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SPHL vs. SPMO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPHL vs. SPMO - Performance Comparison

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

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

SPHL vs. SPMO - Yearly Performance Comparison


2026 (YTD)20252024
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

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

SPHL
SPHL Risk / Return Rank: 6060
Overall Rank
SPHL Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
SPHL Sortino Ratio Rank: 9898
Sortino Ratio Rank
SPHL Omega Ratio Rank: 9797
Omega Ratio Rank
SPHL Calmar Ratio Rank: 3131
Calmar Ratio Rank
SPHL Martin Ratio Rank: 3333
Martin Ratio Rank

SPMO
SPMO Risk / Return Rank: 8080
Overall Rank
SPMO Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
SPMO Sortino Ratio Rank: 7777
Sortino Ratio Rank
SPMO Omega Ratio Rank: 8080
Omega Ratio Rank
SPMO Calmar Ratio Rank: 8080
Calmar Ratio Rank
SPMO Martin Ratio Rank: 8181
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.

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.


SPHLSPMODifference
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

SPHL vs. SPMO - Sharpe Ratio Comparison

The current SPHL Sharpe Ratio is -0.05, which is lower than the SPMO Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of SPHL and SPMO, 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

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


SPHLSPMODifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-94.76%

-1.25%

-93.51%

Average Drawdown

Average peak-to-trough decline

-77.90%

-4.59%

-73.31%

Ulcer Index

Depth 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


SPHLSPMODifference

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%.


PositionTTM20252024202320222021202020192018201720162015
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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