SWPPX vs. BTC-USD

In the year-to-date period, SWPPX achieves a -3.30% return, which is significantly lower than BTC-USD's 3.86% return. Over the past 10 years, SWPPX has underperformed BTC-USD with an annualized return of 12.14%, while BTC-USD has yielded a comparatively higher 82.12% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Schwab S&P 500 Index Fund (SWPPX) and Bitcoin (BTC-USD). 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 SWPPX Sharpe Ratio is 0.55, which is lower than the BTC-USD Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of SWPPX and BTC-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum SWPPX drawdown since its inception was -55.06%, smaller than the maximum BTC-USD drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for SWPPX and BTC-USD. For additional features, visit the drawdowns tool.

The current volatility for Schwab S&P 500 Index Fund (SWPPX) is 11.20%, while Bitcoin (BTC-USD) has a volatility of 12.87%. This indicates that SWPPX experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.