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GOOG.TO vs. SPMO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GOOG.TO vs. SPMO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Alphabet CDR (CAD Hedged) (GOOG.TO) and Invesco S&P 500 Momentum ETF (SPMO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

GOOG.TO is traded in CAD, while SPMO is traded in USD. To make them comparable, the SPMO values have been converted to CAD using the latest available exchange rates.

Returns By Period


GOOG.TO

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

SPMO

1D
-5.40%
1M
4.18%
YTD
23.17%
6M
21.09%
1Y
40.29%
3Y*
41.46%
5Y*
26.08%
10Y*
21.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

GOOG.TO vs. SPMO — Risk / Return Rank

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

GOOG.TO

SPMO
SPMO Risk / Return Rank: 6161
Overall Rank
SPMO Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
SPMO Sortino Ratio Rank: 5757
Sortino Ratio Rank
SPMO Omega Ratio Rank: 6363
Omega Ratio Rank
SPMO Calmar Ratio Rank: 6161
Calmar Ratio Rank
SPMO Martin Ratio Rank: 6464
Martin Ratio Rank
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.

GOOG.TO vs. SPMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alphabet CDR (CAD Hedged) (GOOG.TO) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

GOOG.TO vs. SPMO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GOOG.TOSPMODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.11

Sharpe Ratio (All Time)

Calculated using the full available price history

1.06

Drawdowns

GOOG.TO vs. SPMO - Drawdown Comparison


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Drawdown Indicators


GOOG.TOSPMODifference

Max Drawdown

Largest peak-to-trough decline

-25.58%

Max Drawdown (1Y)

Largest decline over 1 year

-12.82%

Max Drawdown (3Y)

Largest decline over 3 years

-20.26%

Max Drawdown (5Y)

Largest decline over 5 years

-20.69%

Max Drawdown (10Y)

Largest decline over 10 years

-25.58%

Current Drawdown

Current decline from peak

-6.69%

Average Drawdown

Average peak-to-trough decline

-4.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.84%

Volatility

GOOG.TO vs. SPMO - Volatility Comparison


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Volatility by Period


GOOG.TOSPMODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.21%

Volatility (6M)

Calculated over the trailing 6-month period

15.18%

Volatility (1Y)

Calculated over the trailing 1-year period

18.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.18%

Dividends

GOOG.TO vs. SPMO - Dividend Comparison

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


PositionTTM20252024202320222021202020192018201720162015
GOOG.TO
Alphabet CDR (CAD Hedged)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPMO
Invesco S&P 500 Momentum ETF
0.70%0.73%0.48%1.63%1.66%0.52%1.27%1.39%1.05%0.77%1.94%0.36%
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