SIFY vs. SPMO

Last updated Apr 1, 2026

Compare and contrast key facts about Sify Technologies Limited (SIFY) and Invesco S&P 500 Momentum ETF (SPMO).

SPMO is a passively managed fund by Invesco that tracks the performance of the S&P 500 Momentum Index. It was launched on Oct 9, 2015.

Performance

SIFY vs. SPMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sify Technologies Limited (SIFY) and Invesco S&P 500 Momentum ETF (SPMO). The values are adjusted to include any dividend payments, if applicable.

SIFY vs. SPMO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SIFY Sify Technologies Limited	4.92%	326.22%	-74.44%	61.96%	-64.35%	154.33%	3.25%	-16.60%	-16.17%	149.63%
SPMO Invesco S&P 500 Momentum ETF	-5.78%	26.58%	45.82%	17.56%	-10.45%	22.64%	28.25%	25.93%	-0.92%	27.76%

Returns By Period

In the year-to-date period, SIFY achieves a 4.92% return, which is significantly higher than SPMO's -5.78% return. Over the past 10 years, SIFY has outperformed SPMO with an annualized return of 29.61%, while SPMO has yielded a comparatively lower 17.16% annualized return.

SIFY

• 1D: 3.06%
• 1M: -18.38%
• YTD: 4.92%
• 6M: -6.37%
• 1Y: 198.83%
• 3Y*: 19.16%
• 5Y*: -9.95%
• 10Y*: 29.61%

SPMO

• 1D: 3.96%
• 1M: -5.89%
• YTD: -5.78%
• 6M: -6.90%
• 1Y: 22.23%
• 3Y*: 28.36%
• 5Y*: 17.17%
• 10Y*: 17.16%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

SIFY vs. SPMO — Risk / Return Rank

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

SIFY

SIFY Risk / Return Rank: 92
SIFY Sharpe Ratio Rank: 95
SIFY Sortino Ratio Rank: 91
SIFY Omega Ratio Rank: 90
SIFY Calmar Ratio Rank: 93
SIFY Martin Ratio Rank: 89

SPMO

SPMO Risk / Return Rank: 66
SPMO Sharpe Ratio Rank: 59
SPMO Sortino Ratio Rank: 62
SPMO Omega Ratio Rank: 65
SPMO Calmar Ratio Rank: 74
SPMO Martin Ratio Rank: 68

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.

SIFY vs. SPMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sify Technologies Limited (SIFY) 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.

	SIFY	SPMO	Difference
Sharpe ratio Return per unit of total volatility	2.62	0.98	+1.63
Sortino ratio Return per unit of downside risk	3.01	1.51	+1.50
Omega ratio Gain probability vs. loss probability	1.38	1.22	+0.16
Calmar ratio Return relative to maximum drawdown	4.76	1.79	+2.97
Martin ratio Return relative to average drawdown	10.24	6.36	+3.88
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SIFY vs. SPMO - Sharpe Ratio Comparison

The current SIFY Sharpe Ratio is 2.62, which is higher than the SPMO Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of SIFY and SPMO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SIFY	SPMO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.62	0.98	+1.63
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.11	0.91	-1.02
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.13	0.86	-0.72
Sharpe Ratio (All Time) Calculated using the full available price history	0.06	0.85	-0.79

Correlation

The correlation between SIFY and SPMO is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

SIFY vs. SPMO - Dividend Comparison

SIFY has not paid dividends to shareholders, while SPMO's dividend yield for the trailing twelve months is around 0.91%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SIFY Sify Technologies Limited	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	1.11%	0.96%	0.83%	136.99%	101.52%
SPMO Invesco S&P 500 Momentum ETF	0.91%	0.73%	0.48%	1.63%	1.66%	0.52%	1.27%	1.39%	1.05%	0.77%	1.94%	0.36%

Drawdowns

SIFY vs. SPMO - Drawdown Comparison

The maximum SIFY drawdown since its inception was -99.59%, which is greater than SPMO's maximum drawdown of -30.95%. Use the drawdown chart below to compare losses from any high point for SIFY and SPMO.

Drawdown Indicators

	SIFY	SPMO	Difference
Max Drawdown Largest peak-to-trough decline	-99.59%	-30.95%	-68.64%
Max Drawdown (1Y) Largest decline over 1 year	-40.23%	-12.70%	-27.53%
Max Drawdown (5Y) Largest decline over 5 years	-91.98%	-22.74%	-69.24%
Max Drawdown (10Y) Largest decline over 10 years	-94.34%	-30.95%	-63.39%
Current Drawdown Current decline from peak	-62.27%	-9.24%	-53.03%
Average Drawdown Average peak-to-trough decline	-79.46%	-4.66%	-74.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	18.70%	3.57%	+15.13%

Volatility

SIFY vs. SPMO - Volatility Comparison

Sify Technologies Limited (SIFY) has a higher volatility of 14.74% compared to Invesco S&P 500 Momentum ETF (SPMO) at 6.82%. This indicates that SIFY'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.

Volatility by Period

	SIFY	SPMO	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.74%	6.82%	+7.92%
Volatility (6M) Calculated over the trailing 6-month period	57.49%	12.62%	+44.87%
Volatility (1Y) Calculated over the trailing 1-year period	76.52%	22.68%	+53.84%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	88.51%	19.06%	+69.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	221.93%	20.08%	+201.85%