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LMN.V vs. SPMO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LMN.V vs. SPMO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Lumine Group Inc (LMN.V) and Invesco S&P 500 Momentum ETF (SPMO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

LMN.V is traded in CAD, while SPMO is traded in USD. To make them comparable, the SPMO values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, LMN.V achieves a -16.54% return, which is significantly lower than SPMO's 26.51% return.


LMN.V

1D
-3.21%
1M
11.96%
YTD
-16.54%
6M
-20.50%
1Y
-50.93%
3Y*
5.50%
5Y*
10Y*

SPMO

1D
2.74%
1M
4.93%
YTD
26.51%
6M
23.79%
1Y
42.32%
3Y*
42.28%
5Y*
26.57%
10Y*
21.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LMN.V vs. SPMO - Yearly Performance Comparison


2026 (YTD)202520242023
LMN.V
Lumine Group Inc
-16.54%-34.03%37.59%84.00%
SPMO
Invesco S&P 500 Momentum ETF
26.55%20.80%58.16%22.47%

Correlation

The correlation between LMN.V and SPMO is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.06

Correlation (3Y)
Calculated over the trailing 3-year period

0.10

Correlation (All Time)
Calculated using the full available price history since Mar 24, 2023

0.10

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Return for Risk

LMN.V vs. SPMO — Risk / Return Rank

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

LMN.V
LMN.V Risk / Return Rank: 1010
Overall Rank
LMN.V Sharpe Ratio Rank: 66
Sharpe Ratio Rank
LMN.V Sortino Ratio Rank: 55
Sortino Ratio Rank
LMN.V Omega Ratio Rank: 77
Omega Ratio Rank
LMN.V Calmar Ratio Rank: 1313
Calmar Ratio Rank
LMN.V Martin Ratio Rank: 1818
Martin Ratio Rank

SPMO
SPMO Risk / Return Rank: 7171
Overall Rank
SPMO Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
SPMO Sortino Ratio Rank: 6868
Sortino Ratio Rank
SPMO Omega Ratio Rank: 7373
Omega Ratio Rank
SPMO Calmar Ratio Rank: 6969
Calmar Ratio Rank
SPMO Martin Ratio Rank: 7171
Martin Ratio Rank
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.

LMN.V vs. SPMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lumine Group Inc (LMN.V) and Invesco S&P 500 Momentum ETF (SPMO). 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.


LMN.VSPMODifference
Sharpe ratioReturn per unit of total volatility

-3.21

Sortino ratioReturn per unit of downside risk

-4.63

Omega ratioGain probability vs. loss probability

0.82

1.40

-0.58

Calmar ratioReturn relative to maximum drawdown

-0.77

3.28

-4.05

Martin ratioReturn relative to average drawdown

-1.13

11.06

-12.19

LMN.V vs. SPMO - Sharpe Ratio Comparison

The current LMN.V Sharpe Ratio is -0.96, which is lower than the SPMO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of LMN.V and SPMO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


LMN.VSPMODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.96

2.25

-3.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.96

-0.74

Drawdowns

LMN.V vs. SPMO - Drawdown Comparison

The maximum LMN.V drawdown since its inception was -66.64%, which is greater than SPMO's maximum drawdown of -26.80%. Use the drawdown chart below to compare losses from any high point for LMN.V and SPMO.


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Drawdown Indicators


LMN.VSPMODifference

Max Drawdown

Largest peak-to-trough decline

-66.64%

-26.80%

-39.84%

Max Drawdown (1Y)

Largest decline over 1 year

-66.64%

-12.95%

-53.69%

Max Drawdown (3Y)

Largest decline over 3 years

-66.64%

-21.35%

-45.29%

Max Drawdown (5Y)

Largest decline over 5 years

-21.43%

Max Drawdown (10Y)

Largest decline over 10 years

-26.80%

Current Drawdown

Current decline from peak

-58.26%

-4.00%

-54.26%

Average Drawdown

Average peak-to-trough decline

-17.68%

-4.17%

-13.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

45.06%

3.84%

+41.22%

Volatility

LMN.V vs. SPMO - Volatility Comparison

Lumine Group Inc (LMN.V) has a higher volatility of 14.32% compared to Invesco S&P 500 Momentum ETF (SPMO) at 9.54%. This indicates that LMN.V's price experiences larger fluctuations and is considered to be riskier than SPMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LMN.VSPMODifference

Volatility (1M)

Calculated over the trailing 1-month period

14.32%

9.54%

+4.78%

Volatility (6M)

Calculated over the trailing 6-month period

38.82%

16.09%

+22.73%

Volatility (1Y)

Calculated over the trailing 1-year period

53.25%

18.96%

+34.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.05%

20.40%

+24.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.05%

21.50%

+23.55%

Dividends

LMN.V vs. SPMO - Dividend Comparison

LMN.V has not paid dividends to shareholders, while SPMO's dividend yield for the trailing twelve months is around 0.69%.


PositionTTM20252024202320222021202020192018201720162015
LMN.V
Lumine Group 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%
SPMO
Invesco S&P 500 Momentum ETF
0.69%0.73%0.48%1.63%1.66%0.52%1.27%1.39%1.05%0.77%1.94%0.36%

Frequently Asked Questions


LMN.V and SPMO have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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