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SSTI vs. SCHW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SSTI and SCHW is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

SSTI vs. SCHW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ShotSpotter, Inc. (SSTI) and The Charles Schwab Corporation (SCHW). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

SSTI:

-0.05

SCHW:

0.84

Sortino Ratio

SSTI:

0.38

SCHW:

1.37

Omega Ratio

SSTI:

1.04

SCHW:

1.20

Calmar Ratio

SSTI:

-0.05

SCHW:

0.81

Martin Ratio

SSTI:

-0.22

SCHW:

2.86

Ulcer Index

SSTI:

19.37%

SCHW:

9.27%

Daily Std Dev

SSTI:

61.76%

SCHW:

29.63%

Max Drawdown

SSTI:

-84.41%

SCHW:

-86.79%

Current Drawdown

SSTI:

-75.43%

SCHW:

-2.87%

Fundamentals

Market Cap

SSTI:

$196.56M

SCHW:

$160.51B

EPS

SSTI:

-$0.61

SCHW:

$3.32

PEG Ratio

SSTI:

1.05

SCHW:

1.11

PS Ratio

SSTI:

1.87

SCHW:

7.84

PB Ratio

SSTI:

2.67

SCHW:

3.98

Total Revenue (TTM)

SSTI:

$104.97M

SCHW:

$26.20B

Gross Profit (TTM)

SSTI:

$59.89M

SCHW:

$20.41B

EBITDA (TTM)

SSTI:

$1.01M

SCHW:

$9.77B

Returns By Period

In the year-to-date period, SSTI achieves a 18.76% return, which is significantly lower than SCHW's 20.14% return.


SSTI

YTD

18.76%

1M

-0.64%

6M

19.49%

1Y

-3.48%

3Y*

-19.88%

5Y*

-7.78%

10Y*

N/A

SCHW

YTD

20.14%

1M

8.73%

6M

7.44%

1Y

22.24%

3Y*

9.61%

5Y*

21.38%

10Y*

12.19%

*Annualized

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ShotSpotter, Inc.

The Charles Schwab Corporation

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

Risk-Adjusted Performance

SSTI vs. SCHW — Risk-Adjusted Performance Rank

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

SSTI
The Risk-Adjusted Performance Rank of SSTI is 4646
Overall Rank
The Sharpe Ratio Rank of SSTI is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of SSTI is 4747
Sortino Ratio Rank
The Omega Ratio Rank of SSTI is 4545
Omega Ratio Rank
The Calmar Ratio Rank of SSTI is 4747
Calmar Ratio Rank
The Martin Ratio Rank of SSTI is 4646
Martin Ratio Rank

SCHW
The Risk-Adjusted Performance Rank of SCHW is 7777
Overall Rank
The Sharpe Ratio Rank of SCHW is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHW is 7474
Sortino Ratio Rank
The Omega Ratio Rank of SCHW is 7676
Omega Ratio Rank
The Calmar Ratio Rank of SCHW is 8080
Calmar Ratio Rank
The Martin Ratio Rank of SCHW is 7777
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.

SSTI vs. SCHW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ShotSpotter, Inc. (SSTI) and The Charles Schwab Corporation (SCHW). 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 SSTI Sharpe Ratio is -0.05, which is lower than the SCHW Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of SSTI and SCHW, 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

SSTI vs. SCHW - Dividend Comparison

SSTI has not paid dividends to shareholders, while SCHW's dividend yield for the trailing twelve months is around 1.18%.


TTM20242023202220212020201920182017201620152014
SSTI
ShotSpotter, 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%
SCHW
The Charles Schwab Corporation
1.18%1.35%1.45%1.01%0.86%1.36%1.43%1.11%0.62%0.68%0.73%0.79%

Drawdowns

SSTI vs. SCHW - Drawdown Comparison

The maximum SSTI drawdown since its inception was -84.41%, roughly equal to the maximum SCHW drawdown of -86.79%. Use the drawdown chart below to compare losses from any high point for SSTI and SCHW.


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

Volatility

SSTI vs. SCHW - Volatility Comparison

ShotSpotter, Inc. (SSTI) has a higher volatility of 13.06% compared to The Charles Schwab Corporation (SCHW) at 3.94%. This indicates that SSTI's price experiences larger fluctuations and is considered to be riskier than SCHW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

SSTI vs. SCHW - Financials Comparison

This section allows you to compare key financial metrics between ShotSpotter, Inc. and The Charles Schwab Corporation. 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


0.001.00B2.00B3.00B4.00B5.00B6.00B7.00B20212022202320242025
28.35M
6.65B
(SSTI) Total Revenue
(SCHW) Total Revenue
Values in USD except per share items

SSTI vs. SCHW - Profitability Comparison

The chart below illustrates the profitability comparison between ShotSpotter, Inc. and The Charles Schwab Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

50.0%60.0%70.0%80.0%90.0%100.0%20212022202320242025
58.5%
83.4%
(SSTI) Gross Margin
(SCHW) Gross Margin
SSTI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2025, ShotSpotter, Inc. reported a gross profit of 16.59M and revenue of 28.35M. Therefore, the gross margin over that period was 58.5%.

SCHW - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2025, The Charles Schwab Corporation reported a gross profit of 5.55B and revenue of 6.65B. Therefore, the gross margin over that period was 83.4%.

SSTI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2025, ShotSpotter, Inc. reported an operating income of -1.20M and revenue of 28.35M, resulting in an operating margin of -4.3%.

SCHW - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2025, The Charles Schwab Corporation reported an operating income of 2.46B and revenue of 6.65B, resulting in an operating margin of 36.9%.

SSTI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2025, ShotSpotter, Inc. reported a net income of -1.48M and revenue of 28.35M, resulting in a net margin of -5.2%.

SCHW - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2025, The Charles Schwab Corporation reported a net income of 1.91B and revenue of 6.65B, resulting in a net margin of 28.7%.