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PTF vs. SOUN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PTF vs. SOUN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco DWA Technology Momentum ETF (PTF) and SoundHound AI, Inc. (SOUN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PTF achieves a 69.64% return, which is significantly higher than SOUN's -30.79% return.


PTF

1D
1.49%
1M
6.00%
YTD
69.64%
6M
66.68%
1Y
95.99%
3Y*
39.34%
5Y*
21.88%
10Y*
26.39%

SOUN

1D
-1.43%
1M
-18.05%
YTD
-30.79%
6M
-40.77%
1Y
-27.14%
3Y*
29.87%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PTF vs. SOUN - Yearly Performance Comparison


2026 (YTD)2025202420232022
PTF
Invesco DWA Technology Momentum ETF
69.64%5.68%43.65%33.73%-3.75%
SOUN
SoundHound AI, Inc.
-30.79%-49.75%835.85%19.77%-79.70%

Correlation

The correlation between PTF and SOUN is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.45

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

0.52

Correlation (All Time)
Calculated using the full available price history since Apr 28, 2022

0.42

The correlation between PTF and SOUN has been stable across timeframes, ranging from 0.42 to 0.52 - a consistent structural relationship.

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Return for Risk

PTF vs. SOUN — Risk / Return Rank

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

PTF
PTF Risk / Return Rank: 8383
Overall Rank
PTF Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
PTF Sortino Ratio Rank: 7070
Sortino Ratio Rank
PTF Omega Ratio Rank: 7474
Omega Ratio Rank
PTF Calmar Ratio Rank: 9292
Calmar Ratio Rank
PTF Martin Ratio Rank: 9292
Martin Ratio Rank

SOUN
SOUN Risk / Return Rank: 3131
Overall Rank
SOUN Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
SOUN Sortino Ratio Rank: 3232
Sortino Ratio Rank
SOUN Omega Ratio Rank: 3232
Omega Ratio Rank
SOUN Calmar Ratio Rank: 3030
Calmar Ratio Rank
SOUN Martin Ratio Rank: 3232
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.

PTF vs. SOUN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DWA Technology Momentum ETF (PTF) and SoundHound AI, Inc. (SOUN). 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.


PTFSOUNDifference
Sharpe ratioReturn per unit of total volatility

+2.73

Sortino ratioReturn per unit of downside risk

+2.74

Omega ratioGain probability vs. loss probability

1.38

1.00

+0.38

Calmar ratioReturn relative to maximum drawdown

5.36

-0.38

+5.74

Martin ratioReturn relative to average drawdown

20.45

-0.60

+21.05

PTF vs. SOUN - Sharpe Ratio Comparison

The current PTF Sharpe Ratio is 2.39, which is higher than the SOUN Sharpe Ratio of -0.34. The chart below compares the historical Sharpe Ratios of PTF and SOUN, 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

PTF vs. SOUN - Drawdown Comparison

The maximum PTF drawdown since its inception was -55.38%, smaller than the maximum SOUN drawdown of -93.55%. Use the drawdown chart below to compare losses from any high point for PTF and SOUN.


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Drawdown Indicators


PTFSOUNDifference

Max Drawdown

Largest peak-to-trough decline

-55.38%

-93.55%

+38.17%

Max Drawdown (1Y)

Largest decline over 1 year

-17.99%

-72.43%

+54.44%

Max Drawdown (3Y)

Largest decline over 3 years

-36.11%

-75.65%

+39.54%

Max Drawdown (5Y)

Largest decline over 5 years

-44.88%

Max Drawdown (10Y)

Largest decline over 10 years

-44.88%

Current Drawdown

Current decline from peak

-4.47%

-71.52%

+67.05%

Average Drawdown

Average peak-to-trough decline

-13.26%

-66.93%

+53.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.71%

45.29%

-40.58%

Volatility

PTF vs. SOUN - Volatility Comparison

The current volatility for Invesco DWA Technology Momentum ETF (PTF) is 16.30%, while SoundHound AI, Inc. (SOUN) has a volatility of 17.69%. This indicates that PTF experiences smaller price fluctuations and is considered to be less risky than SOUN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PTFSOUNDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.30%

17.69%

-1.39%

Volatility (6M)

Calculated over the trailing 6-month period

31.97%

52.15%

-20.18%

Volatility (1Y)

Calculated over the trailing 1-year period

40.36%

80.70%

-40.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.34%

136.27%

-100.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.16%

136.27%

-103.11%

Dividends

PTF vs. SOUN - Dividend Comparison

PTF's dividend yield for the trailing twelve months is around 0.01%, while SOUN has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
PTF
Invesco DWA Technology Momentum ETF
0.01%0.21%0.00%0.07%0.00%0.00%0.00%0.00%0.08%0.04%0.26%
SOUN
SoundHound AI, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


PTF and SOUN have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SOUN has higher volatility (17.69%) compared to PTF (16.30%). In terms of maximum drawdown, PTF dropped -55.38% vs SOUN's -93.55%.

PTF currently has the higher Sharpe Ratio (2.39 vs -0.34), 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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