PortfoliosLab logo
NUKZ vs. SPMO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NUKZ and SPMO is -0.40. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

NUKZ vs. SPMO - Performance Comparison

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

Loading data...

Key characteristics

Daily Std Dev

NUKZ:

15.27%

SPMO:

14.84%

Max Drawdown

NUKZ:

-0.53%

SPMO:

-0.94%

Current Drawdown

NUKZ:

0.00%

SPMO:

-0.02%

Returns By Period


NUKZ

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

SPMO

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


NUKZ vs. SPMO - Expense Ratio Comparison

NUKZ has a 0.85% expense ratio, which is higher than SPMO's 0.13% expense ratio.


Risk-Adjusted Performance

NUKZ vs. SPMO — Risk-Adjusted Performance Rank

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

NUKZ
The Risk-Adjusted Performance Rank of NUKZ is 7979
Overall Rank
The Sharpe Ratio Rank of NUKZ is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of NUKZ is 8080
Sortino Ratio Rank
The Omega Ratio Rank of NUKZ is 7979
Omega Ratio Rank
The Calmar Ratio Rank of NUKZ is 8383
Calmar Ratio Rank
The Martin Ratio Rank of NUKZ is 7575
Martin Ratio Rank

SPMO
The Risk-Adjusted Performance Rank of SPMO is 8484
Overall Rank
The Sharpe Ratio Rank of SPMO is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of SPMO is 8383
Sortino Ratio Rank
The Omega Ratio Rank of SPMO is 8484
Omega Ratio Rank
The Calmar Ratio Rank of SPMO is 8787
Calmar Ratio Rank
The Martin Ratio Rank of SPMO is 8484
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.

NUKZ vs. SPMO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Range Nuclear Renaissance ETF (NUKZ) 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.



Loading data...

Dividends

NUKZ vs. SPMO - Dividend Comparison

NUKZ's dividend yield for the trailing twelve months is around 0.08%, less than SPMO's 0.52% yield.


TTM2024202320222021202020192018201720162015
NUKZ
Range Nuclear Renaissance ETF
0.08%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPMO
Invesco S&P 500® Momentum ETF
0.52%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

NUKZ vs. SPMO - Drawdown Comparison

The maximum NUKZ drawdown since its inception was -0.53%, smaller than the maximum SPMO drawdown of -0.94%. Use the drawdown chart below to compare losses from any high point for NUKZ and SPMO. For additional features, visit the drawdowns tool.


Loading data...

Volatility

NUKZ vs. SPMO - Volatility Comparison


Loading data...