SWVL vs. ALAR

Last updated Jun 3, 2026

SWVL (Swvl Holdings Corp) and ALAR (Alarum Technologies Ltd.) are both stocks. Both are in the Technology sector — SWVL in Software - Application, ALAR in Software - Infrastructure. Over the past 3 years, SWVL returned 8.74%/yr vs 57.80%/yr for ALAR. At a 0.11 correlation, their price movements are largely independent.

Performance

SWVL vs. ALAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Swvl Holdings Corp (SWVL) and Alarum Technologies Ltd. (ALAR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SWVL achieves a -19.47% return, which is significantly lower than ALAR's 16.78% return.

SWVL

• 1D: -3.16%
• 1M: -21.54%
• YTD: -19.47%
• 6M: -41.15%
• 1Y: -68.32%
• 3Y*: 8.74%
• 5Y*: —
• 10Y*: —

ALAR

• 1D: 8.79%
• 1M: 45.43%
• YTD: 16.78%
• 6M: 15.70%
• 1Y: 38.78%
• 3Y*: 57.80%
• 5Y*: -5.93%
• 10Y*: —

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

SWVL vs. ALAR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
SWVL Swvl Holdings Corp	-19.47%	-70.23%	281.39%	-51.14%	-98.54%
ALAR Alarum Technologies Ltd.	16.78%	-19.13%	36.73%	223.33%	-70.73%

Correlation

The correlation between SWVL and ALAR is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.09
Correlation (3Y) Calculated over the trailing 3-year period	0.11
Correlation (All Time) Calculated using the full available price history since Apr 1, 2022	0.11

Fundamentals

Market Cap SWVL : $16.53M ALAR : $59.42M
EPS SWVL : -$0.49 ALAR : $0.15
PS Ratio SWVL : 0.91 ALAR : 1.67
PB Ratio SWVL : 4.50 ALAR : 1.78
Total Revenue (TTM) SWVL : $18.26M ALAR : $45.33M
Gross Profit (TTM) SWVL : $3.93M ALAR : $26.25M
EBITDA (TTM) SWVL : -$3.28M ALAR : $2.16M

Return for Risk

SWVL vs. ALAR — Risk / Return Rank

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

SWVL

SWVL Risk / Return Rank: 6
SWVL Sharpe Ratio Rank: 6
SWVL Sortino Ratio Rank: 5
SWVL Omega Ratio Rank: 6
SWVL Calmar Ratio Rank: 4
SWVL Martin Ratio Rank: 7

ALAR

ALAR Risk / Return Rank: 57
ALAR Sharpe Ratio Rank: 55
ALAR Sortino Ratio Rank: 62
ALAR Omega Ratio Rank: 60
ALAR Calmar Ratio Rank: 56
ALAR Martin Ratio Rank: 52

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SWVL vs. ALAR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Swvl Holdings Corp (SWVL) and Alarum Technologies Ltd. (ALAR). 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.

	SWVL	ALAR	Difference
Sharpe ratio Return per unit of total volatility	-0.90	0.45	-1.35
Sortino ratio Return per unit of downside risk	-1.59	1.41	-3.00
Omega ratio Gain probability vs. loss probability	0.82	1.17	-0.35
Calmar ratio Return relative to maximum drawdown	-0.94	0.72	-1.66
Martin ratio Return relative to average drawdown	-1.42	1.18	-2.60
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SWVL vs. ALAR - Sharpe Ratio Comparison

The current SWVL Sharpe Ratio is -0.90, which is lower than the ALAR Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of SWVL and ALAR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SWVL	ALAR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.90	0.45	-1.35
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.06	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.50	-0.50	-0.01

Drawdowns

SWVL vs. ALAR - Drawdown Comparison

The maximum SWVL drawdown since its inception was -99.72%, roughly equal to the maximum ALAR drawdown of -99.95%. Use the drawdown chart below to compare losses from any high point for SWVL and ALAR.

Drawdown Indicators

	SWVL	ALAR	Difference
Max Drawdown Largest peak-to-trough decline	-99.72%	-99.95%	+0.23%
Max Drawdown (1Y) Largest decline over 1 year	-72.44%	-67.10%	-5.34%
Max Drawdown (3Y) Largest decline over 3 years	-92.32%	-87.82%	-4.50%
Max Drawdown (5Y) Largest decline over 5 years	—	-90.61%	—
Current Drawdown Current decline from peak	-99.39%	-99.67%	+0.28%
Average Drawdown Average peak-to-trough decline	-93.70%	-95.62%	+1.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	48.36%	40.93%	+7.43%

Volatility

SWVL vs. ALAR - Volatility Comparison

The current volatility for Swvl Holdings Corp (SWVL) is 21.01%, while Alarum Technologies Ltd. (ALAR) has a volatility of 33.70%. This indicates that SWVL experiences smaller price fluctuations and is considered to be less risky than ALAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SWVL	ALAR	Difference
Volatility (1M) Calculated over the trailing 1-month period	21.01%	33.70%	-12.69%
Volatility (6M) Calculated over the trailing 6-month period	63.66%	54.21%	+9.45%
Volatility (1Y) Calculated over the trailing 1-year period	75.89%	86.44%	-10.55%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	139.96%	97.02%	+42.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	139.96%	104.87%	+35.09%

Dividends

SWVL vs. ALAR - Dividend Comparison

Neither SWVL nor ALAR has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

SWVL vs. ALAR - Profitability Comparison

The chart below illustrates the profitability comparison between Swvl Holdings Corp and Alarum Technologies Ltd. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

SWVL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Swvl Holdings Corp reported a gross profit of 1.21M and revenue of 5.28M. Therefore, the gross margin over that period was 22.9%.

ALAR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Alarum Technologies Ltd. reported a gross profit of 7.23M and revenue of 11.71M. Therefore, the gross margin over that period was 61.7%.

SWVL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Swvl Holdings Corp reported an operating income of -128.35K and revenue of 5.28M, resulting in an operating margin of -2.4%.

ALAR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Alarum Technologies Ltd. reported an operating income of 809.00K and revenue of 11.71M, resulting in an operating margin of 6.9%.

SWVL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Swvl Holdings Corp reported a net income of -340.62K and revenue of 5.28M, resulting in a net margin of -6.5%.

ALAR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Alarum Technologies Ltd. reported a net income of 593.00K and revenue of 11.71M, resulting in a net margin of 5.1%.

Frequently Asked Questions

Can I hold both SWVL and ALAR in my portfolio?

SWVL and ALAR have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SWVL or ALAR?

ALAR has higher volatility (33.70%) compared to SWVL (21.01%). In terms of maximum drawdown, SWVL dropped -99.72% vs ALAR's -99.95%.

Which has better risk-adjusted returns?

ALAR currently has the higher Sharpe Ratio (0.45 vs -0.90), 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.