LNT vs. XSMO
Compare and contrast key facts about Alliant Energy Corporation (LNT) and Invesco S&P SmallCap Momentum ETF (XSMO).
XSMO is a passively managed fund by Invesco that tracks the performance of the S&P SmallCap 600 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: LNT or XSMO.
Performance
LNT vs. XSMO - Performance Comparison
Returns By Period
In the year-to-date period, LNT achieves a 23.26% return, which is significantly lower than XSMO's 24.57% return. Over the past 10 years, LNT has underperformed XSMO with an annualized return of 10.39%, while XSMO has yielded a comparatively higher 12.02% annualized return.
LNT
23.26%
-1.30%
19.32%
27.79%
6.21%
10.39%
XSMO
24.57%
3.17%
15.68%
41.52%
14.16%
12.02%
Key characteristics
| LNT | XSMO | |
|---|---|---|
| Sharpe Ratio | 1.53 | 1.84 |
| Sortino Ratio | 2.15 | 2.67 |
| Omega Ratio | 1.28 | 1.32 |
| Calmar Ratio | 1.27 | 2.40 |
| Martin Ratio | 5.79 | 12.20 |
| Ulcer Index | 4.88% | 3.21% |
| Daily Std Dev | 18.42% | 21.29% |
| Max Drawdown | -51.66% | -58.07% |
| Current Drawdown | -1.30% | -4.20% |
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Correlation
The correlation between LNT and XSMO is 0.34, 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.
Risk-Adjusted Performance
LNT vs. XSMO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Alliant Energy Corporation (LNT) and Invesco S&P SmallCap Momentum ETF (XSMO). 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.
Dividends
LNT vs. XSMO - Dividend Comparison
LNT's dividend yield for the trailing twelve months is around 3.15%, more than XSMO's 0.48% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LNT Alliant Energy Corporation | 3.15% | 3.53% | 3.10% | 2.62% | 2.95% | 2.60% | 3.17% | 2.96% | 3.10% | 3.52% | 3.07% | 3.64% |
XSMO Invesco S&P SmallCap Momentum ETF | 0.48% | 0.96% | 1.19% | 0.30% | 0.82% | 0.69% | 0.65% | 0.28% | 0.30% | 0.35% | 1.31% | 0.91% |
Drawdowns
LNT vs. XSMO - Drawdown Comparison
The maximum LNT drawdown since its inception was -51.66%, smaller than the maximum XSMO drawdown of -58.07%. Use the drawdown chart below to compare losses from any high point for LNT and XSMO. For additional features, visit the drawdowns tool.
Volatility
LNT vs. XSMO - Volatility Comparison
Alliant Energy Corporation (LNT) and Invesco S&P SmallCap Momentum ETF (XSMO) have volatilities of 8.45% and 8.77%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.