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IIM vs. PMO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between IIM and PMO is 0.10, 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

IIM vs. PMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Value Municipal Income Trust (IIM) and Putnam Municipal Opportunities Trust (PMO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

IIM:

0.93

PMO:

0.38

Sortino Ratio

IIM:

1.46

PMO:

0.66

Omega Ratio

IIM:

1.19

PMO:

1.09

Calmar Ratio

IIM:

0.45

PMO:

0.19

Martin Ratio

IIM:

3.25

PMO:

1.27

Ulcer Index

IIM:

3.26%

PMO:

3.93%

Daily Std Dev

IIM:

10.71%

PMO:

11.14%

Max Drawdown

IIM:

-40.15%

PMO:

-36.46%

Current Drawdown

IIM:

-14.55%

PMO:

-21.37%

Fundamentals

Market Cap

IIM:

$566.70M

PMO:

$296.26M

EPS

IIM:

$0.45

PMO:

$2.15

PE Ratio

IIM:

26.76

PMO:

4.66

PEG Ratio

IIM:

0.00

PMO:

0.00

PS Ratio

IIM:

12.80

PMO:

13.87

PB Ratio

IIM:

0.91

PMO:

0.88

Total Revenue (TTM)

IIM:

$20.99M

PMO:

$7.94M

Gross Profit (TTM)

IIM:

$18.12M

PMO:

$6.66M

EBITDA (TTM)

IIM:

$23.73M

PMO:

$17.24M

Returns By Period

In the year-to-date period, IIM achieves a 3.89% return, which is significantly higher than PMO's 0.18% return. Over the past 10 years, IIM has underperformed PMO with an annualized return of 2.78%, while PMO has yielded a comparatively higher 3.52% annualized return.


IIM

YTD

3.89%

1M

6.32%

6M

-0.18%

1Y

10.42%

5Y*

2.37%

10Y*

2.78%

PMO

YTD

0.18%

1M

6.20%

6M

-2.32%

1Y

4.26%

5Y*

0.85%

10Y*

3.52%

*Annualized

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Risk-Adjusted Performance

IIM vs. PMO — Risk-Adjusted Performance Rank

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

IIM
The Risk-Adjusted Performance Rank of IIM is 7777
Overall Rank
The Sharpe Ratio Rank of IIM is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of IIM is 7777
Sortino Ratio Rank
The Omega Ratio Rank of IIM is 7676
Omega Ratio Rank
The Calmar Ratio Rank of IIM is 7171
Calmar Ratio Rank
The Martin Ratio Rank of IIM is 8181
Martin Ratio Rank

PMO
The Risk-Adjusted Performance Rank of PMO is 6262
Overall Rank
The Sharpe Ratio Rank of PMO is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of PMO is 5757
Sortino Ratio Rank
The Omega Ratio Rank of PMO is 5656
Omega Ratio Rank
The Calmar Ratio Rank of PMO is 6161
Calmar Ratio Rank
The Martin Ratio Rank of PMO is 6767
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.

IIM vs. PMO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Value Municipal Income Trust (IIM) and Putnam Municipal Opportunities Trust (PMO). 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.


The current IIM Sharpe Ratio is 0.93, which is higher than the PMO Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of IIM and PMO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

IIM vs. PMO - Dividend Comparison

IIM's dividend yield for the trailing twelve months is around 7.46%, more than PMO's 4.20% yield.


TTM20242023202220212020201920182017201620152014
IIM
Invesco Value Municipal Income Trust
7.46%6.58%4.72%5.87%4.51%4.48%4.61%5.43%4.99%5.52%5.20%5.49%
PMO
Putnam Municipal Opportunities Trust
4.20%4.15%4.64%5.87%4.42%5.63%4.85%5.55%5.26%5.88%5.81%5.95%

Drawdowns

IIM vs. PMO - Drawdown Comparison

The maximum IIM drawdown since its inception was -40.15%, which is greater than PMO's maximum drawdown of -36.46%. Use the drawdown chart below to compare losses from any high point for IIM and PMO. For additional features, visit the drawdowns tool.


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Volatility

IIM vs. PMO - Volatility Comparison

The current volatility for Invesco Value Municipal Income Trust (IIM) is 3.61%, while Putnam Municipal Opportunities Trust (PMO) has a volatility of 3.92%. This indicates that IIM experiences smaller price fluctuations and is considered to be less risky than PMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

IIM vs. PMO - Financials Comparison

This section allows you to compare key financial metrics between Invesco Value Municipal Income Trust and Putnam Municipal Opportunities Trust. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.005.00M10.00M15.00M20.00M25.00MAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
20.99M
7.94M
(IIM) Total Revenue
(PMO) Total Revenue
Values in USD except per share items