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AMID vs. XMMO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AMID and XMMO is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

AMID vs. XMMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Argent Mid Cap ETF (AMID) and Invesco S&P MidCap Momentum ETF (XMMO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

AMID:

8.11%

XMMO:

11.34%

Max Drawdown

AMID:

-0.62%

XMMO:

-0.80%

Current Drawdown

AMID:

0.00%

XMMO:

0.00%

Returns By Period


AMID

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

XMMO

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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AMID vs. XMMO - Expense Ratio Comparison

AMID has a 0.52% expense ratio, which is higher than XMMO's 0.33% expense ratio.


Risk-Adjusted Performance

AMID vs. XMMO — Risk-Adjusted Performance Rank

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

AMID
The Risk-Adjusted Performance Rank of AMID is 1818
Overall Rank
The Sharpe Ratio Rank of AMID is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of AMID is 1919
Sortino Ratio Rank
The Omega Ratio Rank of AMID is 1919
Omega Ratio Rank
The Calmar Ratio Rank of AMID is 1919
Calmar Ratio Rank
The Martin Ratio Rank of AMID is 1919
Martin Ratio Rank

XMMO
The Risk-Adjusted Performance Rank of XMMO is 3636
Overall Rank
The Sharpe Ratio Rank of XMMO is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of XMMO is 3838
Sortino Ratio Rank
The Omega Ratio Rank of XMMO is 3636
Omega Ratio Rank
The Calmar Ratio Rank of XMMO is 3939
Calmar Ratio Rank
The Martin Ratio Rank of XMMO is 3434
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.

AMID vs. XMMO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Argent Mid Cap ETF (AMID) and Invesco S&P MidCap Momentum ETF (XMMO). 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

AMID vs. XMMO - Dividend Comparison

AMID's dividend yield for the trailing twelve months is around 0.35%, less than XMMO's 0.51% yield.


TTM20242023202220212020201920182017201620152014
AMID
Argent Mid Cap ETF
0.35%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XMMO
Invesco S&P MidCap Momentum ETF
0.51%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

AMID vs. XMMO - Drawdown Comparison

The maximum AMID drawdown since its inception was -0.62%, smaller than the maximum XMMO drawdown of -0.80%. Use the drawdown chart below to compare losses from any high point for AMID and XMMO. For additional features, visit the drawdowns tool.


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Volatility

AMID vs. XMMO - Volatility Comparison


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