CYD vs. SPMO
Compare and contrast key facts about China Yuchai International Limited (CYD) and Invesco S&P 500 Momentum ETF (SPMO).
SPMO is a passively managed fund by Invesco that tracks the performance of the S&P 500 Momentum Index. It was launched on Oct 9, 2015.
Performance
CYD vs. SPMO - Performance Comparison
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CYD vs. SPMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CYD China Yuchai International Limited | 8.45% | 281.18% | 17.72% | 21.67% | -50.38% | 0.21% | 29.89% | 13.35% | -46.44% | 82.82% |
SPMO Invesco S&P 500 Momentum ETF | -5.78% | 26.58% | 45.82% | 17.56% | -10.45% | 22.64% | 28.25% | 25.93% | -0.92% | 27.76% |
Returns By Period
In the year-to-date period, CYD achieves a 8.45% return, which is significantly higher than SPMO's -5.78% return. Over the past 10 years, CYD has outperformed SPMO with an annualized return of 20.50%, while SPMO has yielded a comparatively lower 17.16% annualized return.
CYD
- 1D
- 4.59%
- 1M
- -23.43%
- YTD
- 8.45%
- 6M
- -6.94%
- 1Y
- 131.88%
- 3Y*
- 74.45%
- 5Y*
- 25.29%
- 10Y*
- 20.50%
SPMO
- 1D
- 3.96%
- 1M
- -5.89%
- YTD
- -5.78%
- 6M
- -6.90%
- 1Y
- 22.23%
- 3Y*
- 28.36%
- 5Y*
- 17.17%
- 10Y*
- 17.16%
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Return for Risk
CYD vs. SPMO — Risk / Return Rank
CYD
SPMO
CYD vs. SPMO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for China Yuchai International Limited (CYD) 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.
| CYD | SPMO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.23 | 0.98 | +1.24 |
Sortino ratioReturn per unit of downside risk | 2.59 | 1.51 | +1.09 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.22 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 3.98 | 1.79 | +2.19 |
Martin ratioReturn relative to average drawdown | 11.52 | 6.36 | +5.16 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CYD | SPMO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.23 | 0.98 | +1.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.91 | -0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.86 | -0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.85 | -0.72 |
Correlation
The correlation between CYD and SPMO is 0.22, 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.
Dividends
CYD vs. SPMO - Dividend Comparison
CYD's dividend yield for the trailing twelve months is around 1.38%, more than SPMO's 0.91% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CYD China Yuchai International Limited | 1.38% | 1.49% | 3.99% | 3.34% | 5.65% | 11.39% | 5.20% | 6.38% | 5.87% | 3.75% | 6.15% | 10.22% |
SPMO Invesco S&P 500 Momentum ETF | 0.91% | 0.73% | 0.48% | 1.63% | 1.66% | 0.52% | 1.27% | 1.39% | 1.05% | 0.77% | 1.94% | 0.36% |
Drawdowns
CYD vs. SPMO - Drawdown Comparison
The maximum CYD drawdown since its inception was -97.74%, which is greater than SPMO's maximum drawdown of -30.95%. Use the drawdown chart below to compare losses from any high point for CYD and SPMO.
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Drawdown Indicators
| CYD | SPMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.74% | -30.95% | -66.79% |
Max Drawdown (1Y)Largest decline over 1 year | -34.21% | -12.70% | -21.51% |
Max Drawdown (5Y)Largest decline over 5 years | -58.56% | -22.74% | -35.82% |
Max Drawdown (10Y)Largest decline over 10 years | -68.53% | -30.95% | -37.58% |
Current DrawdownCurrent decline from peak | -31.19% | -9.24% | -21.95% |
Average DrawdownAverage peak-to-trough decline | -53.24% | -4.66% | -48.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.81% | 3.57% | +8.24% |
Volatility
CYD vs. SPMO - Volatility Comparison
China Yuchai International Limited (CYD) has a higher volatility of 14.31% compared to Invesco S&P 500 Momentum ETF (SPMO) at 6.82%. This indicates that CYD's price experiences larger fluctuations and is considered to be riskier 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
| CYD | SPMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.31% | 6.82% | +7.49% |
Volatility (6M)Calculated over the trailing 6-month period | 40.24% | 12.62% | +27.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 59.55% | 22.68% | +36.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 49.17% | 19.06% | +30.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.40% | 20.08% | +24.32% |