IMVT vs. XMMO

In the year-to-date period, IMVT achieves a -43.40% return, which is significantly lower than XMMO's -2.51% return.

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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 -1.01, which is lower than the XMMO Sharpe Ratio of 0.19. 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.

IMVT has not paid dividends to shareholders, while XMMO's dividend yield for the trailing twelve months is around 0.51%.

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. For additional features, visit the drawdowns tool.

Immunovant, Inc. (IMVT) has a higher volatility of 16.93% compared to Invesco S&P MidCap Momentum ETF (XMMO) at 7.58%. 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.