SWK vs TTC: returns, Sharpe ratio and drawdown

Over the past year, TTC returned +34.79% against +33.85% for SWK. Over five years, TTC averaged +1.06% a year, compared with -12.52% for SWK. TTC had the higher Sharpe ratio over the past year (1.13 vs 0.87), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -14.30% for TTC and -26.95% for SWK.