EBS vs. XMMO
Compare and contrast key facts about Emergent BioSolutions Inc. (EBS) and Invesco S&P MidCap Momentum ETF (XMMO).
XMMO is a passively managed fund by Invesco that tracks the performance of the S&P MidCap 400 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: EBS or XMMO.
Key characteristics
| EBS | XMMO | |
|---|---|---|
| YTD Return | 282.92% | 38.18% |
| 1Y Return | 272.06% | 55.89% |
| 3Y Return (Ann) | -43.53% | 13.30% |
| 5Y Return (Ann) | -29.95% | 17.17% |
| 10Y Return (Ann) | -7.49% | 16.33% |
| Sharpe Ratio | 1.62 | 2.93 |
| Sortino Ratio | 3.05 | 3.88 |
| Omega Ratio | 1.39 | 1.48 |
| Calmar Ratio | 2.68 | 2.83 |
| Martin Ratio | 9.53 | 18.55 |
| Ulcer Index | 27.77% | 3.13% |
| Daily Std Dev | 163.74% | 19.81% |
| Max Drawdown | -98.89% | -55.37% |
| Current Drawdown | -93.19% | -0.23% |
Correlation
The correlation between EBS and XMMO is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
EBS vs. XMMO - Performance Comparison
In the year-to-date period, EBS achieves a 282.92% return, which is significantly higher than XMMO's 38.18% return. Over the past 10 years, EBS has underperformed XMMO with an annualized return of -7.49%, while XMMO has yielded a comparatively higher 16.33% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
EBS vs. XMMO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Emergent BioSolutions Inc. (EBS) 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.
Dividends
EBS vs. XMMO - Dividend Comparison
EBS has not paid dividends to shareholders, while XMMO's dividend yield for the trailing twelve months is around 0.32%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EBS Emergent BioSolutions Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 5.65% | 0.00% | 0.00% | 0.00% |
XMMO Invesco S&P MidCap Momentum ETF | 0.32% | 0.80% | 1.43% | 0.41% | 0.61% | 0.60% | 0.19% | 0.21% | 0.22% | 0.64% | 1.24% | 1.30% |
Drawdowns
EBS vs. XMMO - Drawdown Comparison
The maximum EBS drawdown since its inception was -98.89%, which is greater than XMMO's maximum drawdown of -55.37%. Use the drawdown chart below to compare losses from any high point for EBS and XMMO. For additional features, visit the drawdowns tool.
Volatility
EBS vs. XMMO - Volatility Comparison
Emergent BioSolutions Inc. (EBS) has a higher volatility of 29.31% compared to Invesco S&P MidCap Momentum ETF (XMMO) at 3.99%. This indicates that EBS's price experiences larger fluctuations and is considered to be riskier than XMMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.