SPCB vs. SWPPX
Compare and contrast key facts about SuperCom Ltd. (SPCB) and Schwab S&P 500 Index Fund (SWPPX).
SWPPX is managed by Charles Schwab.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SPCB or SWPPX.
Key characteristics
| SPCB | SWPPX | |
|---|---|---|
| YTD Return | -46.79% | 5.66% |
| 1Y Return | -83.27% | 23.68% |
| 3Y Return (Ann) | -75.36% | 7.92% |
| 5Y Return (Ann) | -57.14% | 13.12% |
| 10Y Return (Ann) | -44.66% | 12.35% |
| Sharpe Ratio | -0.44 | 1.88 |
| Daily Std Dev | 191.87% | 11.82% |
| Max Drawdown | -99.97% | -55.06% |
| Current Drawdown | -99.97% | -4.42% |
Correlation
The correlation between SPCB and SWPPX is 0.09, 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. SWPPX - Performance Comparison
In the year-to-date period, SPCB achieves a -46.79% return, which is significantly lower than SWPPX's 5.66% return. Over the past 10 years, SPCB has underperformed SWPPX with an annualized return of -44.66%, while SWPPX has yielded a comparatively higher 12.35% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SPCB vs. SWPPX - Risk-Adjusted Performance 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.
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 1.35%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 1.35% | 1.43% | 1.67% | 1.27% | 1.81% | 1.95% | 2.66% | 1.78% | 2.55% | 3.17% | 1.80% | 1.67% |
Drawdowns
SPCB vs. SWPPX - Drawdown Comparison
The maximum SPCB drawdown since its inception was -99.97%, 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. For additional features, visit the drawdowns tool.
Volatility
SPCB vs. SWPPX - Volatility Comparison
SuperCom Ltd. (SPCB) has a higher volatility of 86.25% compared to Schwab S&P 500 Index Fund (SWPPX) at 3.91%. 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.