PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ACSI vs. SPMO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ACSI and SPMO is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

ACSI vs. SPMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Customer Satisfaction ETF (ACSI) and Invesco S&P 500® Momentum ETF (SPMO). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
10.69%
11.81%
ACSI
SPMO

Key characteristics

Sharpe Ratio

ACSI:

2.43

SPMO:

1.95

Sortino Ratio

ACSI:

3.22

SPMO:

2.60

Omega Ratio

ACSI:

1.45

SPMO:

1.35

Calmar Ratio

ACSI:

3.88

SPMO:

2.72

Martin Ratio

ACSI:

15.25

SPMO:

10.96

Ulcer Index

ACSI:

1.81%

SPMO:

3.27%

Daily Std Dev

ACSI:

11.38%

SPMO:

18.45%

Max Drawdown

ACSI:

-34.48%

SPMO:

-30.95%

Current Drawdown

ACSI:

-2.46%

SPMO:

-3.24%

Returns By Period

In the year-to-date period, ACSI achieves a 2.64% return, which is significantly lower than SPMO's 5.16% return.


ACSI

YTD

2.64%

1M

0.42%

6M

10.69%

1Y

25.60%

5Y*

11.82%

10Y*

N/A

SPMO

YTD

5.16%

1M

-0.82%

6M

11.81%

1Y

31.38%

5Y*

19.02%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


ACSI vs. SPMO - Expense Ratio Comparison

ACSI has a 0.66% expense ratio, which is higher than SPMO's 0.13% expense ratio.


ACSI
American Customer Satisfaction ETF
Expense ratio chart for ACSI: current value at 0.66% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.66%
Expense ratio chart for SPMO: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%

Risk-Adjusted Performance

ACSI vs. SPMO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ACSI
The Risk-Adjusted Performance Rank of ACSI is 9090
Overall Rank
The Sharpe Ratio Rank of ACSI is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of ACSI is 8989
Sortino Ratio Rank
The Omega Ratio Rank of ACSI is 9090
Omega Ratio Rank
The Calmar Ratio Rank of ACSI is 9191
Calmar Ratio Rank
The Martin Ratio Rank of ACSI is 9090
Martin Ratio Rank

SPMO
The Risk-Adjusted Performance Rank of SPMO is 8080
Overall Rank
The Sharpe Ratio Rank of SPMO is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of SPMO is 7979
Sortino Ratio Rank
The Omega Ratio Rank of SPMO is 7979
Omega Ratio Rank
The Calmar Ratio Rank of SPMO is 7979
Calmar Ratio Rank
The Martin Ratio Rank of SPMO is 8080
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ACSI vs. SPMO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Customer Satisfaction ETF (ACSI) 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.


Sharpe ratio
The chart of Sharpe ratio for ACSI, currently valued at 2.43, compared to the broader market0.002.004.002.431.95
The chart of Sortino ratio for ACSI, currently valued at 3.22, compared to the broader market0.005.0010.003.222.60
The chart of Omega ratio for ACSI, currently valued at 1.45, compared to the broader market0.501.001.502.002.503.001.451.35
The chart of Calmar ratio for ACSI, currently valued at 3.88, compared to the broader market0.005.0010.0015.003.882.72
The chart of Martin ratio for ACSI, currently valued at 15.25, compared to the broader market0.0020.0040.0060.0080.00100.0015.2510.96
ACSI
SPMO

The current ACSI Sharpe Ratio is 2.43, which is comparable to the SPMO Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of ACSI and SPMO, 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 Ratio2.002.503.003.504.00SeptemberOctoberNovemberDecember2025February
2.43
1.95
ACSI
SPMO

Dividends

ACSI vs. SPMO - Dividend Comparison

ACSI's dividend yield for the trailing twelve months is around 0.68%, more than SPMO's 0.46% yield.


TTM2024202320222021202020192018201720162015
ACSI
American Customer Satisfaction ETF
0.68%0.69%1.01%0.81%0.31%0.82%1.64%1.59%1.20%0.18%0.00%
SPMO
Invesco S&P 500® Momentum ETF
0.46%0.48%1.63%1.66%0.52%1.27%1.39%1.05%0.77%1.94%0.36%

Drawdowns

ACSI vs. SPMO - Drawdown Comparison

The maximum ACSI drawdown since its inception was -34.48%, which is greater than SPMO's maximum drawdown of -30.95%. Use the drawdown chart below to compare losses from any high point for ACSI and SPMO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-2.46%
-3.24%
ACSI
SPMO

Volatility

ACSI vs. SPMO - Volatility Comparison

The current volatility for American Customer Satisfaction ETF (ACSI) is 3.18%, while Invesco S&P 500® Momentum ETF (SPMO) has a volatility of 5.15%. This indicates that ACSI 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2025February
3.18%
5.15%
ACSI
SPMO
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab