SPHL vs. SPMO
SPHL (Springview Holdings Ltd) 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, SPHL returned -32.30% vs 46.41% for SPMO. At a 0.12 correlation, their price movements are largely independent.
Performance
SPHL vs. SPMO - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with SPHL having a 33.65% return and SPMO slightly higher at 34.38%.
SPHL
- 1D
- -3.14%
- 1M
- 9.88%
- YTD
- 33.65%
- 6M
- 14.88%
- 1Y
- -32.30%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SPMO
- 1D
- 3.80%
- 1M
- 6.73%
- YTD
- 34.38%
- 6M
- 32.02%
- 1Y
- 46.41%
- 3Y*
- 43.94%
- 5Y*
- 23.75%
- 10Y*
- 21.44%
SPHL vs. SPMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
SPHL Springview Holdings Ltd | 33.65% | -96.01% | 30.20% |
SPMO Invesco S&P 500 Momentum ETF | 34.38% | 26.58% | 1.64% |
Correlation
The correlation between SPHL and SPMO is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Oct 17, 2024 | 0.12 |
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Return for Risk
SPHL vs. SPMO — Risk / Return Rank
SPHL
SPMO
SPHL vs. SPMO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Springview Holdings Ltd (SPHL) 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.
| SPHL | SPMO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.29 | ||
| Sortino ratioReturn per unit of downside risk | +2.41 | ||
| Omega ratioGain probability vs. loss probability | 1.66 | 1.41 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | 3.67 | -4.04 |
| Martin ratioReturn relative to average drawdown | -0.55 | 13.76 | -14.31 |
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Drawdowns
SPHL vs. SPMO - Drawdown Comparison
The maximum SPHL drawdown since its inception was -96.27%, which is greater than SPMO's maximum drawdown of -30.95%. Use the drawdown chart below to compare losses from any high point for SPHL and SPMO.
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Drawdown Indicators
| SPHL | SPMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.27% | -30.95% | -65.32% |
Max Drawdown (1Y)Largest decline over 1 year | -86.96% | -12.70% | -74.26% |
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 | -94.76% | -1.25% | -93.51% |
Average DrawdownAverage peak-to-trough decline | -77.90% | -4.59% | -73.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 58.95% | 3.38% | +55.57% |
Volatility
SPHL vs. SPMO - Volatility Comparison
Springview Holdings Ltd (SPHL) has a higher volatility of 97.06% compared to Invesco S&P 500 Momentum ETF (SPMO) at 11.90%. This indicates that SPHL'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
| SPHL | SPMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 97.06% | 11.90% | +85.16% |
Volatility (6M)Calculated over the trailing 6-month period | 252.50% | 18.07% | +234.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 703.00% | 20.80% | +682.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 554.69% | 19.94% | +534.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 554.69% | 20.63% | +534.06% |
Dividends
SPHL vs. SPMO - Dividend Comparison
SPHL has not paid dividends to shareholders, while SPMO's dividend yield for the trailing twelve months is around 0.66%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPHL Springview Holdings Ltd | 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 | 0.66% | 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
SPHL and SPMO have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SPHL has higher volatility (97.06%) compared to SPMO (11.90%). In terms of maximum drawdown, SPHL dropped -96.27% vs SPMO's -30.95%.
SPMO currently has the higher Sharpe Ratio (2.24 vs -0.05), 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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