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

Correlation

The correlation between IMVT 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.

IMVT vs. XMMO

Last updated May 31, 2025

Compare and contrast key facts about Immunovant, Inc. (IMVT) 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: IMVT or XMMO.

Performance

IMVT vs. XMMO - Performance Comparison

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

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Key characteristics

Sharpe Ratio

IMVT:

-0.85

XMMO:

0.39

Sortino Ratio

IMVT:

-1.27

XMMO:

0.66

Omega Ratio

IMVT:

0.85

XMMO:

1.09

Calmar Ratio

IMVT:

-0.64

XMMO:

0.35

Martin Ratio

IMVT:

-1.50

XMMO:

1.02

Ulcer Index

IMVT:

31.75%

XMMO:

8.56%

Daily Std Dev

IMVT:

53.03%

XMMO:

24.56%

Max Drawdown

IMVT:

-93.59%

XMMO:

-55.37%

Current Drawdown

IMVT:

-71.83%

XMMO:

-8.46%

Returns By Period

In the year-to-date period, IMVT achieves a -40.05% return, which is significantly lower than XMMO's 0.89% return.

IMVT

YTD

-40.05%

1M

-8.05%

6M

-47.34%

1Y

-43.77%

3Y*

51.86%

5Y*

-10.36%

10Y*

N/A

XMMO

YTD

0.89%

1M

7.78%

6M

-7.80%

1Y

9.54%

3Y*

16.34%

5Y*

16.69%

10Y*

15.15%

*Annualized

Compare stocks, funds, or ETFs

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Immunovant, Inc.

Invesco S&P MidCap Momentum ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

IMVT vs. XMMO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IMVT
The Risk-Adjusted Performance Rank of IMVT is 88
Overall Rank
The Sharpe Ratio Rank of IMVT is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of IMVT is 88
Sortino Ratio Rank
The Omega Ratio Rank of IMVT is 1010
Omega Ratio Rank
The Calmar Ratio Rank of IMVT is 1111
Calmar Ratio Rank
The Martin Ratio Rank of IMVT is 66
Martin Ratio Rank
XMMO
The Risk-Adjusted Performance Rank of XMMO is 3636
Overall Rank
The Sharpe Ratio Rank of XMMO is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of XMMO is 3636
Sortino Ratio Rank
The Omega Ratio Rank of XMMO is 3535
Omega Ratio Rank
The Calmar Ratio Rank of XMMO is 4040
Calmar Ratio Rank
The Martin Ratio Rank of XMMO is 3333
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.

IMVT vs. XMMO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Immunovant, Inc. (IMVT) 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.

The current IMVT Sharpe Ratio is -0.85, which is lower than the XMMO Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of IMVT 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.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

IMVT vs. XMMO - Dividend Comparison

IMVT has not paid dividends to shareholders, while XMMO's dividend yield for the trailing twelve months is around 0.49%.

TTM20242023202220212020201920182017201620152014
IMVT
Immunovant, Inc.		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		0.49%0.34%0.80%1.43%0.41%0.61%0.60%0.19%0.21%0.22%0.64%1.24%

Drawdowns

IMVT vs. XMMO - Drawdown Comparison

The maximum IMVT drawdown since its inception was -93.59%, which is greater than XMMO's maximum drawdown of -55.37%. Use the drawdown chart below to compare losses from any high point for IMVT and XMMO.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

IMVT vs. XMMO - Volatility Comparison

Immunovant, Inc. (IMVT) has a higher volatility of 15.20% compared to Invesco S&P MidCap Momentum ETF (XMMO) at 5.25%. This indicates that IMVT'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.

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