UWMC vs. SWPPX

In the year-to-date period, UWMC achieves a -31.22% return, which is significantly lower than SWPPX's -0.12% return.

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This table presents a comparison of risk-adjusted performance metrics for UWM Holdings Corporation (UWMC) and Schwab S&P 500 Index Fund (SWPPX). 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 UWMC Sharpe Ratio is -0.91, which is lower than the SWPPX Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of UWMC and SWPPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

UWMC's dividend yield for the trailing twelve months is around 10.08%, more than SWPPX's 1.23% yield.

The maximum UWMC drawdown since its inception was -76.27%, which is greater than SWPPX's maximum drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for UWMC and SWPPX. For additional features, visit the drawdowns tool.

UWM Holdings Corporation (UWMC) has a higher volatility of 19.77% compared to Schwab S&P 500 Index Fund (SWPPX) at 4.78%. This indicates that UWMC's price experiences larger fluctuations and is considered to be riskier than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.