PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SPCB vs. SRTS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SPCB and SRTS is 0.07, 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.


-0.50.00.51.00.1

Performance

SPCB vs. SRTS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SuperCom Ltd. (SPCB) and Sensus Healthcare, Inc. (SRTS). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%100.00%150.00%200.00%250.00%300.00%SeptemberOctoberNovemberDecember2025February
205.36%
-18.00%
SPCB
SRTS

Key characteristics

Sharpe Ratio

SPCB:

1.36

SRTS:

0.21

Sortino Ratio

SPCB:

2.83

SRTS:

0.94

Omega Ratio

SPCB:

1.35

SRTS:

1.13

Calmar Ratio

SPCB:

2.05

SRTS:

0.23

Martin Ratio

SPCB:

4.46

SRTS:

1.01

Ulcer Index

SPCB:

46.03%

SRTS:

17.95%

Daily Std Dev

SPCB:

150.94%

SRTS:

84.22%

Max Drawdown

SPCB:

-99.98%

SRTS:

-87.51%

Current Drawdown

SPCB:

-99.91%

SRTS:

-62.86%

Fundamentals

Market Cap

SPCB:

$7.57M

SRTS:

$94.19M

EPS

SPCB:

$21.93

SRTS:

$0.41

PE Ratio

SPCB:

0.17

SRTS:

13.93

PEG Ratio

SPCB:

0.00

SRTS:

0.00

Total Revenue (TTM)

SPCB:

$14.40M

SRTS:

$28.74M

Gross Profit (TTM)

SPCB:

$7.53M

SRTS:

$17.33M

EBITDA (TTM)

SPCB:

$1.85M

SRTS:

$6.48M

Returns By Period

In the year-to-date period, SPCB achieves a 134.23% return, which is significantly higher than SRTS's -19.65% return.


SPCB

YTD

134.23%

1M

-23.61%

6M

206.79%

1Y

210.16%

5Y*

-37.83%

10Y*

-39.05%

SRTS

YTD

-19.65%

1M

-18.71%

6M

-17.99%

1Y

19.06%

5Y*

5.14%

10Y*

N/A

*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

SPCB vs. SRTS — Risk-Adjusted Performance Rank

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

SPCB
The Risk-Adjusted Performance Rank of SPCB is 8686
Overall Rank
The Sharpe Ratio Rank of SPCB is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of SPCB is 9090
Sortino Ratio Rank
The Omega Ratio Rank of SPCB is 8888
Omega Ratio Rank
The Calmar Ratio Rank of SPCB is 9090
Calmar Ratio Rank
The Martin Ratio Rank of SPCB is 7979
Martin Ratio Rank

SRTS
The Risk-Adjusted Performance Rank of SRTS is 5757
Overall Rank
The Sharpe Ratio Rank of SRTS is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of SRTS is 5858
Sortino Ratio Rank
The Omega Ratio Rank of SRTS is 5858
Omega Ratio Rank
The Calmar Ratio Rank of SRTS is 5757
Calmar Ratio Rank
The Martin Ratio Rank of SRTS is 5858
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.

SPCB vs. SRTS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SuperCom Ltd. (SPCB) and Sensus Healthcare, Inc. (SRTS). 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 SPCB, currently valued at 1.36, compared to the broader market-2.000.002.001.360.21
The chart of Sortino ratio for SPCB, currently valued at 2.83, compared to the broader market-4.00-2.000.002.004.006.002.830.94
The chart of Omega ratio for SPCB, currently valued at 1.35, compared to the broader market0.501.001.502.001.351.13
The chart of Calmar ratio for SPCB, currently valued at 2.06, compared to the broader market0.002.004.006.002.060.23
The chart of Martin ratio for SPCB, currently valued at 4.46, compared to the broader market-10.000.0010.0020.0030.004.461.01
SPCB
SRTS

The current SPCB Sharpe Ratio is 1.36, which is higher than the SRTS Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of SPCB and SRTS, 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
1.36
0.21
SPCB
SRTS

Dividends

SPCB vs. SRTS - Dividend Comparison

Neither SPCB nor SRTS has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SPCB vs. SRTS - Drawdown Comparison

The maximum SPCB drawdown since its inception was -99.98%, which is greater than SRTS's maximum drawdown of -87.51%. Use the drawdown chart below to compare losses from any high point for SPCB and SRTS. For additional features, visit the drawdowns tool.


-100.00%-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%SeptemberOctoberNovemberDecember2025February
-98.71%
-62.86%
SPCB
SRTS

Volatility

SPCB vs. SRTS - Volatility Comparison

The current volatility for SuperCom Ltd. (SPCB) is 41.09%, while Sensus Healthcare, Inc. (SRTS) has a volatility of 46.55%. This indicates that SPCB experiences smaller price fluctuations and is considered to be less risky than SRTS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2025February
41.09%
46.55%
SPCB
SRTS

Financials

SPCB vs. SRTS - Financials Comparison

This section allows you to compare key financial metrics between SuperCom Ltd. and Sensus Healthcare, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab