ACLLY vs. SPMO
ACLLY (Accelleron Industries AG ADR) is a stock, while SPMO (Invesco S&P 500 Momentum ETF) is Momentum fund tracking the S&P 500 Momentum Index. Over the past 3 years, ACLLY returned 66.61%/yr vs 42.47%/yr for SPMO. At a 0.31 correlation, their price movements are largely independent.
Performance
ACLLY vs. SPMO - Performance Comparison
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Returns By Period
In the year-to-date period, ACLLY achieves a 32.66% return, which is significantly higher than SPMO's 29.91% return.
ACLLY
- 1D
- -4.51%
- 1M
- 0.72%
- YTD
- 32.66%
- 6M
- 32.45%
- 1Y
- 53.14%
- 3Y*
- 66.61%
- 5Y*
- —
- 10Y*
- —
SPMO
- 1D
- -4.53%
- 1M
- 6.65%
- YTD
- 29.91%
- 6M
- 28.13%
- 1Y
- 43.55%
- 3Y*
- 42.47%
- 5Y*
- 22.89%
- 10Y*
- 21.03%
ACLLY vs. SPMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
ACLLY Accelleron Industries AG ADR | 32.66% | 56.70% | 69.48% | 60.55% | 2.00% |
SPMO Invesco S&P 500 Momentum ETF | 29.91% | 26.58% | 45.82% | 17.56% | 10.11% |
Correlation
The correlation between ACLLY and SPMO is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Oct 4, 2022 | 0.31 |
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Return for Risk
ACLLY vs. SPMO — Risk / Return Rank
ACLLY
SPMO
ACLLY vs. SPMO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Accelleron Industries AG ADR (ACLLY) and Invesco S&P 500 Momentum ETF (SPMO). 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.
| ACLLY | SPMO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.53 | ||
| Sortino ratioReturn per unit of downside risk | -0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.39 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.79 | 3.45 | -0.65 |
| Martin ratioReturn relative to average drawdown | 5.11 | 12.97 | -7.86 |
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Drawdowns
ACLLY vs. SPMO - Drawdown Comparison
The maximum ACLLY drawdown since its inception was -30.00%, roughly equal to the maximum SPMO drawdown of -30.95%. Use the drawdown chart below to compare losses from any high point for ACLLY and SPMO.
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Drawdown Indicators
| ACLLY | SPMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.00% | -30.95% | +0.95% |
Max Drawdown (1Y)Largest decline over 1 year | -19.13% | -12.70% | -6.43% |
Max Drawdown (3Y)Largest decline over 3 years | -28.69% | -20.13% | -8.56% |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.74% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.95% | — |
Current DrawdownCurrent decline from peak | -11.71% | -4.53% | -7.18% |
Average DrawdownAverage peak-to-trough decline | -5.85% | -4.59% | -1.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.43% | 3.37% | +7.06% |
Volatility
ACLLY vs. SPMO - Volatility Comparison
The current volatility for Accelleron Industries AG ADR (ACLLY) is 9.56%, while Invesco S&P 500 Momentum ETF (SPMO) has a volatility of 11.75%. This indicates that ACLLY experiences smaller price fluctuations and is considered to be less risky than SPMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ACLLY | SPMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.56% | 11.75% | -2.19% |
Volatility (6M)Calculated over the trailing 6-month period | 27.11% | 17.78% | +9.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.33% | 20.55% | +12.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 41.10% | 19.88% | +21.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.10% | 20.60% | +20.50% |
Dividends
ACLLY vs. SPMO - Dividend Comparison
ACLLY's dividend yield for the trailing twelve months is around 1.85%, more than SPMO's 0.68% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACLLY Accelleron Industries AG ADR | 1.85% | 1.94% | 2.95% | 4.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPMO Invesco S&P 500 Momentum ETF | 0.68% | 0.73% | 0.48% | 1.63% | 1.66% | 0.52% | 1.27% | 1.39% | 1.05% | 0.77% | 1.94% | 0.36% |
Frequently Asked Questions
ACLLY and SPMO have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SPMO has higher volatility (11.75%) compared to ACLLY (9.56%). In terms of maximum drawdown, ACLLY dropped -30.00% vs SPMO's -30.95%.
SPMO currently has the higher Sharpe Ratio (2.13 vs 1.60), 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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