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MOG-A vs. SPMO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

MOG-A vs. SPMO

Last updated Jul 14, 2026
Documentation

MOG-A (Moog Inc) is a stock, while SPMO (Invesco S&P 500 Momentum ETF) is Momentum fund tracking the S&P 500 Momentum Index. Over the past 10 years, MOG-A returned 22.56%/yr vs 20.66%/yr for SPMO. At a 0.41 correlation, their price movements are largely independent.

Performance

MOG-A vs. SPMO - Performance Comparison

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

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Returns By Period

In the year-to-date period, MOG-A achieves a 61.26% return, which is significantly higher than SPMO's 26.03% return. Over the past 10 years, MOG-A has outperformed SPMO with an annualized return of 22.56%, while SPMO has yielded a comparatively lower 20.66% annualized return.

MOG-A

1D
-3.71%
1M
-0.78%
6M
42.14%
YTD
61.26%
1Y
112.81%
3Y*
53.44%
5Y*
38.53%
10Y*
22.56%

SPMO

1D
-2.61%
1M
-1.65%
6M
24.83%
YTD
26.03%
1Y
34.61%
3Y*
40.56%
5Y*
21.26%
10Y*
20.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MOG-A vs. SPMO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
MOG-A
Moog Inc		61.26%24.46%36.82%66.63%9.79%3.39%-6.14%11.41%-10.24%32.23%
SPMO
Invesco S&P 500 Momentum ETF		26.03%26.58%45.82%17.56%-10.45%22.64%28.25%25.93%-0.92%27.76%

Correlation

The correlation between MOG-A and SPMO is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.43

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

0.47

Correlation (5Y)
Calculated over the trailing 5-year period

0.51

Correlation (10Y)
Calculated over the trailing 10-year period

0.42

Correlation (All Time)
Calculated using the full available price history since Oct 12, 2015

0.41

The correlation between MOG-A and SPMO shifts across timeframes, from 0.41 (all time) to 0.51 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Moog Inc

Invesco S&P 500 Momentum ETF

Often compared with MOG-A:
MOG-A vs. WWDMOG-A vs. AAOIMOG-A vs. XOMMOG-A vs. SPDWMOG-A vs. GSMOG-A vs. IDCCMOG-A vs. CW
Often compared with SPMO:
SPMO vs. VOOSPMO vs. QQQSPMO vs. SCHGSPMO vs. MTUMSPMO vs. VUGSPMO vs. VFMOSPMO vs. XMMO

Return for Risk

MOG-A vs. SPMO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
MOG-A
MOG-A Risk / Return Rank: 9797
Overall Rank
MOG-A Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
MOG-A Sortino Ratio Rank: 9898
Sortino Ratio Rank
MOG-A Omega Ratio Rank: 9696
Omega Ratio Rank
MOG-A Calmar Ratio Rank: 9696
Calmar Ratio Rank
MOG-A Martin Ratio Rank: 9696
Martin Ratio Rank
SPMO
SPMO Risk / Return Rank: 6262
Overall Rank
SPMO Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
SPMO Sortino Ratio Rank: 5555
Sortino Ratio Rank
SPMO Omega Ratio Rank: 6060
Omega Ratio Rank
SPMO Calmar Ratio Rank: 6868
Calmar Ratio Rank
SPMO Martin Ratio Rank: 6868
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.

MOG-A vs. SPMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Moog Inc (MOG-A) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

MOG-ASPMODifference
Sharpe ratioReturn per unit of total volatility
3.62
1.57

+2.05

Sortino ratioReturn per unit of downside risk
4.49
2.13

+2.36

Omega ratioGain probability vs. loss probability

1.55

1.29

+0.26

Calmar ratioReturn relative to maximum drawdown

6.03

2.74

+3.29

Martin ratioReturn relative to average drawdown

18.12

9.73

+8.38

MOG-A vs. SPMO - Sharpe Ratio Comparison

The current MOG-A Sharpe Ratio is 3.62, which is higher than the SPMO Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of MOG-A 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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Drawdowns

MOG-A vs. SPMO - Drawdown Comparison

The maximum MOG-A drawdown since its inception was -68.21%, which is greater than SPMO's maximum drawdown of -30.95%. Use the drawdown chart below to compare losses from any high point for MOG-A and SPMO.

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Drawdown Indicators

MOG-ASPMODifference

Max Drawdown

Largest peak-to-trough decline

-68.21%

-30.95%

-37.26%

Max Drawdown (1Y)

Largest decline over 1 year

-18.82%

-12.70%

-6.12%

Max Drawdown (3Y)

Largest decline over 3 years

-33.21%

-20.13%

-13.08%

Max Drawdown (5Y)

Largest decline over 5 years

-33.21%

-22.74%

-10.47%

Max Drawdown (10Y)

Largest decline over 10 years

-63.71%

-30.95%

-32.76%

Current Drawdown

Current decline from peak

-7.95%

-7.38%

-0.57%

Average Drawdown

Average peak-to-trough decline

-16.27%

-4.59%

-11.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.25%

3.56%

+2.69%

Volatility

MOG-A vs. SPMO - Volatility Comparison

The current volatility for Moog Inc (MOG-A) is 9.94%, while Invesco S&P 500 Momentum ETF (SPMO) has a volatility of 12.53%. This indicates that MOG-A experiences smaller price fluctuations and is considered to be less risky 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

MOG-ASPMODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.94%

12.53%

-2.59%

Volatility (6M)

Calculated over the trailing 6-month period

24.75%

19.77%

+4.98%

Volatility (1Y)

Calculated over the trailing 1-year period

31.43%

22.23%

+9.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.31%

20.25%

+11.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.31%

20.80%

+15.51%

Dividends

MOG-A vs. SPMO - Dividend Comparison

MOG-A's dividend yield for the trailing twelve months is around 0.30%, less than SPMO's 0.70% yield.

PositionTTM20252024202320222021202020192018201720162015
MOG-A
Moog Inc		0.30%0.48%0.57%0.75%1.19%1.24%0.95%1.17%0.65%0.00%0.00%0.00%
SPMO
Invesco S&P 500 Momentum ETF		0.70%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

MOG-A and SPMO have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPMO has higher volatility (12.53%) compared to MOG-A (9.94%). In terms of maximum drawdown, MOG-A dropped -68.21% vs SPMO's -30.95%.

MOG-A currently has the higher Sharpe Ratio (3.62 vs 1.57), 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.

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