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 -17.17%/yr vs 12.82%/yr for SWPPX. Their 0.39 correlation means their historical movements had little consistent relationship.
Performance
UWMC vs. SWPPX - Performance Comparison
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Returns By Period
In the year-to-date period, UWMC achieves a -52.88% return, which is significantly lower than SWPPX's 10.09% return.
UWMC
- 1D
- 5.49%
- 1M
- -11.52%
- 6M
- -59.77%
- YTD
- -52.88%
- 1Y
- -48.70%
- 3Y*
- -28.70%
- 5Y*
- -17.17%
- 10Y*
- —
- ALL TIME*
- -20.02%
SWPPX
- 1D
- 0.68%
- 1M
- 0.16%
- 6M
- 7.94%
- YTD
- 10.09%
- 1Y
- 21.46%
- 3Y*
- 19.39%
- 5Y*
- 12.82%
- 10Y*
- 15.13%
- ALL TIME*
- 9.77%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $29.40M | $31.86M | $54.31M |
UWMC vs. SWPPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
UWMC UWM Holdings Corporation | -52.88% | -19.30% | -13.04% | 132.11% | -38.03% | -37.29% |
SWPPX Schwab S&P 500 Index Fund | 10.09% | 17.87% | 24.96% | 26.26% | -18.14% | 26.21% |
Correlation
The correlation between UWMC and SWPPX is 0.31, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.31 |
Correlation (3Y) Balances recent behavior with more history. | 0.38 |
Correlation (5Y) Shows whether the relationship held over a longer 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 | -2.38 | ||
| Sortino ratioReturn per unit of downside risk | -3.38 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.27 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.68 | 2.21 | -2.88 |
| Martin ratioReturn relative to average drawdown | -1.26 | 9.45 | -10.71 |
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Drawdowns
UWMC vs. SWPPX - Drawdown Comparison
The maximum UWMC drawdown since its inception was -78.13%, 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 | -78.13% | -55.06% | -23.07% |
Max Drawdown (1Y)Largest decline over 1 year | -71.94% | -8.89% | -63.05% |
Max Drawdown (3Y)Largest decline over 3 years | -78.13% | -18.74% | -59.39% |
Max Drawdown (5Y)Largest decline over 5 years | -78.13% | -24.51% | -53.62% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.80% | — |
Current DrawdownCurrent decline from peak | -75.87% | -1.43% | -74.44% |
Average DrawdownAverage peak-to-trough decline | -38.61% | -9.90% | -28.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 38.56% | 2.07% | +36.49% |
Volatility
UWMC vs. SWPPX - Volatility Comparison
UWM Holdings Corporation (UWMC) has a higher volatility of 17.46% compared to Schwab S&P 500 Index Fund (SWPPX) at 3.56%. 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 | 17.46% | 3.56% | +13.90% |
Volatility (6M)Calculated over the trailing 6-month period | 38.54% | 10.14% | +28.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.73% | 12.90% | +43.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.25% | 17.04% | +34.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 51.27% | 18.23% | +33.04% |
Dividends
UWMC vs. SWPPX - Dividend Comparison
UWMC's dividend yield for the trailing twelve months is around 20.83%, more than SWPPX's 1.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWPPX Schwab S&P 500 Index Fund | 1.01% | 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 | 20.83% | 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 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
UWMC has higher volatility (17.46%) compared to SWPPX (3.56%). In terms of maximum drawdown, UWMC dropped -78.13% vs SWPPX's -55.06%.
SWPPX currently has the higher Sharpe Ratio (1.52 vs -0.86), 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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