SPCB vs. SWPPX

In the year-to-date period, SPCB achieves a 92.12% return, which is significantly higher than SWPPX's 1.05% return. Over the past 10 years, SPCB has underperformed SWPPX with an annualized return of -42.91%, while SWPPX has yielded a comparatively higher 12.80% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for SuperCom Ltd. (SPCB) 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.

The current SPCB Sharpe Ratio is 0.77, which is comparable to the SWPPX Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of SPCB 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.

SPCB has not paid dividends to shareholders, while SWPPX's dividend yield for the trailing twelve months is around 1.22%.

The maximum SPCB drawdown since its inception was -99.98%, which is greater than SWPPX's maximum drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for SPCB and SWPPX.

SuperCom Ltd. (SPCB) has a higher volatility of 23.56% compared to Schwab S&P 500 Index Fund (SWPPX) at 4.77%. This indicates that SPCB'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.