SPCB vs. SWPPX

Last updated Jun 4, 2026

SPCB (SuperCom Ltd.) is a stock, while SWPPX (Schwab S&P 500 Index Fund) is Large Cap Blend Equities fund tracking the S&P 500 Index. Over the past 10 years, SPCB returned -34.51%/yr vs 15.63%/yr for SWPPX. At a 0.10 correlation, their price movements are largely independent.

Performance

SPCB vs. SWPPX - Performance Comparison

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

Returns By Period

In the year-to-date period, SPCB achieves a 22.54% return, which is significantly higher than SWPPX's 11.69% return. Over the past 10 years, SPCB has underperformed SWPPX with an annualized return of -34.51%, while SWPPX has yielded a comparatively higher 15.63% annualized return.

SPCB

• 1D: -7.20%
• 1M: 21.73%
• YTD: 22.54%
• 6M: 19.06%
• 1Y: 13.11%
• 3Y*: -21.81%
• 5Y*: -46.95%
• 10Y*: -34.51%

SWPPX

• 1D: 0.15%
• 1M: 5.83%
• YTD: 11.69%
• 6M: 11.71%
• 1Y: 28.97%
• 3Y*: 22.73%
• 5Y*: 14.26%
• 10Y*: 15.63%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SPCB vs. SWPPX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SPCB SuperCom Ltd.	22.54%	87.76%	-37.60%	-78.30%	-67.93%	-46.12%	66.13%	-55.07%	-64.71%	15.34%
SWPPX Schwab S&P 500 Index Fund	11.69%	17.87%	24.96%	26.26%	-18.14%	28.67%	18.38%	31.46%	-4.47%	21.81%

Correlation

The correlation between SPCB and SWPPX is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.32
Correlation (3Y) Calculated over the trailing 3-year period	0.14
Correlation (5Y) Calculated over the trailing 5-year period	0.18
Correlation (10Y) Calculated over the trailing 10-year period	0.14
Correlation (All Time) Calculated using the full available price history since Feb 18, 2005	0.10

Over the past year, SPCB and SWPPX have become more correlated (0.32) than their long-term average of 0.10, meaning their price movements have been converging.

Return for Risk

SPCB vs. SWPPX — Risk / Return Rank

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

SPCB

SPCB Risk / Return Rank: 48
SPCB Sharpe Ratio Rank: 47
SPCB Sortino Ratio Rank: 50
SPCB Omega Ratio Rank: 46
SPCB Calmar Ratio Rank: 48
SPCB Martin Ratio Rank: 46

SWPPX

SWPPX Risk / Return Rank: 73
SWPPX Sharpe Ratio Rank: 75
SWPPX Sortino Ratio Rank: 67
SWPPX Omega Ratio Rank: 67
SWPPX Calmar Ratio Rank: 74
SWPPX Martin Ratio Rank: 83

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SPCB vs. SWPPX - Risk-Adjusted Trends Comparison

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.

	SPCB	SWPPX	Difference
Sharpe ratio Return per unit of total volatility	0.19	2.52	-2.33
Sortino ratio Return per unit of downside risk	0.84	3.41	-2.57
Omega ratio Gain probability vs. loss probability	1.09	1.46	-0.37
Calmar ratio Return relative to maximum drawdown	0.29	3.36	-3.07
Martin ratio Return relative to average drawdown	0.50	15.67	-15.17
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SPCB vs. SWPPX - Sharpe Ratio Comparison

The current SPCB Sharpe Ratio is 0.19, which is lower than the SWPPX Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of SPCB and SWPPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SPCB	SWPPX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.19	2.52	-2.33
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.39	0.85	-1.23
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.30	0.86	-1.16
Sharpe Ratio (All Time) Calculated using the full available price history	-0.15	0.51	-0.66

Drawdowns

SPCB vs. SWPPX - Drawdown Comparison

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.

Drawdown Indicators

	SPCB	SWPPX	Difference
Max Drawdown Largest peak-to-trough decline	-99.98%	-55.06%	-44.92%
Max Drawdown (1Y) Largest decline over 1 year	-45.37%	-8.89%	-36.48%
Max Drawdown (3Y) Largest decline over 3 years	-88.10%	-18.74%	-69.36%
Max Drawdown (5Y) Largest decline over 5 years	-99.09%	-24.51%	-74.58%
Max Drawdown (10Y) Largest decline over 10 years	-99.69%	-33.80%	-65.89%
Current Drawdown Current decline from peak	-99.91%	0.00%	-99.91%
Average Drawdown Average peak-to-trough decline	-91.50%	-9.95%	-81.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	26.33%	1.90%	+24.43%

Volatility

SPCB vs. SWPPX - Volatility Comparison

SuperCom Ltd. (SPCB) has a higher volatility of 20.89% compared to Schwab S&P 500 Index Fund (SWPPX) at 2.83%. 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.

Volatility by Period

	SPCB	SWPPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	20.89%	2.83%	+18.06%
Volatility (6M) Calculated over the trailing 6-month period	42.99%	8.98%	+34.01%
Volatility (1Y) Calculated over the trailing 1-year period	70.13%	11.87%	+58.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	122.13%	16.93%	+105.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	114.54%	18.23%	+96.31%

Dividends

SPCB vs. SWPPX - Dividend Comparison

SPCB has not paid dividends to shareholders, while SWPPX's dividend yield for the trailing twelve months is around 0.99%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
SWPPX Schwab S&P 500 Index Fund	0.99%	1.11%	1.23%	1.43%	1.67%	1.27%	1.81%	1.95%	2.67%	1.79%	2.55%	3.17%

Frequently Asked Questions

Can I hold both SPCB and SWPPX in my portfolio?

SPCB and SWPPX have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SPCB or SWPPX?

SPCB has higher volatility (20.89%) compared to SWPPX (2.83%). In terms of maximum drawdown, SPCB dropped -99.98% vs SWPPX's -55.06%.

Which has better risk-adjusted returns?

SWPPX currently has the higher Sharpe Ratio (2.52 vs 0.19), 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.