IAS vs. XMMO

Last updated Jun 23, 2026

IAS (Integral Ad Science Holding Corp.) is a stock, while XMMO (Invesco S&P MidCap Momentum ETF) is Momentum fund tracking the S&P MidCap 400 Momentum Index. At a 0.38 correlation, their price movements are largely independent.

Performance

IAS vs. XMMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Integral Ad Science Holding Corp. (IAS) and Invesco S&P MidCap Momentum ETF (XMMO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

IAS

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

XMMO

• 1D: 1.31%
• 1M: 5.63%
• YTD: 25.95%
• 6M: 23.04%
• 1Y: 40.85%
• 3Y*: 32.12%
• 5Y*: 16.76%
• 10Y*: 20.42%

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

IAS vs. XMMO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
IAS Integral Ad Science Holding Corp.	0.00%	-0.96%	-27.45%	63.71%	-60.42%	0.95%
XMMO Invesco S&P MidCap Momentum ETF	25.95%	13.04%	38.03%	20.39%	-16.02%	6.25%

Correlation

The correlation between IAS and XMMO is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.13
Correlation (3Y) Calculated over the trailing 3-year period	0.38
Correlation (All Time) Calculated using the full available price history since Jun 30, 2021	0.38

Over the past year, the correlation between IAS and XMMO has dropped to 0.13 - well below their long-term average of 0.38, suggesting their price drivers have been diverging.

Return for Risk

IAS vs. XMMO — Risk / Return Rank

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

IAS

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

XMMO

XMMO Risk / Return Rank: 74
XMMO Sharpe Ratio Rank: 65
XMMO Sortino Ratio Rank: 63
XMMO Omega Ratio Rank: 62
XMMO Calmar Ratio Rank: 88
XMMO Martin Ratio Rank: 90

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.

IAS vs. XMMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Integral Ad Science Holding Corp. (IAS) 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.

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.

	IAS	XMMO	Difference
Sharpe ratio: Return per unit of total volatility	—	2.08	—
Sortino ratio: Return per unit of downside risk	—	2.83	—
Omega ratio: Gain probability vs. loss probability	—	1.36	—
Calmar ratio: Return relative to maximum drawdown	—	4.92	—
Martin ratio: Return relative to average drawdown	—	19.55	—

Drawdowns

Drawdown Indicators

	IAS	XMMO	Difference
Max Drawdown Largest peak-to-trough decline	—	-55.37%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-8.34%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-24.93%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-27.91%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-36.74%	—
Current Drawdown Current decline from peak	—	0.00%	—
Average Drawdown Average peak-to-trough decline	—	-9.43%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.09%	—

Volatility

Volatility by Period

	IAS	XMMO	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	8.04%	—
Volatility (6M) Calculated over the trailing 6-month period	—	16.60%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	19.82%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	21.62%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	22.35%	—

Dividends

IAS vs. XMMO - Dividend Comparison

IAS has not paid dividends to shareholders, while XMMO's dividend yield for the trailing twelve months is around 0.74%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IAS Integral Ad Science Holding Corp.	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	0.56%	0.78%	0.34%	0.80%	1.43%	0.41%	0.61%	0.60%	0.19%	0.21%	0.22%	0.64%

Frequently Asked Questions

Can I hold both IAS and XMMO in my portfolio?

IAS and XMMO have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.