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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SPOK or SCHX.
Key characteristics
| SPOK | SCHX | |
|---|---|---|
| YTD Return | 5.76% | 18.52% |
| 1Y Return | 13.39% | 26.45% |
| 3Y Return (Ann) | 28.89% | 8.90% |
| 5Y Return (Ann) | 13.62% | 14.92% |
| 10Y Return (Ann) | 6.85% | 12.81% |
| Sharpe Ratio | 0.47 | 2.12 |
| Daily Std Dev | 34.03% | 12.96% |
| Max Drawdown | -90.59% | -34.33% |
| Current Drawdown | -8.89% | -0.60% |
Correlation
The correlation between SPOK and SCHX is 0.36, 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
SPOK vs. SCHX - Performance Comparison
In the year-to-date period, SPOK achieves a 5.76% return, which is significantly lower than SCHX's 18.52% return. Over the past 10 years, SPOK has underperformed SCHX with an annualized return of 6.85%, while SCHX has yielded a comparatively higher 12.81% 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
SPOK vs. SCHX - Risk-Adjusted Performance 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.
Dividends
SPOK vs. SCHX - Dividend Comparison
SPOK's dividend yield for the trailing twelve months is around 8.10%, more than SCHX's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPOK Spok Holdings, Inc. | 8.10% | 8.07% | 15.26% | 5.36% | 4.49% | 4.09% | 3.77% | 3.19% | 3.59% | 3.36% | 2.82% | 3.43% |
SCHX Schwab U.S. Large-Cap ETF | 1.23% | 1.39% | 1.64% | 1.22% | 1.64% | 1.82% | 2.17% | 1.70% | 2.39% | 2.04% | 1.76% | 1.65% |
Drawdowns
SPOK vs. SCHX - Drawdown Comparison
The maximum SPOK drawdown since its inception was -90.59%, 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. For additional features, visit the drawdowns tool.
Volatility
SPOK vs. SCHX - Volatility Comparison
Spok Holdings, Inc. (SPOK) has a higher volatility of 6.35% compared to Schwab U.S. Large-Cap ETF (SCHX) at 4.36%. 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.