SWPPX vs. BTC-USD
Compare and contrast key facts about Schwab S&P 500 Index Fund (SWPPX) and Bitcoin (BTC-USD).
SWPPX is managed by Charles Schwab.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWPPX or BTC-USD.
Key characteristics
| SWPPX | BTC-USD | |
|---|---|---|
| YTD Return | 9.99% | 48.83% |
| 1Y Return | 28.52% | 133.57% |
| 3Y Return (Ann) | 9.44% | 7.84% |
| 5Y Return (Ann) | 14.76% | 50.23% |
| 10Y Return (Ann) | 12.81% | 63.96% |
| Sharpe Ratio | 2.43 | 5.18 |
| Daily Std Dev | 11.70% | 39.14% |
| Max Drawdown | -55.06% | -93.07% |
| Current Drawdown | -0.51% | -13.93% |
Correlation
The correlation between SWPPX and BTC-USD is 0.09, 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
SWPPX vs. BTC-USD - Performance Comparison
In the year-to-date period, SWPPX achieves a 9.99% return, which is significantly lower than BTC-USD's 48.83% return. Over the past 10 years, SWPPX has underperformed BTC-USD with an annualized return of 12.81%, while BTC-USD has yielded a comparatively higher 63.96% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SWPPX vs. BTC-USD - Risk-Adjusted Performance Comparison
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.
Drawdowns
SWPPX vs. BTC-USD - Drawdown Comparison
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.
Volatility
SWPPX vs. BTC-USD - Volatility Comparison
The current volatility for Schwab S&P 500 Index Fund (SWPPX) is 3.59%, while Bitcoin (BTC-USD) has a volatility of 14.34%. 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.