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SPMO vs. QFIN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPMO vs. QFIN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500 Momentum ETF (SPMO) and 360 DigiTech, Inc. (QFIN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPMO achieves a 28.15% return, which is significantly higher than QFIN's -15.31% return.


SPMO

1D
1.26%
1M
3.36%
YTD
28.15%
6M
28.70%
1Y
44.90%
3Y*
41.53%
5Y*
23.50%
10Y*
20.86%

QFIN

1D
2.67%
1M
17.56%
YTD
-15.31%
6M
-17.62%
1Y
-59.79%
3Y*
7.60%
5Y*
-12.03%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPMO vs. QFIN - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SPMO
Invesco S&P 500 Momentum ETF
28.15%26.58%45.82%17.56%-10.45%22.64%28.25%25.93%-5.55%
QFIN
360 DigiTech, Inc.
-15.31%-47.46%162.76%-16.28%-6.54%97.15%20.68%-36.99%-7.75%

Correlation

The correlation between SPMO and QFIN is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.27

Correlation (3Y)
Calculated over the trailing 3-year period

0.22

Correlation (5Y)
Calculated over the trailing 5-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Dec 14, 2018

0.26

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Return for Risk

SPMO vs. QFIN — Risk / Return Rank

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

SPMO
SPMO Risk / Return Rank: 7979
Overall Rank
SPMO Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
SPMO Sortino Ratio Rank: 7878
Sortino Ratio Rank
SPMO Omega Ratio Rank: 8080
Omega Ratio Rank
SPMO Calmar Ratio Rank: 7777
Calmar Ratio Rank
SPMO Martin Ratio Rank: 7878
Martin Ratio Rank

QFIN
QFIN Risk / Return Rank: 88
Overall Rank
QFIN Sharpe Ratio Rank: 44
Sharpe Ratio Rank
QFIN Sortino Ratio Rank: 33
Sortino Ratio Rank
QFIN Omega Ratio Rank: 44
Omega Ratio Rank
QFIN Calmar Ratio Rank: 1010
Calmar Ratio Rank
QFIN Martin Ratio Rank: 1818
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.

SPMO vs. QFIN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Momentum ETF (SPMO) and 360 DigiTech, Inc. (QFIN). 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.


SPMOQFINDifference
Sharpe ratioReturn per unit of total volatility

+3.33

Sortino ratioReturn per unit of downside risk

+4.99

Omega ratioGain probability vs. loss probability

1.41

0.76

+0.65

Calmar ratioReturn relative to maximum drawdown

3.44

-0.83

+4.27

Martin ratioReturn relative to average drawdown

13.01

-1.13

+14.14

SPMO vs. QFIN - Sharpe Ratio Comparison

The current SPMO Sharpe Ratio is 2.24, which is higher than the QFIN Sharpe Ratio of -1.09. The chart below compares the historical Sharpe Ratios of SPMO and QFIN, 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

SPMO vs. QFIN - Drawdown Comparison

The maximum SPMO drawdown since its inception was -30.95%, smaller than the maximum QFIN drawdown of -76.74%. Use the drawdown chart below to compare losses from any high point for SPMO and QFIN.


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Drawdown Indicators


SPMOQFINDifference

Max Drawdown

Largest peak-to-trough decline

-30.95%

-76.74%

+45.79%

Max Drawdown (1Y)

Largest decline over 1 year

-12.70%

-72.31%

+59.61%

Max Drawdown (3Y)

Largest decline over 3 years

-20.13%

-73.15%

+53.02%

Max Drawdown (5Y)

Largest decline over 5 years

-22.74%

-76.74%

+54.00%

Max Drawdown (10Y)

Largest decline over 10 years

-30.95%

Current Drawdown

Current decline from peak

-1.68%

-64.51%

+62.83%

Average Drawdown

Average peak-to-trough decline

-4.60%

-45.54%

+40.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.35%

53.01%

-49.66%

Volatility

SPMO vs. QFIN - Volatility Comparison

The current volatility for Invesco S&P 500 Momentum ETF (SPMO) is 10.29%, while 360 DigiTech, Inc. (QFIN) has a volatility of 29.45%. This indicates that SPMO experiences smaller price fluctuations and is considered to be less risky than QFIN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPMOQFINDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.29%

29.45%

-19.16%

Volatility (6M)

Calculated over the trailing 6-month period

16.73%

38.71%

-21.98%

Volatility (1Y)

Calculated over the trailing 1-year period

19.48%

55.12%

-35.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.65%

66.39%

-46.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.48%

72.04%

-51.56%

Dividends

SPMO vs. QFIN - Dividend Comparison

SPMO's dividend yield for the trailing twelve months is around 0.67%, less than QFIN's 10.00% yield.


PositionTTM20252024202320222021202020192018201720162015
QFIN
360 DigiTech, Inc.
10.00%7.58%4.56%7.27%4.03%1.22%0.00%0.00%0.00%0.00%0.00%0.00%
SPMO
Invesco S&P 500 Momentum ETF
0.67%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


SPMO and QFIN have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QFIN has higher volatility (29.45%) compared to SPMO (10.29%). In terms of maximum drawdown, SPMO dropped -30.95% vs QFIN's -76.74%.

SPMO currently has the higher Sharpe Ratio (2.24 vs -1.09), 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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