SSTI vs. SCHW

Last updated Aug 1, 2026

SSTI (ShotSpotter, Inc.) and SCHW (The Charles Schwab Corporation) are both stocks. SSTI operates in Software - Application (Technology), while SCHW operates in Capital Markets (Financial Services). Over the past 5 years, SSTI returned -29.87%/yr vs 10.60%/yr for SCHW. Their 0.18 correlation means their historical movements had little consistent relationship.

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.

Returns By Period

In the year-to-date period, SSTI achieves a -3.49% return, which is significantly lower than SCHW's 6.07% return.

SSTI

• 1D: -2.52%
• 1M: -14.65%
• 6M: 11.03%
• YTD: -3.49%
• 1Y: -29.51%
• 3Y*: -29.83%
• 5Y*: -29.87%
• 10Y*: —
• ALL TIME*: -4.84%

SCHW

• 1D: 0.87%
• 1M: 8.49%
• 6M: 1.98%
• YTD: 6.07%
• 1Y: 11.56%
• 3Y*: 18.65%
• 5Y*: 10.60%
• 10Y*: 15.65%
• ALL TIME*: 19.09%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
SCHW The Charles Schwab Corporation	$904.80M	$877.50M	$995.78M
SSTI ShotSpotter, Inc.	$564.67K	$565.38K	$969.71K

SSTI vs. SCHW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SSTI ShotSpotter, Inc.	-3.49%	-38.51%	-48.86%	-24.50%	14.60%	-21.70%	47.84%	-18.22%	121.92%	15.16%
SCHW The Charles Schwab Corporation	6.07%	36.65%	9.17%	-15.97%	0.11%	60.23%	13.57%	16.38%	-18.43%	33.16%

Correlation

The correlation between SSTI and SCHW is 0.08, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.08
Correlation (3Y) Balances recent behavior with more history.	0.18
Correlation (5Y) Shows whether the relationship held over a longer period.	0.17
Correlation (All Time) Calculated using the full available price history since Jun 7, 2017	0.18

Fundamentals

Market Cap SSTI : $100.39M SCHW : $183.03B
EPS SSTI : -$1.17 SCHW : $5.70
PS Ratio SSTI : 0.99 SCHW : 9.00
PB Ratio SSTI : 1.47 SCHW : 59.37
Total Revenue (TTM) SSTI : $99.96M SCHW : $20.71B
Gross Profit (TTM) SSTI : $51.30M SCHW : $14.76B
EBITDA (TTM) SSTI : -$6.32M SCHW : $11.42B

Return for Risk

SSTI vs. SCHW — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SSTI

SSTI Risk / Return Rank: 23
SSTI Sharpe Ratio Rank: 20
SSTI Sortino Ratio Rank: 22
SSTI Omega Ratio Rank: 22
SSTI Calmar Ratio Rank: 22
SSTI Martin Ratio Rank: 26

SCHW

SCHW Risk / Return Rank: 54
SCHW Sharpe Ratio Rank: 58
SCHW Sortino Ratio Rank: 49
SCHW Omega Ratio Rank: 50
SCHW Calmar Ratio Rank: 57
SCHW Martin Ratio Rank: 57

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SSTI vs. SCHW - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	SSTI	SCHW	Difference
Sharpe ratio: Return per unit of total volatility	-0.54	0.36	-0.89
Sortino ratio: Return per unit of downside risk	-0.45	0.62	-1.07
Omega ratio: Gain probability vs. loss probability	0.94	1.08	-0.14
Calmar ratio: Return relative to maximum drawdown	-0.59	0.46	-1.05
Martin ratio: Return relative to average drawdown	-0.86	1.00	-1.86

SSTI vs. SCHW - Sharpe Ratio Comparison

The current SSTI Sharpe Ratio is -0.54, which is lower than the SCHW Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of SSTI and SCHW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SSTI vs. SCHW - Drawdown Comparison

The maximum SSTI drawdown since its inception was -90.67%, 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.

Drawdown Indicators

	SSTI	SCHW	Difference
Max Drawdown Largest peak-to-trough decline	-90.67%	-86.79%	-3.88%
Max Drawdown (1Y) Largest decline over 1 year	-54.52%	-19.83%	-34.69%
Max Drawdown (3Y) Largest decline over 3 years	-77.10%	-24.94%	-52.16%
Max Drawdown (5Y) Largest decline over 5 years	-87.02%	-49.70%	-37.32%
Max Drawdown (10Y) Largest decline over 10 years	—	-51.08%	—
Current Drawdown Current decline from peak	-87.72%	-1.15%	-86.57%
Average Drawdown Average peak-to-trough decline	-52.23%	-35.43%	-16.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	37.47%	9.08%	+28.39%

Volatility

SSTI vs. SCHW - Volatility Comparison

ShotSpotter, Inc. (SSTI) has a higher volatility of 10.71% compared to The Charles Schwab Corporation (SCHW) at 6.44%. 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.

Volatility by Period

	SSTI	SCHW	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.71%	6.44%	+4.27%
Volatility (6M) Calculated over the trailing 6-month period	44.65%	20.80%	+23.85%
Volatility (1Y) Calculated over the trailing 1-year period	60.13%	25.34%	+34.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	56.32%	32.11%	+24.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	62.06%	33.11%	+28.95%

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 1.12%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SCHW The Charles Schwab Corporation	1.12%	1.08%	1.35%	1.45%	1.01%	0.86%	1.36%	1.43%	1.11%	0.62%	0.68%	0.73%
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%

Financials

Frequently Asked Questions

Can I hold both SSTI and SCHW in my portfolio?

SSTI and SCHW have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SSTI or SCHW?

SSTI has higher volatility (10.71%) compared to SCHW (6.44%). In terms of maximum drawdown, SSTI dropped -90.67% vs SCHW's -86.79%.

Which has better risk-adjusted returns?

SCHW currently has the higher Sharpe Ratio (0.36 vs -0.54), 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.