LNT vs. XSMO

Last updated Jun 5, 2026

LNT (Alliant Energy Corporation) is a stock, while XSMO (Invesco S&P SmallCap Momentum ETF) is Momentum fund tracking the S&P SmallCap 600 Momentum Index. Over the past 10 years, LNT returned 9.83%/yr vs 14.63%/yr for XSMO. At a 0.33 correlation, their price movements are largely independent.

Performance

LNT vs. XSMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alliant Energy Corporation (LNT) and Invesco S&P SmallCap Momentum ETF (XSMO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LNT achieves a 11.54% return, which is significantly lower than XSMO's 23.45% return. Over the past 10 years, LNT has underperformed XSMO with an annualized return of 9.83%, while XSMO has yielded a comparatively higher 14.63% annualized return.

LNT

• 1D: 0.85%
• 1M: -2.30%
• YTD: 11.54%
• 6M: 10.35%
• 1Y: 21.34%
• 3Y*: 14.77%
• 5Y*: 7.64%
• 10Y*: 9.83%

XSMO

• 1D: 1.22%
• 1M: 0.48%
• YTD: 23.45%
• 6M: 21.12%
• 1Y: 35.59%
• 3Y*: 25.70%
• 5Y*: 11.48%
• 10Y*: 14.63%

*Multi-year figures are annualized to reflect compound growth (CAGR)

LNT vs. XSMO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LNT Alliant Energy Corporation	11.54%	13.52%	19.54%	-3.84%	-7.44%	22.86%	-3.16%	33.43%	2.37%	16.05%
XSMO Invesco S&P SmallCap Momentum ETF	23.45%	9.80%	17.45%	21.55%	-15.44%	19.24%	21.96%	28.65%	-3.44%	23.95%

Correlation

The correlation between LNT and XSMO is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.16
Correlation (3Y) Calculated over the trailing 3-year period	0.24
Correlation (5Y) Calculated over the trailing 5-year period	0.23
Correlation (10Y) Calculated over the trailing 10-year period	0.19
Correlation (All Time) Calculated using the full available price history since Mar 4, 2005	0.33

The correlation between LNT and XSMO shifts across timeframes, from 0.16 (1 year) to 0.33 (all time), reflecting how their relationship changes across market environments.

Return for Risk

LNT vs. XSMO — Risk / Return Rank

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

LNT

LNT Risk / Return Rank: 78
LNT Sharpe Ratio Rank: 80
LNT Sortino Ratio Rank: 75
LNT Omega Ratio Rank: 73
LNT Calmar Ratio Rank: 83
LNT Martin Ratio Rank: 82

XSMO

XSMO Risk / Return Rank: 65
XSMO Sharpe Ratio Rank: 57
XSMO Sortino Ratio Rank: 59
XSMO Omega Ratio Rank: 54
XSMO Calmar Ratio Rank: 79
XSMO Martin Ratio Rank: 74

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.

LNT vs. XSMO - Risk-Adjusted Trends 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.

	LNT	XSMO	Difference
Sharpe ratio: Return per unit of total volatility	1.40	1.91	-0.51
Sortino ratio: Return per unit of downside risk	1.96	2.73	-0.77
Omega ratio: Gain probability vs. loss probability	1.24	1.32	-0.08
Calmar ratio: Return relative to maximum drawdown	3.06	4.02	-0.97
Martin ratio: Return relative to average drawdown	7.30	13.74	-6.44
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LNT vs. XSMO - Sharpe Ratio Comparison

The current LNT Sharpe Ratio is 1.40, which is comparable to the XSMO Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of LNT and XSMO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	LNT	XSMO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.40	1.91	-0.51
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.39	0.51	-0.12
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.47	0.61	-0.14
Sharpe Ratio (All Time) Calculated using the full available price history	0.49	0.39	+0.10

Drawdowns

LNT vs. XSMO - Drawdown Comparison

The maximum LNT drawdown since its inception was -51.66%, smaller than the maximum XSMO drawdown of -58.06%. Use the drawdown chart below to compare losses from any high point for LNT and XSMO.

Drawdown Indicators

	LNT	XSMO	Difference
Max Drawdown Largest peak-to-trough decline	-51.66%	-58.06%	+6.40%
Max Drawdown (1Y) Largest decline over 1 year	-7.01%	-8.89%	+1.88%
Max Drawdown (3Y) Largest decline over 3 years	-16.35%	-24.76%	+8.41%
Max Drawdown (5Y) Largest decline over 5 years	-25.60%	-29.62%	+4.02%
Max Drawdown (10Y) Largest decline over 10 years	-33.54%	-39.39%	+5.85%
Current Drawdown Current decline from peak	-3.61%	-0.52%	-3.09%
Average Drawdown Average peak-to-trough decline	-8.75%	-11.13%	+2.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.93%	2.60%	+0.33%

Volatility

LNT vs. XSMO - Volatility Comparison

Alliant Energy Corporation (LNT) and Invesco S&P SmallCap Momentum ETF (XSMO) have volatilities of 5.86% and 6.12%, 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.

Volatility by Period

	LNT	XSMO	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.86%	6.12%	-0.26%
Volatility (6M) Calculated over the trailing 6-month period	11.57%	14.15%	-2.58%
Volatility (1Y) Calculated over the trailing 1-year period	15.50%	18.76%	-3.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.72%	22.68%	-2.96%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.18%	24.12%	-2.94%

Dividends

LNT vs. XSMO - Dividend Comparison

LNT's dividend yield for the trailing twelve months is around 2.92%, more than XSMO's 0.52% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LNT Alliant Energy Corporation	2.92%	3.12%	3.25%	3.53%	3.10%	2.62%	2.95%	2.60%	3.17%	2.96%	3.10%	3.52%
XSMO Invesco S&P SmallCap Momentum ETF	0.52%	0.75%	0.63%	0.96%	1.19%	0.30%	0.82%	0.69%	0.66%	0.27%	0.30%	0.35%

Frequently Asked Questions

Can I hold both LNT and XSMO in my portfolio?

LNT and XSMO have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LNT or XSMO?

XSMO has higher volatility (6.12%) compared to LNT (5.86%). In terms of maximum drawdown, LNT dropped -51.66% vs XSMO's -58.06%.

Which has better risk-adjusted returns?

XSMO currently has the higher Sharpe Ratio (1.91 vs 1.40), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.