PortfoliosLab logoPortfoliosLab logo
RSPT vs. ARMH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RSPT vs. ARMH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500 Equal Weight Technology ETF (RSPT) and Arm Holdings PLC ADRhedged ETF (ARMH). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

RSPT vs. ARMH - Yearly Performance Comparison


Returns By Period

In the year-to-date period, RSPT achieves a -0.46% return, which is significantly lower than ARMH's 39.97% return.


RSPT

1D
4.02%
1M
-3.99%
YTD
-0.46%
6M
1.70%
1Y
32.86%
3Y*
18.49%
5Y*
11.01%
10Y*
17.92%

ARMH

1D
9.71%
1M
20.77%
YTD
39.97%
6M
9.09%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


RSPT vs. ARMH - Expense Ratio Comparison

RSPT has a 0.40% expense ratio, which is higher than ARMH's 0.19% expense ratio.


Return for Risk

RSPT vs. ARMH — Risk / Return Rank

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

RSPT
RSPT Risk / Return Rank: 7676
Overall Rank
RSPT Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
RSPT Sortino Ratio Rank: 7373
Sortino Ratio Rank
RSPT Omega Ratio Rank: 7070
Omega Ratio Rank
RSPT Calmar Ratio Rank: 8282
Calmar Ratio Rank
RSPT Martin Ratio Rank: 8383
Martin Ratio Rank

ARMH
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.

RSPT vs. ARMH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Equal Weight Technology ETF (RSPT) and Arm Holdings PLC ADRhedged ETF (ARMH). 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.


RSPTARMHDifference

Sharpe ratio

Return per unit of total volatility

1.22

Sortino ratio

Return per unit of downside risk

1.77

Omega ratio

Gain probability vs. loss probability

1.25

Calmar ratio

Return relative to maximum drawdown

2.20

Martin ratio

Return relative to average drawdown

8.94

RSPT vs. ARMH - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


RSPTARMHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.80

-0.24

Correlation

The correlation between RSPT and ARMH is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

RSPT vs. ARMH - Dividend Comparison

RSPT's dividend yield for the trailing twelve months is around 0.38%, less than ARMH's 2.42% yield.


TTM20252024202320222021202020192018201720162015
RSPT
Invesco S&P 500 Equal Weight Technology ETF
0.38%0.39%0.44%0.56%0.71%0.50%1.29%0.92%0.98%0.84%1.16%1.18%
ARMH
Arm Holdings PLC ADRhedged ETF
2.42%2.64%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

RSPT vs. ARMH - Drawdown Comparison

The maximum RSPT drawdown since its inception was -58.91%, which is greater than ARMH's maximum drawdown of -42.04%. Use the drawdown chart below to compare losses from any high point for RSPT and ARMH.


Loading graphics...

Drawdown Indicators


RSPTARMHDifference

Max Drawdown

Largest peak-to-trough decline

-58.91%

-42.04%

-16.87%

Max Drawdown (1Y)

Largest decline over 1 year

-14.90%

Max Drawdown (5Y)

Largest decline over 5 years

-32.49%

Max Drawdown (10Y)

Largest decline over 10 years

-33.67%

Current Drawdown

Current decline from peak

-7.08%

-13.75%

+6.67%

Average Drawdown

Average peak-to-trough decline

-8.97%

-16.33%

+7.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.66%

Volatility

RSPT vs. ARMH - Volatility Comparison


Loading graphics...

Volatility by Period


RSPTARMHDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.45%

Volatility (6M)

Calculated over the trailing 6-month period

16.96%

Volatility (1Y)

Calculated over the trailing 1-year period

27.17%

50.59%

-23.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.84%

50.59%

-26.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.59%

50.59%

-27.00%