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SRTS vs. SPCB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SRTS and SPCB is 0.12, 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

SRTS vs. SPCB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sensus Healthcare, Inc. (SRTS) and SuperCom Ltd. (SPCB). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

SRTS:

-0.19

SPCB:

0.93

Sortino Ratio

SRTS:

0.11

SPCB:

2.31

Omega Ratio

SRTS:

1.02

SPCB:

1.27

Calmar Ratio

SRTS:

-0.22

SPCB:

1.26

Martin Ratio

SRTS:

-0.57

SPCB:

3.57

Ulcer Index

SRTS:

28.45%

SPCB:

35.18%

Daily Std Dev

SRTS:

66.84%

SPCB:

129.75%

Max Drawdown

SRTS:

-87.51%

SPCB:

-99.98%

Current Drawdown

SRTS:

-68.47%

SPCB:

-99.93%

Fundamentals

Market Cap

SRTS:

$77.62M

SPCB:

$41.86M

EPS

SRTS:

$0.11

SPCB:

$0.78

PE Ratio

SRTS:

42.91

SPCB:

12.06

PEG Ratio

SRTS:

0.00

SPCB:

0.00

PS Ratio

SRTS:

1.97

SPCB:

1.50

PB Ratio

SRTS:

1.46

SPCB:

1.18

Total Revenue (TTM)

SRTS:

$39.49M

SPCB:

$14.46M

Gross Profit (TTM)

SRTS:

$22.12M

SPCB:

$6.90M

EBITDA (TTM)

SRTS:

$2.79M

SPCB:

$1.95M

Returns By Period

In the year-to-date period, SRTS achieves a -31.79% return, which is significantly lower than SPCB's 95.23% return.


SRTS

YTD

-31.79%

1M

9.01%

6M

-44.86%

1Y

-12.92%

3Y*

-18.53%

5Y*

9.49%

10Y*

N/A

SPCB

YTD

95.23%

1M

64.80%

6M

176.76%

1Y

119.35%

3Y*

-47.96%

5Y*

-46.66%

10Y*

-43.36%

*Annualized

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Sensus Healthcare, Inc.

SuperCom Ltd.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

SRTS vs. SPCB — Risk-Adjusted Performance Rank

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

SRTS
The Risk-Adjusted Performance Rank of SRTS is 3838
Overall Rank
The Sharpe Ratio Rank of SRTS is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of SRTS is 3939
Sortino Ratio Rank
The Omega Ratio Rank of SRTS is 3939
Omega Ratio Rank
The Calmar Ratio Rank of SRTS is 3636
Calmar Ratio Rank
The Martin Ratio Rank of SRTS is 3838
Martin Ratio Rank

SPCB
The Risk-Adjusted Performance Rank of SPCB is 8484
Overall Rank
The Sharpe Ratio Rank of SPCB is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of SPCB is 8989
Sortino Ratio Rank
The Omega Ratio Rank of SPCB is 8484
Omega Ratio Rank
The Calmar Ratio Rank of SPCB is 8787
Calmar Ratio Rank
The Martin Ratio Rank of SPCB is 8181
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SRTS vs. SPCB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sensus Healthcare, Inc. (SRTS) and SuperCom Ltd. (SPCB). 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.


The current SRTS Sharpe Ratio is -0.19, which is lower than the SPCB Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of SRTS and SPCB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

SRTS vs. SPCB - Dividend Comparison

Neither SRTS nor SPCB has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SRTS vs. SPCB - Drawdown Comparison

The maximum SRTS drawdown since its inception was -87.51%, smaller than the maximum SPCB drawdown of -99.98%. Use the drawdown chart below to compare losses from any high point for SRTS and SPCB.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

SRTS vs. SPCB - Volatility Comparison

The current volatility for Sensus Healthcare, Inc. (SRTS) is 14.25%, while SuperCom Ltd. (SPCB) has a volatility of 23.27%. This indicates that SRTS experiences smaller price fluctuations and is considered to be less risky than SPCB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

SRTS vs. SPCB - Financials Comparison

This section allows you to compare key financial metrics between Sensus Healthcare, Inc. and SuperCom Ltd.. 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


2.00M4.00M6.00M8.00M10.00M12.00M14.00M20212022202320242025
8.34M
6.91M
(SRTS) Total Revenue
(SPCB) Total Revenue
Values in USD except per share items