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SPMO vs. TSPY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPMO vs. TSPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500 Momentum ETF (SPMO) and TappAlpha S&P 500 Growth & Daily Income ETF (TSPY). 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 21.26% return, which is significantly higher than TSPY's 6.01% return.


SPMO

1D
-5.59%
1M
1.90%
YTD
21.26%
6M
20.02%
1Y
37.63%
3Y*
39.63%
5Y*
22.50%
10Y*
20.08%

TSPY

1D
-2.67%
1M
0.07%
YTD
6.01%
6M
5.93%
1Y
24.63%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPMO vs. TSPY - Yearly Performance Comparison


2026 (YTD)20252024
SPMO
Invesco S&P 500 Momentum ETF
21.26%26.58%7.63%
TSPY
TappAlpha S&P 500 Growth & Daily Income ETF
6.01%17.29%6.14%

Correlation

The correlation between SPMO and TSPY is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.81

Correlation (All Time)
Calculated using the full available price history since Aug 16, 2024

0.82

The correlation between SPMO and TSPY has been stable across timeframes, ranging from 0.81 to 0.82 - a consistent structural relationship.

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Return for Risk

SPMO vs. TSPY — Risk / Return Rank

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

SPMO
SPMO Risk / Return Rank: 6161
Overall Rank
SPMO Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
SPMO Sortino Ratio Rank: 5757
Sortino Ratio Rank
SPMO Omega Ratio Rank: 6363
Omega Ratio Rank
SPMO Calmar Ratio Rank: 6161
Calmar Ratio Rank
SPMO Martin Ratio Rank: 6464
Martin Ratio Rank

TSPY
TSPY Risk / Return Rank: 6262
Overall Rank
TSPY Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
TSPY Sortino Ratio Rank: 6363
Sortino Ratio Rank
TSPY Omega Ratio Rank: 6666
Omega Ratio Rank
TSPY Calmar Ratio Rank: 5353
Calmar Ratio Rank
TSPY Martin Ratio Rank: 6464
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. TSPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Momentum ETF (SPMO) and TappAlpha S&P 500 Growth & Daily Income ETF (TSPY). 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.


SPMOTSPYDifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

-0.14

Omega ratioGain probability vs. loss probability

1.37

1.39

-0.01

Calmar ratioReturn relative to maximum drawdown

2.98

2.57

+0.41

Martin ratioReturn relative to average drawdown

11.48

11.40

+0.08

SPMO vs. TSPY - Sharpe Ratio Comparison

The current SPMO Sharpe Ratio is 2.04, which is comparable to the TSPY Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of SPMO and TSPY, 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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Sharpe Ratios by Period


SPMOTSPYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.04

2.07

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.99

Sharpe Ratio (All Time)

Calculated using the full available price history

0.97

1.04

-0.07

Drawdowns

SPMO vs. TSPY - Drawdown Comparison

The maximum SPMO drawdown since its inception was -30.95%, which is greater than TSPY's maximum drawdown of -18.02%. Use the drawdown chart below to compare losses from any high point for SPMO and TSPY.


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Drawdown Indicators


SPMOTSPYDifference

Max Drawdown

Largest peak-to-trough decline

-30.95%

-18.02%

-12.93%

Max Drawdown (1Y)

Largest decline over 1 year

-12.70%

-9.63%

-3.07%

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

-6.97%

-3.05%

-3.92%

Average Drawdown

Average peak-to-trough decline

-4.60%

-2.52%

-2.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.29%

2.17%

+1.12%

Volatility

SPMO vs. TSPY - Volatility Comparison

Invesco S&P 500 Momentum ETF (SPMO) has a higher volatility of 9.33% compared to TappAlpha S&P 500 Growth & Daily Income ETF (TSPY) at 3.58%. This indicates that SPMO's price experiences larger fluctuations and is considered to be riskier than TSPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPMOTSPYDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.33%

3.58%

+5.75%

Volatility (6M)

Calculated over the trailing 6-month period

15.67%

9.15%

+6.52%

Volatility (1Y)

Calculated over the trailing 1-year period

18.61%

12.00%

+6.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.46%

16.15%

+3.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.39%

16.15%

+4.24%

SPMO vs. TSPY - Expense Ratio Comparison

SPMO has a 0.13% expense ratio, which is lower than TSPY's 0.68% expense ratio.


Dividends

SPMO vs. TSPY - Dividend Comparison

SPMO's dividend yield for the trailing twelve months is around 0.70%, less than TSPY's 14.09% yield.


PositionTTM20252024202320222021202020192018201720162015
SPMO
Invesco S&P 500 Momentum ETF
0.70%0.73%0.48%1.63%1.66%0.52%1.27%1.39%1.05%0.77%1.94%0.36%
TSPY
TappAlpha S&P 500 Growth & Daily Income ETF
14.09%13.69%3.45%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SPMO and TSPY have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPMO has higher volatility (9.33%) compared to TSPY (3.58%). In terms of maximum drawdown, SPMO dropped -30.95% vs TSPY's -18.02%.

On 1-year performance, SPMO leads with 37.63% vs 24.63% for TSPY. On fees, SPMO is cheaper at 0.13% per year. On volatility, TSPY has been the lower-risk option at 3.58%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, SPMO has performed better with a 37.63% return vs 24.63%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPMO is cheaper with a 0.13% expense ratio, compared with 0.68% for TSPY.

TSPY has the higher dividend yield at 14.09%, compared with 0.70% for SPMO.

SPMO is categorized as Momentum, while TSPY is Derivative Income. They also come from different issuers: Invesco and TappAlpha. Their fees differ too: 0.13% for SPMO and 0.68% for TSPY.

TSPY currently has the higher Sharpe Ratio (2.07 vs 2.04), 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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