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

Correlation

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.


-0.50.00.51.00.2

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.

-50.00%0.00%50.00%100.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
-1.09%
64.44%
SWVL
ROOT

Key characteristics

Sharpe Ratio

SWVL:

3.09

ROOT:

4.35

Sortino Ratio

SWVL:

3.21

ROOT:

4.61

Omega Ratio

SWVL:

1.45

ROOT:

1.57

Calmar Ratio

SWVL:

5.42

ROOT:

5.83

Martin Ratio

SWVL:

9.95

ROOT:

17.91

Ulcer Index

SWVL:

54.32%

ROOT:

32.04%

Daily Std Dev

SWVL:

174.97%

ROOT:

132.18%

Max Drawdown

SWVL:

-99.72%

ROOT:

-99.29%

Current Drawdown

SWVL:

-97.46%

ROOT:

-85.05%

Fundamentals

Market Cap

SWVL:

$58.68M

ROOT:

$1.18B

EPS

SWVL:

$0.37

ROOT:

-$1.15

Total Revenue (TTM)

SWVL:

$5.87M

ROOT:

$1.04B

Gross Profit (TTM)

SWVL:

$1.17M

ROOT:

$1.04B

EBITDA (TTM)

SWVL:

-$2.47M

ROOT:

$47.80M

Returns By Period

In the year-to-date period, SWVL achieves a 282.92% return, which is significantly lower than ROOT's 593.23% return.


SWVL

YTD

282.92%

1M

4.06%

6M

-0.93%

1Y

568.40%

5Y*

N/A

10Y*

N/A

ROOT

YTD

593.23%

1M

-33.49%

6M

64.44%

1Y

569.59%

5Y*

N/A

10Y*

N/A

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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 3.09, compared to the broader market-4.00-2.000.002.003.094.35
The chart of Sortino ratio for SWVL, currently valued at 3.21, compared to the broader market-4.00-2.000.002.004.003.214.61
The chart of Omega ratio for SWVL, currently valued at 1.45, compared to the broader market0.501.001.502.001.451.57
The chart of Calmar ratio for SWVL, currently valued at 5.42, compared to the broader market0.002.004.006.005.427.11
The chart of Martin ratio for SWVL, currently valued at 9.95, compared to the broader market-5.000.005.0010.0015.0020.0025.009.9517.91
SWVL
ROOT

The current SWVL Sharpe Ratio is 3.09, which is comparable to the ROOT Sharpe Ratio of 4.35. 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 Ratio0.002.004.006.008.00JulyAugustSeptemberOctoberNovemberDecember
3.09
4.35
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%JulyAugustSeptemberOctoberNovemberDecember
-97.46%
-33.59%
SWVL
ROOT

Volatility

SWVL vs. ROOT - Volatility Comparison

Swvl Holdings Corp (SWVL) and Root, Inc. (ROOT) have volatilities of 17.90% and 18.74%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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%JulyAugustSeptemberOctoberNovemberDecember
17.90%
18.74%
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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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