.
SPCB has higher volatility (21.21%) compared to IAK (6.56%). In terms of maximum drawdown, SPCB dropped -99.98% vs IAK's -77.38%.
IAK currently has the higher Sharpe Ratio (1.24 vs 0.35), 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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