IAS vs. XMMO
Compare and contrast key facts about Integral Ad Science Holding Corp. (IAS) and Invesco S&P MidCap Momentum ETF (XMMO).
XMMO is a passively managed fund by Invesco that tracks the performance of the S&P MidCap 400 Index. It was launched on Mar 3, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IAS or XMMO.
Key characteristics
| IAS | XMMO | |
|---|---|---|
| YTD Return | -32.52% | 21.28% |
| 1Y Return | -37.88% | 47.06% |
| Sharpe Ratio | -0.63 | 2.62 |
| Daily Std Dev | 62.08% | 17.35% |
| Max Drawdown | -74.66% | -55.37% |
| Current Drawdown | -63.22% | -5.26% |
Correlation
The correlation between IAS and XMMO is 0.43, 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
IAS vs. XMMO - Performance Comparison
In the year-to-date period, IAS achieves a -32.52% return, which is significantly lower than XMMO's 21.28% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
IAS vs. XMMO - Risk-Adjusted Performance 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.
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 0.46%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 0.46% | 0.80% | 1.43% | 0.41% | 0.61% | 0.60% | 0.19% | 0.21% | 0.22% | 0.64% | 1.24% | 1.30% |
Drawdowns
IAS vs. XMMO - Drawdown Comparison
The maximum IAS drawdown since its inception was -74.66%, which is greater than XMMO's maximum drawdown of -55.37%. Use the drawdown chart below to compare losses from any high point for IAS and XMMO. For additional features, visit the drawdowns tool.
Volatility
IAS vs. XMMO - Volatility Comparison
Integral Ad Science Holding Corp. (IAS) has a higher volatility of 10.11% compared to Invesco S&P MidCap Momentum ETF (XMMO) at 4.73%. This indicates that IAS's price experiences larger fluctuations and is considered to be riskier than XMMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.