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IGT vs. SPMO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IGT and SPMO is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.4

Performance

IGT vs. SPMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in International Game Technology PLC (IGT) and Invesco S&P 500® Momentum ETF (SPMO). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%NovemberDecember2025FebruaryMarchApril
36.99%
295.31%
IGT
SPMO

Key characteristics

Sharpe Ratio

IGT:

-0.51

SPMO:

0.56

Sortino Ratio

IGT:

-0.63

SPMO:

0.93

Omega Ratio

IGT:

0.93

SPMO:

1.13

Calmar Ratio

IGT:

-0.32

SPMO:

0.68

Martin Ratio

IGT:

-0.99

SPMO:

2.67

Ulcer Index

IGT:

17.39%

SPMO:

5.13%

Daily Std Dev

IGT:

33.99%

SPMO:

24.38%

Max Drawdown

IGT:

-86.98%

SPMO:

-30.95%

Current Drawdown

IGT:

-49.34%

SPMO:

-14.36%

Returns By Period

In the year-to-date period, IGT achieves a -8.02% return, which is significantly lower than SPMO's -6.93% return.


IGT

YTD

-8.02%

1M

-6.25%

6M

-20.32%

1Y

-17.10%

5Y*

22.18%

10Y*

1.41%

SPMO

YTD

-6.93%

1M

-6.31%

6M

-5.81%

1Y

18.63%

5Y*

18.95%

10Y*

N/A

*Annualized

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

IGT vs. SPMO — Risk-Adjusted Performance Rank

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

IGT
The Risk-Adjusted Performance Rank of IGT is 2828
Overall Rank
The Sharpe Ratio Rank of IGT is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of IGT is 2323
Sortino Ratio Rank
The Omega Ratio Rank of IGT is 2525
Omega Ratio Rank
The Calmar Ratio Rank of IGT is 3434
Calmar Ratio Rank
The Martin Ratio Rank of IGT is 3131
Martin Ratio Rank

SPMO
The Risk-Adjusted Performance Rank of SPMO is 7272
Overall Rank
The Sharpe Ratio Rank of SPMO is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of SPMO is 7070
Sortino Ratio Rank
The Omega Ratio Rank of SPMO is 7070
Omega Ratio Rank
The Calmar Ratio Rank of SPMO is 7878
Calmar Ratio Rank
The Martin Ratio Rank of SPMO is 7373
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.

IGT vs. SPMO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for International Game Technology PLC (IGT) 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.


Sharpe ratio
The chart of Sharpe ratio for IGT, currently valued at -0.51, compared to the broader market-2.00-1.000.001.002.003.00
IGT: -0.51
SPMO: 0.56
The chart of Sortino ratio for IGT, currently valued at -0.63, compared to the broader market-6.00-4.00-2.000.002.004.00
IGT: -0.63
SPMO: 0.93
The chart of Omega ratio for IGT, currently valued at 0.93, compared to the broader market0.501.001.502.00
IGT: 0.93
SPMO: 1.13
The chart of Calmar ratio for IGT, currently valued at -0.32, compared to the broader market0.001.002.003.004.00
IGT: -0.32
SPMO: 0.68
The chart of Martin ratio for IGT, currently valued at -0.99, compared to the broader market-5.000.005.0010.0015.0020.00
IGT: -0.99
SPMO: 2.67

The current IGT Sharpe Ratio is -0.51, which is lower than the SPMO Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of IGT and SPMO, 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-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.51
0.56
IGT
SPMO

Dividends

IGT vs. SPMO - Dividend Comparison

IGT's dividend yield for the trailing twelve months is around 4.98%, more than SPMO's 0.58% yield.


TTM20242023202220212020201920182017201620152014
IGT
International Game Technology PLC
4.98%4.53%2.92%3.53%0.69%1.18%5.34%5.47%3.02%3.13%7.74%6.90%
SPMO
Invesco S&P 500® Momentum ETF
0.58%0.48%1.63%1.66%0.52%1.27%1.39%1.05%0.77%1.94%0.36%0.00%

Drawdowns

IGT vs. SPMO - Drawdown Comparison

The maximum IGT drawdown since its inception was -86.98%, which is greater than SPMO's maximum drawdown of -30.95%. Use the drawdown chart below to compare losses from any high point for IGT and SPMO. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-49.34%
-14.36%
IGT
SPMO

Volatility

IGT vs. SPMO - Volatility Comparison

International Game Technology PLC (IGT) and Invesco S&P 500® Momentum ETF (SPMO) have volatilities of 15.75% and 16.25%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
15.75%
16.25%
IGT
SPMO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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