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SATL vs. SPMO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SATL vs. SPMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Satellogic V Inc (SATL) 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, SATL achieves a 90.91% return, which is significantly higher than SPMO's 22.29% return.


SATL

1D
-9.85%
1M
-41.86%
6M
2.29%
YTD
90.91%
1Y
-4.03%
3Y*
22.97%
5Y*
-18.39%
10Y*

SPMO

1D
-3.15%
1M
-5.90%
6M
21.88%
YTD
22.29%
1Y
29.78%
3Y*
39.07%
5Y*
20.99%
10Y*
20.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SATL vs. SPMO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SATL
Satellogic V Inc
90.91%-34.39%62.86%-42.62%-68.56%-2.02%
SPMO
Invesco S&P 500 Momentum ETF
22.29%26.58%45.82%17.56%-10.45%26.09%

Correlation

The correlation between SATL and SPMO is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.29

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

0.26

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

0.20

Correlation (All Time)
Calculated using the full available price history since Mar 26, 2021

0.20

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Return for Risk

SATL vs. SPMO — Risk / Return Rank

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

SATL
SATL Risk / Return Rank: 4848
Overall Rank
SATL Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
SATL Sortino Ratio Rank: 5656
Sortino Ratio Rank
SATL Omega Ratio Rank: 5454
Omega Ratio Rank
SATL Calmar Ratio Rank: 4242
Calmar Ratio Rank
SATL Martin Ratio Rank: 4242
Martin Ratio Rank

SPMO
SPMO Risk / Return Rank: 5151
Overall Rank
SPMO Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SPMO Sortino Ratio Rank: 4343
Sortino Ratio Rank
SPMO Omega Ratio Rank: 4747
Omega Ratio Rank
SPMO Calmar Ratio Rank: 5959
Calmar Ratio Rank
SPMO Martin Ratio Rank: 5858
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.

SATL vs. SPMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Satellogic V Inc (SATL) 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.


SATLSPMODifference
Sharpe ratioReturn per unit of total volatility

-1.36

Sortino ratioReturn per unit of downside risk

-0.92

Omega ratioGain probability vs. loss probability

1.11

1.25

-0.14

Calmar ratioReturn relative to maximum drawdown

-0.06

2.36

-2.41

Martin ratioReturn relative to average drawdown

-0.11

8.15

-8.26

SATL vs. SPMO - Sharpe Ratio Comparison

The current SATL Sharpe Ratio is -0.03, which is lower than the SPMO Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of SATL 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

SATL vs. SPMO - Drawdown Comparison

The maximum SATL drawdown since its inception was -94.40%, which is greater than SPMO's maximum drawdown of -30.95%. Use the drawdown chart below to compare losses from any high point for SATL and SPMO.


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Drawdown Indicators


SATLSPMODifference

Max Drawdown

Largest peak-to-trough decline

-94.40%

-30.95%

-63.45%

Max Drawdown (1Y)

Largest decline over 1 year

-69.32%

-12.70%

-56.62%

Max Drawdown (3Y)

Largest decline over 3 years

-73.21%

-20.13%

-53.08%

Max Drawdown (5Y)

Largest decline over 5 years

-94.40%

-22.74%

-71.66%

Max Drawdown (10Y)

Largest decline over 10 years

-30.95%

Current Drawdown

Current decline from peak

-71.05%

-10.13%

-60.92%

Average Drawdown

Average peak-to-trough decline

-62.08%

-4.59%

-57.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

35.35%

3.67%

+31.68%

Volatility

SATL vs. SPMO - Volatility Comparison

Satellogic V Inc (SATL) has a higher volatility of 29.41% compared to Invesco S&P 500 Momentum ETF (SPMO) at 11.67%. This indicates that SATL'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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Volatility by Period


SATLSPMODifference

Volatility (1M)

Calculated over the trailing 1-month period

29.41%

11.67%

+17.74%

Volatility (6M)

Calculated over the trailing 6-month period

96.32%

20.23%

+76.09%

Volatility (1Y)

Calculated over the trailing 1-year period

123.79%

22.58%

+101.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

107.69%

20.33%

+87.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

104.52%

20.83%

+83.69%

Dividends

SATL vs. SPMO - Dividend Comparison

SATL has not paid dividends to shareholders, while SPMO's dividend yield for the trailing twelve months is around 0.72%.


PositionTTM20252024202320222021202020192018201720162015
SATL
Satellogic V Inc
0.00%0.00%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
0.72%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


SATL and SPMO have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SATL has higher volatility (29.41%) compared to SPMO (11.67%). In terms of maximum drawdown, SATL dropped -94.40% vs SPMO's -30.95%.

SPMO currently has the higher Sharpe Ratio (1.32 vs -0.03), 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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