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SPOK vs. SURG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SPOK vs. SURG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Spok Holdings, Inc. (SPOK) and SurgePays, Inc. (SURG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPOK achieves a -15.10% return, which is significantly higher than SURG's -68.53% return.


SPOK

1D
-3.29%
1M
1.12%
YTD
-15.10%
6M
-14.65%
1Y
-27.45%
3Y*
4.01%
5Y*
9.05%
10Y*
2.05%

SURG

1D
-5.57%
1M
-7.02%
YTD
-68.53%
6M
-69.97%
1Y
-82.12%
3Y*
-58.84%
5Y*
-42.05%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPOK vs. SURG - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SPOK
Spok Holdings, Inc.
-15.10%-10.96%12.06%107.98%2.88%-11.89%-4.22%-4.21%-10.37%
SURG
SurgePays, Inc.
-68.53%-6.18%-72.40%-1.68%224.75%-65.62%-60.83%-21.05%-69.84%

Correlation

The correlation between SPOK and SURG is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.11

Correlation (3Y)
Calculated over the trailing 3-year period

0.23

Correlation (5Y)
Calculated over the trailing 5-year period

0.16

Correlation (All Time)
Calculated using the full available price history since Jan 17, 2018

0.11

The correlation between SPOK and SURG shifts across timeframes, from 0.11 (all time) to 0.23 (3 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

SPOK:

$0.60

SURG:

-$2.12

PS Ratio

SPOK:

1.63

SURG:

0.21

Total Revenue (TTM)

SPOK:

$136.64M

SURG:

$50.37M

Gross Profit (TTM)

SPOK:

$113.27M

SURG:

-$19.42M

EBITDA (TTM)

SPOK:

$21.05M

SURG:

-$40.48M

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Return for Risk

SPOK vs. SURG — Risk / Return Rank

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

SPOK
SPOK Risk / Return Rank: 1111
Overall Rank
SPOK Sharpe Ratio Rank: 66
Sharpe Ratio Rank
SPOK Sortino Ratio Rank: 1010
Sortino Ratio Rank
SPOK Omega Ratio Rank: 88
Omega Ratio Rank
SPOK Calmar Ratio Rank: 1515
Calmar Ratio Rank
SPOK Martin Ratio Rank: 1717
Martin Ratio Rank

SURG
SURG Risk / Return Rank: 55
Overall Rank
SURG Sharpe Ratio Rank: 77
Sharpe Ratio Rank
SURG Sortino Ratio Rank: 44
Sortino Ratio Rank
SURG Omega Ratio Rank: 44
Omega Ratio Rank
SURG Calmar Ratio Rank: 33
Calmar Ratio Rank
SURG Martin Ratio Rank: 55
Martin Ratio Rank
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.

SPOK vs. SURG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Spok Holdings, Inc. (SPOK) and SurgePays, Inc. (SURG). 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.


SPOKSURGDifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

+0.54

Omega ratioGain probability vs. loss probability

0.83

0.77

+0.07

Calmar ratioReturn relative to maximum drawdown

-0.69

-0.96

+0.27

Martin ratioReturn relative to average drawdown

-1.13

-1.55

+0.42

SPOK vs. SURG - Sharpe Ratio Comparison

The current SPOK Sharpe Ratio is -0.93, which is comparable to the SURG Sharpe Ratio of -0.87. The chart below compares the historical Sharpe Ratios of SPOK and SURG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SPOKSURGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.93

-0.87

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

-0.44

+0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

-0.41

+0.48

Drawdowns

SPOK vs. SURG - Drawdown Comparison

The maximum SPOK drawdown since its inception was -73.90%, smaller than the maximum SURG drawdown of -99.21%. Use the drawdown chart below to compare losses from any high point for SPOK and SURG.


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Drawdown Indicators


SPOKSURGDifference

Max Drawdown

Largest peak-to-trough decline

-73.90%

-99.21%

+25.31%

Max Drawdown (1Y)

Largest decline over 1 year

-39.88%

-85.42%

+45.54%

Max Drawdown (3Y)

Largest decline over 3 years

-39.88%

-94.42%

+54.54%

Max Drawdown (5Y)

Largest decline over 5 years

-39.88%

-94.42%

+54.54%

Max Drawdown (10Y)

Largest decline over 10 years

-62.99%

Current Drawdown

Current decline from peak

-37.82%

-99.17%

+61.35%

Average Drawdown

Average peak-to-trough decline

-28.09%

-85.39%

+57.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.28%

52.80%

-28.52%

Volatility

SPOK vs. SURG - Volatility Comparison

The current volatility for Spok Holdings, Inc. (SPOK) is 6.60%, while SurgePays, Inc. (SURG) has a volatility of 20.45%. This indicates that SPOK experiences smaller price fluctuations and is considered to be less risky than SURG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPOKSURGDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.60%

20.45%

-13.85%

Volatility (6M)

Calculated over the trailing 6-month period

20.91%

86.55%

-65.64%

Volatility (1Y)

Calculated over the trailing 1-year period

29.53%

94.05%

-64.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.11%

95.83%

-61.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.28%

107.67%

-71.39%

Dividends

SPOK vs. SURG - Dividend Comparison

SPOK's dividend yield for the trailing twelve months is around 11.80%, while SURG has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
SPOK
Spok Holdings, Inc.
11.80%9.48%7.79%8.07%15.26%5.36%4.49%4.09%3.77%3.19%3.61%3.41%
SURG
SurgePays, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

SPOK vs. SURG - Financials Comparison

This section allows you to compare key financial metrics between Spok Holdings, Inc. and SurgePays, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0010.00M20.00M30.00M40.00M20222023202420252026
33.23M
18.68M
(SPOK) Total Revenue
(SURG) Total Revenue
Values in USD except per share items

Frequently Asked Questions


SPOK and SURG have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SURG has higher volatility (20.45%) compared to SPOK (6.60%). In terms of maximum drawdown, SPOK dropped -73.90% vs SURG's -99.21%.

SURG currently has the higher Sharpe Ratio (-0.87 vs -0.93), 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.

Portfolio Optimizer

Find the right allocation for SPOK and SURG

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