ZM vs. SWPPX
Compare and contrast key facts about Zoom Video Communications, Inc. (ZM) and Schwab S&P 500 Index Fund (SWPPX).
SWPPX is managed by Charles Schwab.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ZM or SWPPX.
Key characteristics
| ZM | SWPPX | |
|---|---|---|
| YTD Return | 14.91% | 26.17% |
| 1Y Return | 29.64% | 33.93% |
| 3Y Return (Ann) | -32.15% | 10.00% |
| 5Y Return (Ann) | 3.38% | 15.61% |
| Sharpe Ratio | 1.04 | 2.80 |
| Sortino Ratio | 1.70 | 3.72 |
| Omega Ratio | 1.21 | 1.52 |
| Calmar Ratio | 0.35 | 4.04 |
| Martin Ratio | 2.34 | 18.23 |
| Ulcer Index | 13.54% | 1.87% |
| Daily Std Dev | 30.42% | 12.23% |
| Max Drawdown | -90.27% | -55.06% |
| Current Drawdown | -85.46% | -0.85% |
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.
Performance
ZM vs. SWPPX - Performance Comparison
In the year-to-date period, ZM achieves a 14.91% return, which is significantly lower than SWPPX's 26.17% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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.
Dividends
ZM vs. SWPPX - Dividend Comparison
ZM has not paid dividends to shareholders, while SWPPX's dividend yield for the trailing twelve months is around 1.13%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 1.13% | 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.
Volatility
ZM vs. SWPPX - Volatility Comparison
Zoom Video Communications, Inc. (ZM) has a higher volatility of 7.68% compared to Schwab S&P 500 Index Fund (SWPPX) at 3.80%. 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.