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.
ADUS vs. XSMO
Compare and contrast key facts about Addus HomeCare Corporation (ADUS) and Invesco S&P SmallCap Momentum ETF (XSMO).
XSMO is a passively managed fund by Invesco that tracks the performance of the S&P SmallCap 600 Index. It was launched on Mar 3, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ADUS or XSMO.
Performance
ADUS vs. XSMO - Performance Comparison
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Key characteristics
ADUS:
-0.03
XSMO:
0.33
ADUS:
0.16
XSMO:
0.70
ADUS:
1.02
XSMO:
1.09
ADUS:
-0.02
XSMO:
0.36
ADUS:
-0.06
XSMO:
0.98
ADUS:
14.39%
XSMO:
9.07%
ADUS:
28.85%
XSMO:
25.40%
ADUS:
-70.37%
XSMO:
-58.07%
ADUS:
-18.40%
XSMO:
-10.08%
Returns By Period
In the year-to-date period, ADUS achieves a -11.52% return, which is significantly lower than XSMO's 0.01% return. Over the past 10 years, ADUS has outperformed XSMO with an annualized return of 15.13%, while XSMO has yielded a comparatively lower 10.56% annualized return.
ADUS
-11.52%
6.08%
-9.71%
-0.73%
9.92%
2.31%
15.13%
XSMO
0.01%
6.70%
-9.43%
8.38%
11.31%
14.58%
10.56%
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Risk-Adjusted Performance
ADUS vs. XSMO — Risk-Adjusted Performance Rank
ADUS
XSMO
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.
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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 0.83%.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 0.83% | 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.
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Volatility
ADUS vs. XSMO - Volatility Comparison
Addus HomeCare Corporation (ADUS) has a higher volatility of 8.08% compared to Invesco S&P SmallCap Momentum ETF (XSMO) at 5.37%. This indicates that ADUS's price experiences larger fluctuations and is considered to be riskier than XSMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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