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MOMO vs. SPMO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MOMO and SPMO is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

MOMO vs. SPMO

Last updated Jun 1, 2025

Compare and contrast key facts about Momo Inc. (MOMO) and Invesco S&P 500® Momentum ETF (SPMO).

SPMO is a passively managed fund by Invesco that tracks the performance of the S&P 500 Momentum Index. It was launched on Oct 9, 2015.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MOMO or SPMO.

Performance

MOMO vs. SPMO - Performance Comparison

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

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Key characteristics

Sharpe Ratio

MOMO:

0.33

SPMO:

1.22

Sortino Ratio

MOMO:

1.36

SPMO:

1.64

Omega Ratio

MOMO:

1.16

SPMO:

1.23

Calmar Ratio

MOMO:

0.38

SPMO:

1.39

Martin Ratio

MOMO:

2.48

SPMO:

5.03

Ulcer Index

MOMO:

13.14%

SPMO:

5.58%

Daily Std Dev

MOMO:

41.12%

SPMO:

25.08%

Max Drawdown

MOMO:

-90.31%

SPMO:

-30.95%

Current Drawdown

MOMO:

-82.25%

SPMO:

0.00%

Returns By Period

In the year-to-date period, MOMO achieves a -16.75% return, which is significantly lower than SPMO's 11.09% return.

MOMO

YTD

-16.75%

1M

4.84%

6M

-4.63%

1Y

13.80%

3Y*

8.25%

5Y*

-14.09%

10Y*

-5.62%

SPMO

YTD

11.09%

1M

10.05%

6M

9.23%

1Y

30.10%

3Y*

24.56%

5Y*

21.21%

10Y*

N/A

*Annualized

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Momo Inc.

Invesco S&P 500® Momentum ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

MOMO vs. SPMO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
MOMO
The Risk-Adjusted Performance Rank of MOMO is 7070
Overall Rank
The Sharpe Ratio Rank of MOMO is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of MOMO is 7474
Sortino Ratio Rank
The Omega Ratio Rank of MOMO is 6969
Omega Ratio Rank
The Calmar Ratio Rank of MOMO is 6868
Calmar Ratio Rank
The Martin Ratio Rank of MOMO is 7575
Martin Ratio Rank
SPMO
The Risk-Adjusted Performance Rank of SPMO is 8484
Overall Rank
The Sharpe Ratio Rank of SPMO is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of SPMO is 8282
Sortino Ratio Rank
The Omega Ratio Rank of SPMO is 8383
Omega Ratio Rank
The Calmar Ratio Rank of SPMO is 8686
Calmar Ratio Rank
The Martin Ratio Rank of SPMO is 8383
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MOMO vs. SPMO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Momo Inc. (MOMO) 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.

The current MOMO Sharpe Ratio is 0.33, which is lower than the SPMO Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of MOMO and SPMO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

MOMO vs. SPMO - Dividend Comparison

MOMO's dividend yield for the trailing twelve months is around 4.94%, more than SPMO's 0.48% yield.

TTM2024202320222021202020192018201720162015
MOMO
Momo Inc.		4.94%7.00%10.36%7.13%7.13%5.44%1.85%0.00%0.00%0.00%0.00%
SPMO
Invesco S&P 500® Momentum ETF		0.48%0.48%1.63%1.66%0.52%1.27%1.39%1.05%0.77%1.94%0.36%

Drawdowns

MOMO vs. SPMO - Drawdown Comparison

The maximum MOMO drawdown since its inception was -90.31%, which is greater than SPMO's maximum drawdown of -30.95%. Use the drawdown chart below to compare losses from any high point for MOMO and SPMO.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

MOMO vs. SPMO - Volatility Comparison

Momo Inc. (MOMO) has a higher volatility of 8.79% compared to Invesco S&P 500® Momentum ETF (SPMO) at 5.51%. This indicates that MOMO'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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