IHS vs. XMMO

Last updated Apr 1, 2026

Compare and contrast key facts about IHS Holding Limited (IHS) 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.

Performance

IHS vs. XMMO - Performance Comparison

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

IHS vs. XMMO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
IHS IHS Holding Limited	10.32%	155.48%	-36.52%	-25.20%	-56.38%	-17.06%
XMMO Invesco S&P MidCap Momentum ETF	4.93%	13.04%	38.03%	20.39%	-16.02%	4.41%

Returns By Period

In the year-to-date period, IHS achieves a 10.32% return, which is significantly higher than XMMO's 4.93% return.

IHS

• 1D: 0.00%
• 1M: 2.87%
• YTD: 10.32%
• 6M: 20.67%
• 1Y: 57.66%
• 3Y*: -2.06%
• 5Y*: —
• 10Y*: —

XMMO

• 1D: 4.31%
• 1M: -3.18%
• YTD: 4.93%
• 6M: 7.61%
• 1Y: 28.46%
• 3Y*: 25.08%
• 5Y*: 12.21%
• 10Y*: 18.19%

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

Return for Risk

IHS vs. XMMO — Risk / Return Rank

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

IHS

IHS Risk / Return Rank: 80
IHS Sharpe Ratio Rank: 80
IHS Sortino Ratio Rank: 76
IHS Omega Ratio Rank: 75
IHS Calmar Ratio Rank: 86
IHS Martin Ratio Rank: 82

XMMO

XMMO Risk / Return Rank: 80
XMMO Sharpe Ratio Rank: 75
XMMO Sortino Ratio Rank: 77
XMMO Omega Ratio Rank: 74
XMMO Calmar Ratio Rank: 84
XMMO Martin Ratio Rank: 89

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.

IHS vs. XMMO - Risk-Adjusted Trends 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	XMMO	Difference
Sharpe ratio Return per unit of total volatility	1.25	1.30	-0.05
Sortino ratio Return per unit of downside risk	1.87	1.86	+0.01
Omega ratio Gain probability vs. loss probability	1.24	1.26	-0.02
Calmar ratio Return relative to maximum drawdown	3.04	2.28	+0.76
Martin ratio Return relative to average drawdown	6.64	10.83	-4.19
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IHS vs. XMMO - Sharpe Ratio Comparison

The current IHS Sharpe Ratio is 1.25, which is comparable to the XMMO Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of IHS and XMMO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	IHS	XMMO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.25	1.30	-0.05
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.58	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.83	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.27	0.54	-0.81

Correlation

The correlation between IHS and XMMO is 0.31, 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.

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 0.71%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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	0.71%	0.78%	0.34%	0.80%	1.43%	0.41%	0.61%	0.60%	0.19%	0.21%	0.22%	0.64%

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.

Drawdown Indicators

	IHS	XMMO	Difference
Max Drawdown Largest peak-to-trough decline	-86.35%	-55.37%	-30.98%
Max Drawdown (1Y) Largest decline over 1 year	-18.00%	-12.81%	-5.19%
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	-52.78%	-4.39%	-48.39%
Average Drawdown Average peak-to-trough decline	-60.91%	-9.52%	-51.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.24%	2.69%	+5.55%

Volatility

IHS vs. XMMO - Volatility Comparison

The current volatility for IHS Holding Limited (IHS) is 3.01%, while Invesco S&P MidCap Momentum ETF (XMMO) has a volatility of 9.07%. This indicates that IHS experiences smaller price fluctuations and is considered to be less risky than XMMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IHS	XMMO	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.01%	9.07%	-6.06%
Volatility (6M) Calculated over the trailing 6-month period	25.96%	14.28%	+11.68%
Volatility (1Y) Calculated over the trailing 1-year period	46.43%	21.97%	+24.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	55.33%	21.26%	+34.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	55.33%	22.11%	+33.22%