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CURB vs. SPMO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CURB vs. SPMO - Performance Comparison

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

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Returns By Period

In the year-to-date period, CURB achieves a 25.57% return, which is significantly lower than SPMO's 28.45% return.


CURB

1D
-0.14%
1M
4.78%
YTD
25.57%
6M
24.24%
1Y
29.99%
3Y*
5Y*
10Y*

SPMO

1D
-1.46%
1M
10.84%
YTD
28.45%
6M
27.50%
1Y
43.92%
3Y*
42.27%
5Y*
23.92%
10Y*
20.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CURB vs. SPMO - Yearly Performance Comparison


2026 (YTD)20252024
CURB
Curbline Properties Corp
25.57%2.93%18.24%
SPMO
Invesco S&P 500 Momentum ETF
28.45%26.58%4.55%

Correlation

The correlation between CURB and SPMO is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.21

Correlation (All Time)
Calculated using the full available price history since Sep 27, 2024

0.29

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Return for Risk

CURB vs. SPMO — Risk / Return Rank

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

CURB
CURB Risk / Return Rank: 8080
Overall Rank
CURB Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
CURB Sortino Ratio Rank: 7979
Sortino Ratio Rank
CURB Omega Ratio Rank: 7474
Omega Ratio Rank
CURB Calmar Ratio Rank: 8383
Calmar Ratio Rank
CURB Martin Ratio Rank: 8282
Martin Ratio Rank

SPMO
SPMO Risk / Return Rank: 7575
Overall Rank
SPMO Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
SPMO Sortino Ratio Rank: 7676
Sortino Ratio Rank
SPMO Omega Ratio Rank: 7575
Omega Ratio Rank
SPMO Calmar Ratio Rank: 7171
Calmar Ratio Rank
SPMO Martin Ratio Rank: 7373
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CURB vs. SPMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Curbline Properties Corp (CURB) 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.


CURBSPMODifference
Sharpe ratioReturn per unit of total volatility

-0.99

Sortino ratioReturn per unit of downside risk

-1.15

Omega ratioGain probability vs. loss probability

1.26

1.44

-0.18

Calmar ratioReturn relative to maximum drawdown

3.16

3.47

-0.32

Martin ratioReturn relative to average drawdown

7.29

13.52

-6.23

CURB vs. SPMO - Sharpe Ratio Comparison

The current CURB Sharpe Ratio is 1.51, which is lower than the SPMO Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of CURB and SPMO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CURBSPMODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

2.49

-0.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.03

Sharpe Ratio (All Time)

Calculated using the full available price history

1.00

1.00

0.00

Drawdowns

CURB vs. SPMO - Drawdown Comparison

The maximum CURB drawdown since its inception was -14.18%, smaller than the maximum SPMO drawdown of -30.95%. Use the drawdown chart below to compare losses from any high point for CURB and SPMO.


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Drawdown Indicators


CURBSPMODifference

Max Drawdown

Largest peak-to-trough decline

-14.18%

-30.95%

+16.77%

Max Drawdown (1Y)

Largest decline over 1 year

-9.54%

-12.70%

+3.16%

Max Drawdown (3Y)

Largest decline over 3 years

-20.13%

Max Drawdown (5Y)

Largest decline over 5 years

-22.74%

Max Drawdown (10Y)

Largest decline over 10 years

-30.95%

Current Drawdown

Current decline from peak

-0.69%

-1.46%

+0.77%

Average Drawdown

Average peak-to-trough decline

-5.35%

-4.60%

-0.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.12%

3.26%

+0.86%

Volatility

CURB vs. SPMO - Volatility Comparison

The current volatility for Curbline Properties Corp (CURB) is 4.82%, while Invesco S&P 500 Momentum ETF (SPMO) has a volatility of 7.39%. This indicates that CURB 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


CURBSPMODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.82%

7.39%

-2.57%

Volatility (6M)

Calculated over the trailing 6-month period

13.89%

14.49%

-0.60%

Volatility (1Y)

Calculated over the trailing 1-year period

20.01%

17.70%

+2.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.84%

19.30%

+9.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.84%

20.31%

+8.53%

Dividends

CURB vs. SPMO - Dividend Comparison

CURB's dividend yield for the trailing twelve months is around 2.35%, more than SPMO's 0.66% yield.


PositionTTM20252024202320222021202020192018201720162015
CURB
Curbline Properties Corp
2.35%2.89%1.08%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPMO
Invesco S&P 500 Momentum ETF
0.66%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


CURB and SPMO have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPMO has higher volatility (7.39%) compared to CURB (4.82%). In terms of maximum drawdown, CURB dropped -14.18% vs SPMO's -30.95%.

SPMO currently has the higher Sharpe Ratio (2.49 vs 1.50), 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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