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SPCB vs. SRTS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SPCB and SRTS is 0.12, 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.


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.

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Key characteristics

Sharpe Ratio

SPCB:

0.77

SRTS:

-0.24

Sortino Ratio

SPCB:

2.26

SRTS:

0.22

Omega Ratio

SPCB:

1.26

SRTS:

1.03

Calmar Ratio

SPCB:

1.19

SRTS:

-0.17

Martin Ratio

SPCB:

3.38

SRTS:

-0.42

Ulcer Index

SPCB:

35.11%

SRTS:

28.29%

Daily Std Dev

SPCB:

130.25%

SRTS:

66.84%

Max Drawdown

SPCB:

-99.98%

SRTS:

-87.51%

Current Drawdown

SPCB:

-99.93%

SRTS:

-68.20%

Fundamentals

Market Cap

SPCB:

$44.04M

SRTS:

$78.28M

EPS

SPCB:

$0.78

SRTS:

$0.11

PE Ratio

SPCB:

11.87

SRTS:

43.27

PEG Ratio

SPCB:

0.00

SRTS:

0.00

PS Ratio

SPCB:

1.58

SRTS:

1.98

PB Ratio

SPCB:

1.27

SRTS:

1.48

Total Revenue (TTM)

SPCB:

$14.46M

SRTS:

$39.49M

Gross Profit (TTM)

SPCB:

$6.90M

SRTS:

$22.12M

EBITDA (TTM)

SPCB:

$1.95M

SRTS:

$2.79M

Returns By Period

In the year-to-date period, SPCB achieves a 92.12% return, which is significantly higher than SRTS's -31.21% return.


SPCB

YTD

92.12%

1M

65.95%

6M

153.01%

1Y

115.85%

3Y*

-48.55%

5Y*

-46.54%

10Y*

-42.91%

SRTS

YTD

-31.21%

1M

9.93%

6M

-44.07%

1Y

-12.18%

3Y*

-18.12%

5Y*

14.77%

10Y*

N/A

*Annualized

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SuperCom Ltd.

Sensus Healthcare, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

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 8383
Overall Rank
The Sharpe Ratio Rank of SPCB is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of SPCB is 8888
Sortino Ratio Rank
The Omega Ratio Rank of SPCB is 8484
Omega Ratio Rank
The Calmar Ratio Rank of SPCB is 8585
Calmar Ratio Rank
The Martin Ratio Rank of SPCB is 8080
Martin Ratio Rank

SRTS
The Risk-Adjusted Performance Rank of SRTS is 4141
Overall Rank
The Sharpe Ratio Rank of SRTS is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of SRTS is 4242
Sortino Ratio Rank
The Omega Ratio Rank of SRTS is 4242
Omega Ratio Rank
The Calmar Ratio Rank of SRTS is 4040
Calmar Ratio Rank
The Martin Ratio Rank of SRTS is 4141
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.


The current SPCB Sharpe Ratio is 0.77, which is higher than the SRTS Sharpe Ratio of -0.24. 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

SPCB vs. SRTS - Volatility Comparison

SuperCom Ltd. (SPCB) has a higher volatility of 23.56% compared to Sensus Healthcare, Inc. (SRTS) at 14.19%. This indicates that SPCB's price experiences larger fluctuations and is considered to be riskier than SRTS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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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


2.00M4.00M6.00M8.00M10.00M12.00M14.00M20212022202320242025
6.91M
8.34M
(SPCB) Total Revenue
(SRTS) Total Revenue
Values in USD except per share items