PortfoliosLab logoPortfoliosLab logo
GMOM vs. ROMO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GMOM vs. ROMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cambria Global Momentum ETF (GMOM) and Strategy Shares Newfound/ReSolve Robust Momentum ETF (ROMO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, GMOM achieves a 10.77% return, which is significantly higher than ROMO's 9.67% return.


GMOM

1D
0.83%
1M
4.48%
6M
1.88%
YTD
10.77%
1Y
24.88%
3Y*
12.63%
5Y*
7.64%
10Y*
7.18%
ALL TIME*
5.87%

ROMO

1D
1.76%
1M
3.17%
6M
5.36%
YTD
9.67%
1Y
18.83%
3Y*
14.71%
5Y*
6.87%
10Y*
ALL TIME*
7.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$382.91K$314.43K$258.97K
$18.86K$35.27K$74.42K

GMOM vs. ROMO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
GMOM
Cambria Global Momentum ETF
10.77%20.63%6.75%0.65%-2.82%19.13%2.42%1.10%
ROMO
Strategy Shares Newfound/ReSolve Robust Momentum ETF
9.67%9.29%20.68%11.05%-18.88%21.41%-3.48%4.25%

Correlation

The correlation between GMOM and ROMO is 0.77, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.77

Correlation (3Y)
Balances recent behavior with more history.

0.70

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.63

Correlation (All Time)
Calculated using the full available price history since Nov 4, 2019

0.64

The correlation between GMOM and ROMO shifts across timeframes, from 0.63 (5 years) to 0.77 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

GMOM vs. ROMO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GMOM
GMOM Risk / Return Rank: 6363
Overall Rank
GMOM Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
GMOM Sortino Ratio Rank: 6060
Sortino Ratio Rank
GMOM Omega Ratio Rank: 6363
Omega Ratio Rank
GMOM Calmar Ratio Rank: 6666
Calmar Ratio Rank
GMOM Martin Ratio Rank: 5959
Martin Ratio Rank

ROMO
ROMO Risk / Return Rank: 4646
Overall Rank
ROMO Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
ROMO Sortino Ratio Rank: 4545
Sortino Ratio Rank
ROMO Omega Ratio Rank: 4747
Omega Ratio Rank
ROMO Calmar Ratio Rank: 4242
Calmar Ratio Rank
ROMO Martin Ratio Rank: 4747
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GMOM vs. ROMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Global Momentum ETF (GMOM) and Strategy Shares Newfound/ReSolve Robust Momentum ETF (ROMO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GMOMROMODifference
Sharpe ratioReturn per unit of total volatility

+0.37

Sortino ratioReturn per unit of downside risk

+0.40

Omega ratioGain probability vs. loss probability

1.31

1.25

+0.06

Calmar ratioReturn relative to maximum drawdown

2.61

1.69

+0.92

Martin ratioReturn relative to average drawdown

7.84

5.95

+1.89

GMOM vs. ROMO - Sharpe Ratio Comparison

The current GMOM Sharpe Ratio is 1.70, which is comparable to the ROMO Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of GMOM and ROMO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

GMOM vs. ROMO - Drawdown Comparison

The maximum GMOM drawdown since its inception was -25.03%, smaller than the maximum ROMO drawdown of -28.66%. Use the drawdown chart below to compare losses from any high point for GMOM and ROMO.


Loading charts...

Drawdown Indicators


GMOMROMODifference

Max Drawdown

Largest peak-to-trough decline

-25.03%

-28.66%

+3.63%

Max Drawdown (1Y)

Largest decline over 1 year

-9.57%

-11.16%

+1.59%

Max Drawdown (3Y)

Largest decline over 3 years

-13.73%

-14.09%

+0.36%

Max Drawdown (5Y)

Largest decline over 5 years

-19.16%

-20.26%

+1.10%

Max Drawdown (10Y)

Largest decline over 10 years

-25.03%

Current Drawdown

Current decline from peak

-2.78%

0.00%

-2.78%

Average Drawdown

Average peak-to-trough decline

-7.77%

-8.15%

+0.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.18%

3.17%

+0.01%

Volatility

GMOM vs. ROMO - Volatility Comparison

The current volatility for Cambria Global Momentum ETF (GMOM) is 3.25%, while Strategy Shares Newfound/ReSolve Robust Momentum ETF (ROMO) has a volatility of 4.11%. This indicates that GMOM experiences smaller price fluctuations and is considered to be less risky than ROMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


GMOMROMODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.25%

4.11%

-0.86%

Volatility (6M)

Calculated over the trailing 6-month period

11.34%

12.07%

-0.73%

Volatility (1Y)

Calculated over the trailing 1-year period

14.72%

14.23%

+0.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.36%

12.20%

+2.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.95%

14.46%

-1.51%

GMOM vs. ROMO - Expense Ratio Comparison

GMOM has a 0.96% expense ratio, which is higher than ROMO's 0.82% expense ratio.


Dividends

GMOM vs. ROMO - Dividend Comparison

GMOM's dividend yield for the trailing twelve months is around 1.47%, less than ROMO's 8.09% yield.


PositionTTM20252024202320222021202020192018201720162015
GMOM
Cambria Global Momentum ETF
1.47%3.01%2.16%3.63%2.52%3.42%1.24%2.60%1.90%2.05%1.77%1.88%
ROMO
Strategy Shares Newfound/ReSolve Robust Momentum ETF
8.09%8.87%0.76%2.42%0.77%0.56%0.97%0.58%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GMOM and ROMO have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ROMO has higher volatility (4.11%) compared to GMOM (3.25%). In terms of maximum drawdown, GMOM dropped -25.03% vs ROMO's -28.66%.

On 5-year performance, GMOM leads with 7.64% vs 6.87% for ROMO. On fees, ROMO is cheaper at 0.82% per year. On volatility, GMOM has been the lower-risk option at 3.25%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, GMOM has performed better with a 7.64% return vs 6.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ROMO is cheaper with a 0.82% expense ratio, compared with 0.96% for GMOM.

ROMO has the higher dividend yield at 8.09%, compared with 1.47% for GMOM.

They also come from different issuers: Cambria and Strategy Shares. Their fees differ too: 0.96% for GMOM and 0.82% for ROMO.

GMOM currently has the higher Sharpe Ratio (1.70 vs 1.33), 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.

Portfolio Optimizer

Find the right allocation for GMOM and ROMO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer