UWMC vs. SWPPX
UWMC (UWM Holdings Corporation) is a stock, while SWPPX (Schwab S&P 500 Index Fund) is Large Cap Blend Equities fund tracking the S&P 500 Index. Over the past 5 years, UWMC returned -17.02%/yr vs 13.22%/yr for SWPPX. At a 0.39 correlation, their price movements are largely independent.
Performance
UWMC vs. SWPPX - Performance Comparison
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Returns By Period
In the year-to-date period, UWMC achieves a -50.91% return, which is significantly lower than SWPPX's 11.35% return.
UWMC
- 1D
- -3.85%
- 1M
- -12.11%
- 6M
- -59.74%
- YTD
- -50.91%
- 1Y
- -46.30%
- 3Y*
- -24.95%
- 5Y*
- -17.02%
- 10Y*
- —
SWPPX
- 1D
- 0.46%
- 1M
- 2.04%
- 6M
- 9.23%
- YTD
- 11.35%
- 1Y
- 22.46%
- 3Y*
- 21.36%
- 5Y*
- 13.22%
- 10Y*
- 15.29%
UWMC vs. SWPPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
UWMC UWM Holdings Corporation | -50.91% | -19.30% | -13.04% | 132.11% | -38.03% | -37.29% |
SWPPX Schwab S&P 500 Index Fund | 11.35% | 17.87% | 24.96% | 26.26% | -18.14% | 26.21% |
Correlation
The correlation between UWMC and SWPPX is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Mar 4, 2021 | 0.39 |
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Return for Risk
UWMC vs. SWPPX — Risk / Return Rank
UWMC
SWPPX
UWMC vs. SWPPX - Risk-Adjusted Trends Comparison
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| UWMC | SWPPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.60 | ||
| Sortino ratioReturn per unit of downside risk | -3.62 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.32 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | -0.69 | 2.49 | -3.18 |
| Martin ratioReturn relative to average drawdown | -1.34 | 10.92 | -12.26 |
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Drawdowns
UWMC vs. SWPPX - Drawdown Comparison
The maximum UWMC drawdown since its inception was -74.86%, 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.
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Drawdown Indicators
| UWMC | SWPPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.86% | -55.06% | -19.80% |
Max Drawdown (1Y)Largest decline over 1 year | -67.75% | -8.89% | -58.86% |
Max Drawdown (3Y)Largest decline over 3 years | -74.86% | -18.74% | -56.12% |
Max Drawdown (5Y)Largest decline over 5 years | -74.86% | -24.51% | -50.35% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.80% | — |
Current DrawdownCurrent decline from peak | -74.86% | -0.31% | -74.55% |
Average DrawdownAverage peak-to-trough decline | -38.19% | -9.92% | -28.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.71% | 2.02% | +32.69% |
Volatility
UWMC vs. SWPPX - Volatility Comparison
UWM Holdings Corporation (UWMC) has a higher volatility of 18.25% compared to Schwab S&P 500 Index Fund (SWPPX) at 4.28%. 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.
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Volatility by Period
| UWMC | SWPPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.25% | 4.28% | +13.97% |
Volatility (6M)Calculated over the trailing 6-month period | 42.07% | 9.98% | +32.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 55.73% | 12.55% | +43.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.93% | 17.03% | +33.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 51.14% | 18.21% | +32.93% |
Dividends
UWMC vs. SWPPX - Dividend Comparison
UWMC's dividend yield for the trailing twelve months is around 20.00%, more than SWPPX's 1.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWPPX Schwab S&P 500 Index Fund | 1.00% | 1.11% | 1.23% | 1.43% | 1.67% | 1.27% | 1.81% | 1.95% | 2.67% | 1.79% | 2.55% | 3.17% |
UWMC UWM Holdings Corporation | 20.00% | 9.13% | 6.81% | 5.59% | 12.08% | 6.76% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
UWMC and SWPPX have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
UWMC has higher volatility (18.25%) compared to SWPPX (4.28%). In terms of maximum drawdown, UWMC dropped -74.86% vs SWPPX's -55.06%.
SWPPX currently has the higher Sharpe Ratio (1.77 vs -0.83), 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.
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