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ZM vs. SWPPX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ZM and SWPPX is 0.38, 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.


-0.50.00.51.00.4

Performance

ZM vs. SWPPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Zoom Video Communications, Inc. (ZM) and Schwab S&P 500 Index Fund (SWPPX). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
38.06%
121.02%
ZM
SWPPX

Key characteristics

Sharpe Ratio

ZM:

0.71

SWPPX:

2.10

Sortino Ratio

ZM:

1.25

SWPPX:

2.80

Omega Ratio

ZM:

1.15

SWPPX:

1.39

Calmar Ratio

ZM:

0.25

SWPPX:

3.12

Martin Ratio

ZM:

1.65

SWPPX:

13.52

Ulcer Index

ZM:

13.65%

SWPPX:

1.95%

Daily Std Dev

ZM:

31.96%

SWPPX:

12.59%

Max Drawdown

ZM:

-90.27%

SWPPX:

-55.06%

Current Drawdown

ZM:

-84.94%

SWPPX:

-3.72%

Returns By Period

In the year-to-date period, ZM achieves a 19.04% return, which is significantly lower than SWPPX's 24.49% return.


ZM

YTD

19.04%

1M

5.42%

6M

45.38%

1Y

18.07%

5Y*

5.30%

10Y*

N/A

SWPPX

YTD

24.49%

1M

-1.37%

6M

7.94%

1Y

24.91%

5Y*

14.50%

10Y*

12.92%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ZM vs. SWPPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Zoom Video Communications, Inc. (ZM) 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.


Sharpe ratio
The chart of Sharpe ratio for ZM, currently valued at 0.70, compared to the broader market-4.00-2.000.002.000.712.10
The chart of Sortino ratio for ZM, currently valued at 1.25, compared to the broader market-4.00-2.000.002.004.001.252.80
The chart of Omega ratio for ZM, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.39
The chart of Calmar ratio for ZM, currently valued at 0.25, compared to the broader market0.002.004.006.000.253.12
The chart of Martin ratio for ZM, currently valued at 1.65, compared to the broader market-5.000.005.0010.0015.0020.0025.001.6513.52
ZM
SWPPX

The current ZM Sharpe Ratio is 0.71, which is lower than the SWPPX Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of ZM 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.71
2.10
ZM
SWPPX

Dividends

ZM vs. SWPPX - Dividend Comparison

Neither ZM nor SWPPX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
ZM
Zoom Video Communications, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SWPPX
Schwab S&P 500 Index Fund
0.00%1.43%1.67%1.17%1.81%1.77%2.20%1.75%1.99%2.15%1.80%1.67%

Drawdowns

ZM vs. SWPPX - Drawdown Comparison

The maximum ZM drawdown since its inception was -90.27%, which is greater than SWPPX's maximum drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for ZM and SWPPX. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-84.94%
-3.72%
ZM
SWPPX

Volatility

ZM vs. SWPPX - Volatility Comparison

Zoom Video Communications, Inc. (ZM) has a higher volatility of 13.39% compared to Schwab S&P 500 Index Fund (SWPPX) at 3.97%. This indicates that ZM'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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
13.39%
3.97%
ZM
SWPPX
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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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