FORM vs. SPMO

In the year-to-date period, FORM achieves a -26.89% return, which is significantly lower than SPMO's 7.43% return.

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This table presents a comparison of risk-adjusted performance metrics for FormFactor, Inc. (FORM) 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.

The current FORM Sharpe Ratio is -0.70, which is lower than the SPMO Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of FORM and SPMO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FORM has not paid dividends to shareholders, while SPMO's dividend yield for the trailing twelve months is around 0.50%.

The maximum FORM drawdown since its inception was -92.36%, which is greater than SPMO's maximum drawdown of -30.95%. Use the drawdown chart below to compare losses from any high point for FORM and SPMO. For additional features, visit the drawdowns tool.

FormFactor, Inc. (FORM) has a higher volatility of 13.30% compared to Invesco S&P 500® Momentum ETF (SPMO) at 7.23%. This indicates that FORM'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.