SPMO vs. RBRK
SPMO (Invesco S&P 500 Momentum ETF) is Momentum fund tracking the S&P 500 Momentum Index, while RBRK (Rubrik, Inc.) is a stock. Over the past year, SPMO returned 39.53% vs -26.74% for RBRK. At a 0.42 correlation, their price movements are largely independent.
Performance
SPMO vs. RBRK - Performance Comparison
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Returns By Period
In the year-to-date period, SPMO achieves a 24.29% return, which is significantly higher than RBRK's -6.21% return.
SPMO
- 1D
- 2.50%
- 1M
- 2.83%
- YTD
- 24.29%
- 6M
- 22.86%
- 1Y
- 39.53%
- 3Y*
- 40.28%
- 5Y*
- 23.06%
- 10Y*
- 20.38%
RBRK
- 1D
- -2.29%
- 1M
- 15.06%
- YTD
- -6.21%
- 6M
- -19.49%
- 1Y
- -26.74%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SPMO vs. RBRK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
SPMO Invesco S&P 500 Momentum ETF | 24.29% | 26.58% | 24.28% |
RBRK Rubrik, Inc. | -6.21% | 17.01% | 69.33% |
Correlation
The correlation between SPMO and RBRK is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Apr 25, 2024 | 0.42 |
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Return for Risk
SPMO vs. RBRK — Risk / Return Rank
SPMO
RBRK
SPMO vs. RBRK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Momentum ETF (SPMO) and Rubrik, Inc. (RBRK). 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.
| SPMO | RBRK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.55 | ||
| Sortino ratioReturn per unit of downside risk | +3.07 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 0.97 | +0.42 |
| Calmar ratioReturn relative to maximum drawdown | 3.13 | -0.48 | +3.61 |
| Martin ratioReturn relative to average drawdown | 12.02 | -0.89 | +12.90 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SPMO | RBRK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.13 | -0.43 | +2.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.19 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.00 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.98 | 0.58 | +0.40 |
Drawdowns
SPMO vs. RBRK - Drawdown Comparison
The maximum SPMO drawdown since its inception was -30.95%, smaller than the maximum RBRK drawdown of -56.08%. Use the drawdown chart below to compare losses from any high point for SPMO and RBRK.
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Drawdown Indicators
| SPMO | RBRK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.95% | -56.08% | +25.13% |
Max Drawdown (1Y)Largest decline over 1 year | -12.70% | -55.52% | +42.82% |
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 | -4.65% | -28.08% | +23.43% |
Average DrawdownAverage peak-to-trough decline | -4.60% | -18.55% | +13.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.30% | 30.44% | -27.14% |
Volatility
SPMO vs. RBRK - Volatility Comparison
The current volatility for Invesco S&P 500 Momentum ETF (SPMO) is 9.44%, while Rubrik, Inc. (RBRK) has a volatility of 20.05%. This indicates that SPMO experiences smaller price fluctuations and is considered to be less risky than RBRK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPMO | RBRK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.44% | 20.05% | -10.61% |
Volatility (6M)Calculated over the trailing 6-month period | 15.82% | 49.12% | -33.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.72% | 63.09% | -44.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.50% | 64.32% | -44.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.41% | 64.32% | -43.91% |
Dividends
SPMO vs. RBRK - Dividend Comparison
SPMO's dividend yield for the trailing twelve months is around 0.69%, while RBRK has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RBRK Rubrik, Inc. | 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 | 0.69% | 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 RBRK have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RBRK has higher volatility (20.05%) compared to SPMO (9.44%). In terms of maximum drawdown, SPMO dropped -30.95% vs RBRK's -56.08%.
SPMO currently has the higher Sharpe Ratio (2.13 vs -0.43), 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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