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SPMO vs. RDW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPMO vs. RDW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500 Momentum ETF (SPMO) and Redwire Corporation (RDW). 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 lower than RDW's 98.95% return.


SPMO

1D
1.26%
1M
4.23%
YTD
28.15%
6M
28.70%
1Y
43.47%
3Y*
41.53%
5Y*
23.50%
10Y*
20.86%

RDW

1D
-11.53%
1M
31.94%
YTD
98.95%
6M
107.41%
1Y
-21.74%
3Y*
79.83%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPMO vs. RDW - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SPMO
Invesco S&P 500 Momentum ETF
28.15%26.58%45.82%17.56%-10.45%2.12%
RDW
Redwire Corporation
98.95%-53.83%477.54%43.94%-70.67%-34.15%

Correlation

The correlation between SPMO and RDW is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.41

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

0.38

Correlation (All Time)
Calculated using the full available price history since Sep 2, 2021

0.36

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Return for Risk

SPMO vs. RDW — 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

RDW
RDW Risk / Return Rank: 3939
Overall Rank
RDW Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
RDW Sortino Ratio Rank: 4646
Sortino Ratio Rank
RDW Omega Ratio Rank: 4444
Omega Ratio Rank
RDW Calmar Ratio Rank: 3434
Calmar Ratio Rank
RDW Martin Ratio Rank: 3636
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. RDW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Momentum ETF (SPMO) and Redwire Corporation (RDW). 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.


SPMORDWDifference
Sharpe ratioReturn per unit of total volatility

+2.43

Sortino ratioReturn per unit of downside risk

+2.40

Omega ratioGain probability vs. loss probability

1.41

1.07

+0.34

Calmar ratioReturn relative to maximum drawdown

3.44

-0.29

+3.73

Martin ratioReturn relative to average drawdown

13.01

-0.42

+13.43

SPMO vs. RDW - Sharpe Ratio Comparison

The current SPMO Sharpe Ratio is 2.24, which is higher than the RDW Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of SPMO and RDW, 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. RDW - Drawdown Comparison

The maximum SPMO drawdown since its inception was -30.95%, smaller than the maximum RDW drawdown of -87.26%. Use the drawdown chart below to compare losses from any high point for SPMO and RDW.


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Drawdown Indicators


SPMORDWDifference

Max Drawdown

Largest peak-to-trough decline

-30.95%

-87.26%

+56.31%

Max Drawdown (1Y)

Largest decline over 1 year

-12.70%

-75.40%

+62.70%

Max Drawdown (3Y)

Largest decline over 3 years

-20.13%

-80.28%

+60.15%

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

-1.68%

-41.62%

+39.94%

Average Drawdown

Average peak-to-trough decline

-4.60%

-59.30%

+54.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.35%

51.88%

-48.53%

Volatility

SPMO vs. RDW - Volatility Comparison

The current volatility for Invesco S&P 500 Momentum ETF (SPMO) is 10.29%, while Redwire Corporation (RDW) has a volatility of 53.68%. This indicates that SPMO experiences smaller price fluctuations and is considered to be less risky than RDW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPMORDWDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.29%

53.68%

-43.39%

Volatility (6M)

Calculated over the trailing 6-month period

16.73%

94.49%

-77.76%

Volatility (1Y)

Calculated over the trailing 1-year period

19.48%

118.63%

-99.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.65%

96.83%

-77.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.48%

96.83%

-76.35%

Dividends

SPMO vs. RDW - Dividend Comparison

SPMO's dividend yield for the trailing twelve months is around 0.67%, while RDW has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
RDW
Redwire Corporation
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
0.67%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 RDW have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RDW has higher volatility (53.68%) compared to SPMO (10.29%). In terms of maximum drawdown, SPMO dropped -30.95% vs RDW's -87.26%.

SPMO currently has the higher Sharpe Ratio (2.24 vs -0.18), 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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