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SCHYY vs. XMMO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SCHYY vs. XMMO

Last updated Jun 24, 2026

SCHYY (Sands China Ltd ADR) is a stock, while XMMO (Invesco S&P MidCap Momentum ETF) is Momentum fund tracking the S&P MidCap 400 Momentum Index. Over the past 10 years, SCHYY returned -3.64%/yr vs 20.13%/yr for XMMO. At a 0.29 correlation, their price movements are largely independent.

Performance

SCHYY vs. XMMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sands China Ltd ADR (SCHYY) and Invesco S&P MidCap Momentum ETF (XMMO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SCHYY achieves a -29.30% return, which is significantly lower than XMMO's 22.90% return. Over the past 10 years, SCHYY has underperformed XMMO with an annualized return of -3.64%, while XMMO has yielded a comparatively higher 20.13% annualized return.

SCHYY

1D
-1.32%
1M
-10.35%
YTD
-29.30%
6M
-34.18%
1Y
-8.29%
3Y*
-20.03%
5Y*
-15.81%
10Y*
-3.64%

XMMO

1D
-2.42%
1M
3.07%
YTD
22.90%
6M
20.25%
1Y
35.75%
3Y*
31.04%
5Y*
15.91%
10Y*
20.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCHYY vs. XMMO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SCHYY
Sands China Ltd ADR		-29.30%-4.51%-7.93%-10.81%42.28%-47.17%-16.27%29.85%-12.75%32.37%
XMMO
Invesco S&P MidCap Momentum ETF		22.90%13.04%38.03%20.39%-16.02%16.69%29.17%36.78%6.12%37.18%

Correlation

The correlation between SCHYY and XMMO is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.24

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

0.21

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

0.26

Correlation (10Y)
Calculated over the trailing 10-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Jul 26, 2010

0.29

Compare stocks, funds, or ETFs

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Sands China Ltd ADR

Invesco S&P MidCap Momentum ETF

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Return for Risk

SCHYY vs. XMMO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SCHYY
SCHYY Risk / Return Rank: 3232
Overall Rank
SCHYY Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
SCHYY Sortino Ratio Rank: 2828
Sortino Ratio Rank
SCHYY Omega Ratio Rank: 2929
Omega Ratio Rank
SCHYY Calmar Ratio Rank: 3636
Calmar Ratio Rank
SCHYY Martin Ratio Rank: 3535
Martin Ratio Rank
XMMO
XMMO Risk / Return Rank: 6666
Overall Rank
XMMO Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
XMMO Sortino Ratio Rank: 5353
Sortino Ratio Rank
XMMO Omega Ratio Rank: 5353
Omega Ratio Rank
XMMO Calmar Ratio Rank: 8383
Calmar Ratio Rank
XMMO Martin Ratio Rank: 8585
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.

SCHYY vs. XMMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sands China Ltd ADR (SCHYY) and Invesco S&P MidCap Momentum ETF (XMMO). 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.

SCHYYXMMODifference
Sharpe ratioReturn per unit of total volatility
-0.25
1.80

-2.06

Sortino ratioReturn per unit of downside risk
-0.14
2.50

-2.64

Omega ratioGain probability vs. loss probability

0.98

1.32

-0.34

Calmar ratioReturn relative to maximum drawdown

-0.22

4.31

-4.53

Martin ratioReturn relative to average drawdown

-0.48

17.07

-17.55

SCHYY vs. XMMO - Sharpe Ratio Comparison

The current SCHYY Sharpe Ratio is -0.25, which is lower than the XMMO Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of SCHYY and XMMO, 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

SCHYY vs. XMMO - Drawdown Comparison

The maximum SCHYY drawdown since its inception was -71.90%, which is greater than XMMO's maximum drawdown of -55.37%. Use the drawdown chart below to compare losses from any high point for SCHYY and XMMO.

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Drawdown Indicators

SCHYYXMMODifference

Max Drawdown

Largest peak-to-trough decline

-71.90%

-55.37%

-16.53%

Max Drawdown (1Y)

Largest decline over 1 year

-37.90%

-8.34%

-29.56%

Max Drawdown (3Y)

Largest decline over 3 years

-59.78%

-24.93%

-34.85%

Max Drawdown (5Y)

Largest decline over 5 years

-62.43%

-27.91%

-34.52%

Max Drawdown (10Y)

Largest decline over 10 years

-71.90%

-36.74%

-35.16%

Current Drawdown

Current decline from peak

-68.06%

-2.42%

-65.64%

Average Drawdown

Average peak-to-trough decline

-32.13%

-9.43%

-22.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.30%

2.10%

+15.20%

Volatility

SCHYY vs. XMMO - Volatility Comparison

Sands China Ltd ADR (SCHYY) has a higher volatility of 9.19% compared to Invesco S&P MidCap Momentum ETF (XMMO) at 8.50%. This indicates that SCHYY's price experiences larger fluctuations and is considered to be riskier than XMMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SCHYYXMMODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.19%

8.50%

+0.69%

Volatility (6M)

Calculated over the trailing 6-month period

20.82%

16.79%

+4.03%

Volatility (1Y)

Calculated over the trailing 1-year period

32.99%

19.94%

+13.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.69%

21.65%

+28.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.45%

22.33%

+21.12%

Dividends

SCHYY vs. XMMO - Dividend Comparison

SCHYY's dividend yield for the trailing twelve months is around 5.58%, more than XMMO's 0.57% yield.

PositionTTM20252024202320222021202020192018201720162015
SCHYY
Sands China Ltd ADR		5.58%2.37%0.00%0.00%0.00%0.00%2.81%4.56%5.63%9.77%9.11%7.26%
XMMO
Invesco S&P MidCap Momentum ETF		0.57%0.78%0.34%0.80%1.43%0.41%0.61%0.60%0.19%0.21%0.22%0.64%

Frequently Asked Questions

SCHYY and XMMO have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SCHYY has higher volatility (9.19%) compared to XMMO (8.50%). In terms of maximum drawdown, SCHYY dropped -71.90% vs XMMO's -55.37%.

XMMO currently has the higher Sharpe Ratio (1.80 vs -0.25), 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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