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 -32.75% vs 27.62% 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
In the year-to-date period, SPHL achieves a 25.48% return, which is significantly higher than SPMO's 21.12% return.
SPHL
- 1D
- -0.76%
- 1M
- -15.26%
- 6M
- -64.87%
- YTD
- 25.48%
- 1Y
- -32.75%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SPMO
- 1D
- -0.96%
- 1M
- -7.32%
- 6M
- 20.43%
- YTD
- 21.12%
- 1Y
- 27.62%
- 3Y*
- 38.38%
- 5Y*
- 20.75%
- 10Y*
- 20.18%
SPHL vs. SPMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
SPHL Springview Holdings Ltd | 25.48% | -96.01% | 30.20% |
SPMO Invesco S&P 500 Momentum ETF | 21.12% | 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 | -1.27 | ||
| Sortino ratioReturn per unit of downside risk | +3.64 | ||
| Omega ratioGain probability vs. loss probability | 1.65 | 1.23 | +0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.38 | 2.18 | -2.56 |
| Martin ratioReturn relative to average drawdown | -0.53 | 7.42 | -7.95 |
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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 | -95.08% | -10.99% | -84.09% |
Average DrawdownAverage peak-to-trough decline | -78.48% | -4.60% | -73.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 62.36% | 3.73% | +58.63% |
Volatility
SPHL vs. SPMO - Volatility Comparison
Springview Holdings Ltd (SPHL) has a higher volatility of 34.33% compared to Invesco S&P 500 Momentum ETF (SPMO) at 11.56%. 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 | 34.33% | 11.56% | +22.77% |
Volatility (6M)Calculated over the trailing 6-month period | 253.02% | 20.23% | +232.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 703.17% | 22.61% | +680.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 545.39% | 20.32% | +525.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 545.39% | 20.83% | +524.56% |
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 0.73%.
| 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 | 0.73% | 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 (34.33%) compared to SPMO (11.56%). In terms of maximum drawdown, SPHL dropped -96.27% vs SPMO's -30.95%.
SPMO currently has the higher Sharpe Ratio (1.23 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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