SPOK vs. SCHX
Compare and contrast key facts about Spok Holdings, Inc. (SPOK) and Schwab U.S. Large-Cap ETF (SCHX).
SCHX is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Total Stock Market Index. It was launched on Nov 3, 2009.
Performance
SPOK vs. SCHX - Performance Comparison
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SPOK vs. SCHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPOK Spok Holdings, Inc. | -15.11% | -10.96% | 12.06% | 107.98% | 2.88% | -11.89% | -4.22% | -4.21% | -12.37% | -22.32% |
SCHX Schwab U.S. Large-Cap ETF | -4.45% | 17.46% | 24.88% | 26.84% | -19.41% | 26.81% | 20.81% | 31.22% | -4.66% | 21.95% |
Returns By Period
In the year-to-date period, SPOK achieves a -15.11% return, which is significantly lower than SCHX's -4.45% return. Over the past 10 years, SPOK has underperformed SCHX with an annualized return of 1.67%, while SCHX has yielded a comparatively higher 13.93% annualized return.
SPOK
- 1D
- -3.02%
- 1M
- -7.77%
- YTD
- -15.11%
- 6M
- -33.54%
- 1Y
- -27.65%
- 3Y*
- 11.40%
- 5Y*
- 10.38%
- 10Y*
- 1.67%
SCHX
- 1D
- 2.89%
- 1M
- -4.98%
- YTD
- -4.45%
- 6M
- -2.09%
- 1Y
- 17.48%
- 3Y*
- 18.24%
- 5Y*
- 11.12%
- 10Y*
- 13.93%
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Return for Risk
SPOK vs. SCHX — Risk / Return Rank
SPOK
SCHX
SPOK vs. SCHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Spok Holdings, Inc. (SPOK) and Schwab U.S. Large-Cap ETF (SCHX). 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.
| SPOK | SCHX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.82 | 0.96 | -1.78 |
Sortino ratioReturn per unit of downside risk | -1.00 | 1.46 | -2.46 |
Omega ratioGain probability vs. loss probability | 0.85 | 1.22 | -0.37 |
Calmar ratioReturn relative to maximum drawdown | -0.72 | 1.49 | -2.21 |
Martin ratioReturn relative to average drawdown | -1.44 | 6.98 | -8.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SPOK | SCHX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.82 | 0.96 | -1.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | 0.65 | -0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.05 | 0.77 | -0.72 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.07 | 0.80 | -0.73 |
Correlation
The correlation between SPOK and SCHX is 0.35, 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.
Dividends
SPOK vs. SCHX - Dividend Comparison
SPOK's dividend yield for the trailing twelve months is around 11.47%, more than SCHX's 1.17% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPOK Spok Holdings, Inc. | 11.47% | 9.48% | 7.79% | 8.07% | 15.26% | 5.36% | 4.49% | 4.09% | 3.77% | 3.19% | 3.61% | 3.41% |
SCHX Schwab U.S. Large-Cap ETF | 1.17% | 1.09% | 1.22% | 1.39% | 1.64% | 1.22% | 1.64% | 1.82% | 2.02% | 1.70% | 1.92% | 2.04% |
Drawdowns
SPOK vs. SCHX - Drawdown Comparison
The maximum SPOK drawdown since its inception was -73.90%, which is greater than SCHX's maximum drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for SPOK and SCHX.
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Drawdown Indicators
| SPOK | SCHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.90% | -34.33% | -39.57% |
Max Drawdown (1Y)Largest decline over 1 year | -37.82% | -12.19% | -25.63% |
Max Drawdown (5Y)Largest decline over 5 years | -40.54% | -25.41% | -15.13% |
Max Drawdown (10Y)Largest decline over 10 years | -62.99% | -34.33% | -28.66% |
Current DrawdownCurrent decline from peak | -37.82% | -6.40% | -31.42% |
Average DrawdownAverage peak-to-trough decline | -28.02% | -4.00% | -24.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.91% | 2.60% | +16.31% |
Volatility
SPOK vs. SCHX - Volatility Comparison
Spok Holdings, Inc. (SPOK) has a higher volatility of 6.77% compared to Schwab U.S. Large-Cap ETF (SCHX) at 5.31%. This indicates that SPOK's price experiences larger fluctuations and is considered to be riskier than SCHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPOK | SCHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.77% | 5.31% | +1.46% |
Volatility (6M)Calculated over the trailing 6-month period | 25.30% | 9.64% | +15.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.87% | 18.33% | +15.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.18% | 17.14% | +17.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.30% | 18.13% | +18.17% |