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LNT vs. XSMO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.3

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.

300.00%400.00%500.00%600.00%700.00%800.00%900.00%JulyAugustSeptemberOctoberNovemberDecember
827.05%
387.34%
LNT
XSMO

Key characteristics

Sharpe Ratio

LNT:

1.22

XSMO:

0.94

Sortino Ratio

LNT:

1.76

XSMO:

1.47

Omega Ratio

LNT:

1.23

XSMO:

1.18

Calmar Ratio

LNT:

0.97

XSMO:

1.92

Martin Ratio

LNT:

5.37

XSMO:

5.68

Ulcer Index

LNT:

4.03%

XSMO:

3.52%

Daily Std Dev

LNT:

17.71%

XSMO:

21.21%

Max Drawdown

LNT:

-51.66%

XSMO:

-58.07%

Current Drawdown

LNT:

-7.36%

XSMO:

-9.71%

Returns By Period

In the year-to-date period, LNT achieves a 19.15% return, which is significantly higher than XSMO's 17.94% return. Over the past 10 years, LNT has underperformed XSMO with an annualized return of 9.38%, while XSMO has yielded a comparatively higher 11.25% annualized return.


LNT

YTD

19.15%

1M

-5.27%

6M

17.65%

1Y

20.87%

5Y*

4.68%

10Y*

9.38%

XSMO

YTD

17.94%

1M

-7.34%

6M

11.80%

1Y

17.51%

5Y*

12.09%

10Y*

11.25%

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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.


Sharpe ratio
The chart of Sharpe ratio for LNT, currently valued at 1.22, compared to the broader market-4.00-2.000.002.001.220.94
The chart of Sortino ratio for LNT, currently valued at 1.76, compared to the broader market-4.00-2.000.002.004.001.761.47
The chart of Omega ratio for LNT, currently valued at 1.23, compared to the broader market0.501.001.502.001.231.18
The chart of Calmar ratio for LNT, currently valued at 0.97, compared to the broader market0.002.004.006.000.971.92
The chart of Martin ratio for LNT, currently valued at 5.37, compared to the broader market-5.000.005.0010.0015.0020.0025.005.375.68
LNT
XSMO

The current LNT Sharpe Ratio is 1.22, which is comparable to the XSMO Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of LNT and XSMO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.22
0.94
LNT
XSMO

Dividends

LNT vs. XSMO - Dividend Comparison

LNT's dividend yield for the trailing twelve months is around 3.26%, more than XSMO's 0.37% yield.


TTM20232022202120202019201820172016201520142013
LNT
Alliant Energy Corporation
3.26%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
0.37%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.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.36%
-9.71%
LNT
XSMO

Volatility

LNT vs. XSMO - Volatility Comparison

The current volatility for Alliant Energy Corporation (LNT) is 3.87%, while Invesco S&P SmallCap Momentum ETF (XSMO) has a volatility of 5.97%. This indicates that LNT experiences smaller price fluctuations and is considered to be less risky than XSMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
3.87%
5.97%
LNT
XSMO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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