FLWS vs. XMMO

Last updated Apr 2, 2026

Compare and contrast key facts about 1-800-FLOWERS.COM, Inc. (FLWS) 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.

Performance

FLWS vs. XMMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in 1-800-FLOWERS.COM, Inc. (FLWS) and Invesco S&P MidCap Momentum ETF (XMMO). The values are adjusted to include any dividend payments, if applicable.

FLWS vs. XMMO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FLWS 1-800-FLOWERS.COM, Inc.	-20.36%	-51.90%	-24.21%	12.76%	-59.09%	-10.12%	79.31%	18.56%	14.30%	0.00%
XMMO Invesco S&P MidCap Momentum ETF	6.86%	13.04%	38.03%	20.39%	-16.02%	16.69%	29.17%	36.78%	6.12%	37.18%

Returns By Period

In the year-to-date period, FLWS achieves a -20.36% return, which is significantly lower than XMMO's 6.86% return. Over the past 10 years, FLWS has underperformed XMMO with an annualized return of -8.71%, while XMMO has yielded a comparatively higher 18.41% annualized return.

FLWS

• 1D: 2.96%
• 1M: -8.21%
• YTD: -20.36%
• 6M: -31.21%
• 1Y: -47.39%
• 3Y*: -35.19%
• 5Y*: -35.35%
• 10Y*: -8.71%

XMMO

• 1D: 1.85%
• 1M: -2.62%
• YTD: 6.86%
• 6M: 9.51%
• 1Y: 29.37%
• 3Y*: 25.85%
• 5Y*: 12.62%
• 10Y*: 18.41%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

FLWS vs. XMMO — Risk / Return Rank

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

FLWS

FLWS Risk / Return Rank: 15
FLWS Sharpe Ratio Rank: 15
FLWS Sortino Ratio Rank: 17
FLWS Omega Ratio Rank: 17
FLWS Calmar Ratio Rank: 10
FLWS Martin Ratio Rank: 13

XMMO

XMMO Risk / Return Rank: 77
XMMO Sharpe Ratio Rank: 73
XMMO Sortino Ratio Rank: 74
XMMO Omega Ratio Rank: 70
XMMO Calmar Ratio Rank: 82
XMMO Martin Ratio Rank: 89

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.

FLWS vs. XMMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for 1-800-FLOWERS.COM, Inc. (FLWS) 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.

	FLWS	XMMO	Difference
Sharpe ratio Return per unit of total volatility	-0.58	1.34	-1.92
Sortino ratio Return per unit of downside risk	-0.58	1.91	-2.50
Omega ratio Gain probability vs. loss probability	0.93	1.27	-0.34
Calmar ratio Return relative to maximum drawdown	-0.83	2.41	-3.23
Martin ratio Return relative to average drawdown	-1.35	11.42	-12.77
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FLWS vs. XMMO - Sharpe Ratio Comparison

The current FLWS Sharpe Ratio is -0.58, which is lower than the XMMO Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of FLWS and XMMO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FLWS	XMMO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.58	1.34	-1.92
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.56	0.60	-1.15
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.15	0.83	-0.99
Sharpe Ratio (All Time) Calculated using the full available price history	-0.11	0.55	-0.66

Correlation

The correlation between FLWS and XMMO is 0.42, 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.

Dividends

FLWS vs. XMMO - Dividend Comparison

FLWS has not paid dividends to shareholders, while XMMO's dividend yield for the trailing twelve months is around 0.70%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FLWS 1-800-FLOWERS.COM, Inc.	0.00%	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	0.70%	0.78%	0.34%	0.80%	1.43%	0.41%	0.61%	0.60%	0.19%	0.21%	0.22%	0.64%

Drawdowns

FLWS vs. XMMO - Drawdown Comparison

The maximum FLWS drawdown since its inception was -95.71%, which is greater than XMMO's maximum drawdown of -55.37%. Use the drawdown chart below to compare losses from any high point for FLWS and XMMO.

Drawdown Indicators

	FLWS	XMMO	Difference
Max Drawdown Largest peak-to-trough decline	-95.71%	-55.37%	-40.34%
Max Drawdown (1Y) Largest decline over 1 year	-56.77%	-12.81%	-43.96%
Max Drawdown (5Y) Largest decline over 5 years	-92.10%	-27.91%	-64.19%
Max Drawdown (10Y) Largest decline over 10 years	-92.10%	-36.74%	-55.36%
Current Drawdown Current decline from peak	-91.76%	-2.62%	-89.14%
Average Drawdown Average peak-to-trough decline	-61.70%	-9.52%	-52.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	34.79%	2.70%	+32.09%

Volatility

FLWS vs. XMMO - Volatility Comparison

1-800-FLOWERS.COM, Inc. (FLWS) has a higher volatility of 12.72% compared to Invesco S&P MidCap Momentum ETF (XMMO) at 9.04%. This indicates that FLWS'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.

Volatility by Period

	FLWS	XMMO	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.72%	9.04%	+3.68%
Volatility (6M) Calculated over the trailing 6-month period	61.10%	14.39%	+46.71%
Volatility (1Y) Calculated over the trailing 1-year period	82.36%	22.03%	+60.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	63.87%	21.27%	+42.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	56.47%	22.11%	+34.36%