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SWVL vs. ROOT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

SWVL vs. ROOT - Performance Comparison

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

-60.00%-40.00%-20.00%0.00%20.00%40.00%JuneJulyAugustSeptemberOctoberNovember
-31.73%
49.72%
SWVL
ROOT

Returns By Period

In the year-to-date period, SWVL achieves a 258.42% return, which is significantly lower than ROOT's 811.16% return.


SWVL

YTD

258.42%

1M

55.84%

6M

-31.82%

1Y

574.16%

5Y (annualized)

N/A

10Y (annualized)

N/A

ROOT

YTD

811.16%

1M

137.83%

6M

49.72%

1Y

911.55%

5Y (annualized)

N/A

10Y (annualized)

N/A

Fundamentals


SWVLROOT
Market Cap$32.11M$1.13B
EPS$0.37-$1.15
Total Revenue (TTM)$5.87M$1.04B
Gross Profit (TTM)$1.17M$1.04B
EBITDA (TTM)$7.75M-$12.80M

Key characteristics


SWVLROOT
Sharpe Ratio3.286.85
Sortino Ratio3.265.42
Omega Ratio1.461.68
Calmar Ratio5.699.22
Martin Ratio11.1728.04
Ulcer Index50.75%32.40%
Daily Std Dev173.16%132.76%
Max Drawdown-99.72%-99.29%
Current Drawdown-97.62%-80.35%

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Correlation

-0.50.00.51.00.2

The correlation between SWVL and ROOT is 0.15, 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.

Risk-Adjusted Performance

SWVL vs. ROOT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Swvl Holdings Corp (SWVL) and Root, Inc. (ROOT). 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.


Sharpe ratio
The chart of Sharpe ratio for SWVL, currently valued at 3.28, compared to the broader market-4.00-2.000.002.004.003.286.85
The chart of Sortino ratio for SWVL, currently valued at 3.26, compared to the broader market-4.00-2.000.002.004.003.265.42
The chart of Omega ratio for SWVL, currently valued at 1.46, compared to the broader market0.501.001.502.001.461.68
The chart of Calmar ratio for SWVL, currently valued at 5.69, compared to the broader market0.002.004.006.005.6911.25
The chart of Martin ratio for SWVL, currently valued at 11.17, compared to the broader market-10.000.0010.0020.0030.0011.1728.04
SWVL
ROOT

The current SWVL Sharpe Ratio is 3.28, which is lower than the ROOT Sharpe Ratio of 6.85. The chart below compares the historical Sharpe Ratios of SWVL and ROOT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.002.004.006.008.0010.00JuneJulyAugustSeptemberOctoberNovember
3.28
6.85
SWVL
ROOT

Dividends

SWVL vs. ROOT - Dividend Comparison

Neither SWVL nor ROOT has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SWVL vs. ROOT - Drawdown Comparison

The maximum SWVL drawdown since its inception was -99.72%, roughly equal to the maximum ROOT drawdown of -99.29%. Use the drawdown chart below to compare losses from any high point for SWVL and ROOT. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-97.62%
0
SWVL
ROOT

Volatility

SWVL vs. ROOT - Volatility Comparison

The current volatility for Swvl Holdings Corp (SWVL) is 33.01%, while Root, Inc. (ROOT) has a volatility of 54.82%. This indicates that SWVL experiences smaller price fluctuations and is considered to be less risky than ROOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%60.00%70.00%JuneJulyAugustSeptemberOctoberNovember
33.01%
54.82%
SWVL
ROOT

Financials

SWVL vs. ROOT - Financials Comparison

This section allows you to compare key financial metrics between Swvl Holdings Corp and Root, Inc.. 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


Values in USD except per share items