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IHS vs. XMMO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


IHSXMMO
YTD Return-21.96%21.24%
1Y Return-62.57%45.48%
Sharpe Ratio-0.972.64
Daily Std Dev64.93%17.35%
Max Drawdown-86.35%-55.37%
Current Drawdown-79.40%-5.29%

Correlation

-0.50.00.51.00.3

The correlation between IHS and XMMO is 0.32, 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.

Performance

IHS vs. XMMO - Performance Comparison

In the year-to-date period, IHS achieves a -21.96% return, which is significantly lower than XMMO's 21.24% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-80.00%-60.00%-40.00%-20.00%0.00%20.00%40.00%NovemberDecember2024FebruaryMarchApril
-78.88%
27.99%
IHS
XMMO

Compare stocks, funds, or ETFs

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IHS Holding Limited

Invesco S&P MidCap Momentum ETF

Risk-Adjusted Performance

IHS vs. XMMO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for IHS Holding Limited (IHS) 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.


IHS
Sharpe ratio
The chart of Sharpe ratio for IHS, currently valued at -0.97, compared to the broader market-2.00-1.000.001.002.003.00-0.97
Sortino ratio
The chart of Sortino ratio for IHS, currently valued at -1.54, compared to the broader market-4.00-2.000.002.004.006.00-1.54
Omega ratio
The chart of Omega ratio for IHS, currently valued at 0.81, compared to the broader market0.501.001.500.81
Calmar ratio
The chart of Calmar ratio for IHS, currently valued at -0.73, compared to the broader market0.002.004.006.00-0.73
Martin ratio
The chart of Martin ratio for IHS, currently valued at -1.31, compared to the broader market-10.000.0010.0020.0030.00-1.31
XMMO
Sharpe ratio
The chart of Sharpe ratio for XMMO, currently valued at 2.64, compared to the broader market-2.00-1.000.001.002.003.002.64
Sortino ratio
The chart of Sortino ratio for XMMO, currently valued at 3.77, compared to the broader market-4.00-2.000.002.004.006.003.77
Omega ratio
The chart of Omega ratio for XMMO, currently valued at 1.45, compared to the broader market0.501.001.501.45
Calmar ratio
The chart of Calmar ratio for XMMO, currently valued at 1.99, compared to the broader market0.002.004.006.001.99
Martin ratio
The chart of Martin ratio for XMMO, currently valued at 16.19, compared to the broader market-10.000.0010.0020.0030.0016.19

IHS vs. XMMO - Sharpe Ratio Comparison

The current IHS Sharpe Ratio is -0.97, which is lower than the XMMO Sharpe Ratio of 2.64. The chart below compares the 12-month rolling Sharpe Ratio of IHS and XMMO.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2024FebruaryMarchApril
-0.97
2.64
IHS
XMMO

Dividends

IHS vs. XMMO - Dividend Comparison

IHS has not paid dividends to shareholders, while XMMO's dividend yield for the trailing twelve months is around 0.46%.


TTM20232022202120202019201820172016201520142013
IHS
IHS Holding Limited
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

IHS vs. XMMO - Drawdown Comparison

The maximum IHS drawdown since its inception was -86.35%, which is greater than XMMO's maximum drawdown of -55.37%. Use the drawdown chart below to compare losses from any high point for IHS and XMMO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2024FebruaryMarchApril
-79.40%
-5.29%
IHS
XMMO

Volatility

IHS vs. XMMO - Volatility Comparison

IHS Holding Limited (IHS) has a higher volatility of 12.92% compared to Invesco S&P MidCap Momentum ETF (XMMO) at 4.85%. This indicates that IHS'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.


0.00%10.00%20.00%30.00%40.00%NovemberDecember2024FebruaryMarchApril
12.92%
4.85%
IHS
XMMO