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ADUS vs. XSMO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ADUS and XSMO is 0.30, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

ADUS vs. XSMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Addus HomeCare Corporation (ADUS) and Invesco S&P SmallCap Momentum ETF (XSMO). The values are adjusted to include any dividend payments, if applicable.

400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%1,600.00%December2025FebruaryMarchAprilMay
1,136.75%
531.45%
ADUS
XSMO

Key characteristics

Sharpe Ratio

ADUS:

0.32

XSMO:

0.45

Sortino Ratio

ADUS:

0.63

XSMO:

0.83

Omega Ratio

ADUS:

1.08

XSMO:

1.10

Calmar Ratio

ADUS:

0.27

XSMO:

0.46

Martin Ratio

ADUS:

0.68

XSMO:

1.33

Ulcer Index

ADUS:

13.47%

XSMO:

8.56%

Daily Std Dev

ADUS:

29.01%

XSMO:

25.27%

Max Drawdown

ADUS:

-70.37%

XSMO:

-58.07%

Current Drawdown

ADUS:

-22.75%

XSMO:

-13.13%

Returns By Period

In the year-to-date period, ADUS achieves a -16.23% return, which is significantly lower than XSMO's -3.37% return. Over the past 10 years, ADUS has outperformed XSMO with an annualized return of 14.77%, while XSMO has yielded a comparatively lower 10.51% annualized return.


ADUS

YTD

-16.23%

1M

4.68%

6M

-16.84%

1Y

6.92%

5Y*

3.46%

10Y*

14.77%

XSMO

YTD

-3.37%

1M

12.17%

6M

-2.08%

1Y

7.86%

5Y*

15.87%

10Y*

10.51%

*Annualized

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Risk-Adjusted Performance

ADUS vs. XSMO — Risk-Adjusted Performance Rank

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

ADUS
The Risk-Adjusted Performance Rank of ADUS is 5858
Overall Rank
The Sharpe Ratio Rank of ADUS is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of ADUS is 5454
Sortino Ratio Rank
The Omega Ratio Rank of ADUS is 5252
Omega Ratio Rank
The Calmar Ratio Rank of ADUS is 6363
Calmar Ratio Rank
The Martin Ratio Rank of ADUS is 5959
Martin Ratio Rank

XSMO
The Risk-Adjusted Performance Rank of XSMO is 4646
Overall Rank
The Sharpe Ratio Rank of XSMO is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of XSMO is 4949
Sortino Ratio Rank
The Omega Ratio Rank of XSMO is 4444
Omega Ratio Rank
The Calmar Ratio Rank of XSMO is 5151
Calmar Ratio Rank
The Martin Ratio Rank of XSMO is 4242
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.

ADUS vs. XSMO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Addus HomeCare Corporation (ADUS) and Invesco S&P SmallCap Momentum ETF (XSMO). 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.


The chart of Sharpe ratio for ADUS, currently valued at 0.32, compared to the broader market-2.00-1.000.001.002.003.00
ADUS: 0.32
XSMO: 0.45
The chart of Sortino ratio for ADUS, currently valued at 0.63, compared to the broader market-6.00-4.00-2.000.002.004.00
ADUS: 0.63
XSMO: 0.83
The chart of Omega ratio for ADUS, currently valued at 1.08, compared to the broader market0.501.001.502.00
ADUS: 1.08
XSMO: 1.10
The chart of Calmar ratio for ADUS, currently valued at 0.27, compared to the broader market0.001.002.003.004.005.00
ADUS: 0.27
XSMO: 0.46
The chart of Martin ratio for ADUS, currently valued at 0.68, compared to the broader market-10.000.0010.0020.00
ADUS: 0.68
XSMO: 1.33

The current ADUS Sharpe Ratio is 0.32, which is comparable to the XSMO Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of ADUS and XSMO, 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 Ratio0.000.501.001.502.002.50December2025FebruaryMarchAprilMay
0.32
0.45
ADUS
XSMO

Dividends

ADUS vs. XSMO - Dividend Comparison

ADUS has not paid dividends to shareholders, while XSMO's dividend yield for the trailing twelve months is around 0.86%.


TTM20242023202220212020201920182017201620152014
ADUS
Addus HomeCare Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XSMO
Invesco S&P SmallCap Momentum ETF
0.86%0.63%0.96%1.19%0.30%0.82%0.69%0.65%0.28%0.30%0.35%1.31%

Drawdowns

ADUS vs. XSMO - Drawdown Comparison

The maximum ADUS drawdown since its inception was -70.37%, which is greater than XSMO's maximum drawdown of -58.07%. Use the drawdown chart below to compare losses from any high point for ADUS and XSMO. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-22.75%
-13.13%
ADUS
XSMO

Volatility

ADUS vs. XSMO - Volatility Comparison

The current volatility for Addus HomeCare Corporation (ADUS) is 9.01%, while Invesco S&P SmallCap Momentum ETF (XSMO) has a volatility of 14.12%. This indicates that ADUS experiences smaller price fluctuations and is considered to be less risky than XSMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
9.01%
14.12%
ADUS
XSMO