SFD vs. SPMO
SFD (Smithfield Foods, Inc) is a stock, while SPMO (Invesco S&P 500 Momentum ETF) is Momentum fund tracking the S&P 500 Momentum Index. Over the past year, SFD returned 9.54% vs 41.07% for SPMO. At a 0.00 correlation, their price movements are largely independent.
Performance
SFD vs. SPMO - Performance Comparison
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Returns By Period
In the year-to-date period, SFD achieves a 13.14% return, which is significantly lower than SPMO's 29.45% return.
SFD
- 1D
- -1.16%
- 1M
- -6.30%
- YTD
- 13.14%
- 6M
- 12.48%
- 1Y
- 9.54%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SPMO
- 1D
- -0.36%
- 1M
- 6.27%
- YTD
- 29.45%
- 6M
- 27.18%
- 1Y
- 41.07%
- 3Y*
- 42.30%
- 5Y*
- 22.83%
- 10Y*
- 20.99%
SFD vs. SPMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SFD Smithfield Foods, Inc | 13.14% | 10.98% |
SPMO Invesco S&P 500 Momentum ETF | 29.45% | 22.48% |
Correlation
The correlation between SFD and SPMO is -0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.10 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2025 | 0.00 |
The correlation between SFD and SPMO shifts across timeframes, from -0.10 (1 year) to 0.00 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SFD vs. SPMO — Risk / Return Rank
SFD
SPMO
SFD vs. SPMO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Smithfield Foods, Inc (SFD) 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.
| SFD | SPMO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.63 | ||
| Sortino ratioReturn per unit of downside risk | -1.97 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.37 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 0.52 | 3.25 | -2.73 |
| Martin ratioReturn relative to average drawdown | 0.97 | 12.18 | -11.21 |
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Drawdowns
SFD vs. SPMO - Drawdown Comparison
The maximum SFD drawdown since its inception was -18.43%, smaller than the maximum SPMO drawdown of -30.95%. Use the drawdown chart below to compare losses from any high point for SFD and SPMO.
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Drawdown Indicators
| SFD | SPMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.43% | -30.95% | +12.52% |
Max Drawdown (1Y)Largest decline over 1 year | -18.43% | -12.70% | -5.73% |
Max Drawdown (3Y)Largest decline over 3 years | — | -20.13% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.74% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.95% | — |
Current DrawdownCurrent decline from peak | -15.55% | -4.87% | -10.68% |
Average DrawdownAverage peak-to-trough decline | -7.16% | -4.59% | -2.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.87% | 3.38% | +6.49% |
Volatility
SFD vs. SPMO - Volatility Comparison
The current volatility for Smithfield Foods, Inc (SFD) is 7.91%, while Invesco S&P 500 Momentum ETF (SPMO) has a volatility of 11.77%. This indicates that SFD experiences smaller price fluctuations and is considered to be less risky 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
| SFD | SPMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.91% | 11.77% | -3.86% |
Volatility (6M)Calculated over the trailing 6-month period | 18.56% | 17.74% | +0.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.74% | 20.51% | +4.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.69% | 19.87% | +8.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.69% | 20.60% | +8.09% |
Dividends
SFD vs. SPMO - Dividend Comparison
SFD's dividend yield for the trailing twelve months is around 4.56%, more than SPMO's 0.68% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SFD Smithfield Foods, Inc | 4.56% | 4.48% | 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 | 0.68% | 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
SFD and SPMO have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SPMO has higher volatility (11.77%) compared to SFD (7.91%). In terms of maximum drawdown, SFD dropped -18.43% vs SPMO's -30.95%.
SPMO currently has the higher Sharpe Ratio (2.02 vs 0.39), 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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