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GRPM vs. AAPL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GRPM and AAPL is 0.63, 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

GRPM vs. AAPL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P MidCap 400® GARP ETF (GRPM) and Apple Inc (AAPL). The values are adjusted to include any dividend payments, if applicable.

500.00%1,000.00%1,500.00%2,000.00%2,500.00%December2025FebruaryMarchAprilMay
309.23%
1,954.91%
GRPM
AAPL

Key characteristics

Sharpe Ratio

GRPM:

-0.37

AAPL:

0.47

Sortino Ratio

GRPM:

-0.38

AAPL:

0.88

Omega Ratio

GRPM:

0.95

AAPL:

1.12

Calmar Ratio

GRPM:

-0.32

AAPL:

0.46

Martin Ratio

GRPM:

-0.89

AAPL:

1.61

Ulcer Index

GRPM:

10.20%

AAPL:

9.46%

Daily Std Dev

GRPM:

24.80%

AAPL:

32.32%

Max Drawdown

GRPM:

-43.12%

AAPL:

-81.80%

Current Drawdown

GRPM:

-18.56%

AAPL:

-23.28%

Returns By Period

In the year-to-date period, GRPM achieves a -8.86% return, which is significantly higher than AAPL's -20.64% return. Over the past 10 years, GRPM has underperformed AAPL with an annualized return of 8.17%, while AAPL has yielded a comparatively higher 21.44% annualized return.


GRPM

YTD

-8.86%

1M

9.05%

6M

-11.93%

1Y

-11.36%

5Y*

16.10%

10Y*

8.17%

AAPL

YTD

-20.64%

1M

5.38%

6M

-10.97%

1Y

9.76%

5Y*

22.01%

10Y*

21.44%

*Annualized

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Risk-Adjusted Performance

GRPM vs. AAPL — Risk-Adjusted Performance Rank

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

GRPM
The Risk-Adjusted Performance Rank of GRPM is 66
Overall Rank
The Sharpe Ratio Rank of GRPM is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of GRPM is 66
Sortino Ratio Rank
The Omega Ratio Rank of GRPM is 77
Omega Ratio Rank
The Calmar Ratio Rank of GRPM is 55
Calmar Ratio Rank
The Martin Ratio Rank of GRPM is 66
Martin Ratio Rank

AAPL
The Risk-Adjusted Performance Rank of AAPL is 6666
Overall Rank
The Sharpe Ratio Rank of AAPL is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of AAPL is 6161
Sortino Ratio Rank
The Omega Ratio Rank of AAPL is 6262
Omega Ratio Rank
The Calmar Ratio Rank of AAPL is 7070
Calmar Ratio Rank
The Martin Ratio Rank of AAPL is 6969
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GRPM vs. AAPL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P MidCap 400® GARP ETF (GRPM) and Apple Inc (AAPL). 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 GRPM Sharpe Ratio is -0.37, which is lower than the AAPL Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of GRPM and AAPL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.00December2025FebruaryMarchAprilMay
-0.37
0.47
GRPM
AAPL

Dividends

GRPM vs. AAPL - Dividend Comparison

GRPM's dividend yield for the trailing twelve months is around 1.18%, more than AAPL's 0.50% yield.


TTM20242023202220212020201920182017201620152014
GRPM
Invesco S&P MidCap 400® GARP ETF
1.18%0.95%0.96%1.28%0.92%1.16%1.25%1.50%1.14%1.00%1.43%1.28%
AAPL
Apple Inc
0.50%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%

Drawdowns

GRPM vs. AAPL - Drawdown Comparison

The maximum GRPM drawdown since its inception was -43.12%, smaller than the maximum AAPL drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for GRPM and AAPL. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-18.56%
-23.28%
GRPM
AAPL

Volatility

GRPM vs. AAPL - Volatility Comparison

The current volatility for Invesco S&P MidCap 400® GARP ETF (GRPM) is 13.29%, while Apple Inc (AAPL) has a volatility of 19.15%. This indicates that GRPM experiences smaller price fluctuations and is considered to be less risky than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
13.29%
19.15%
GRPM
AAPL