SPOM vs. JMOM

Last updated Apr 1, 2026

Compare and contrast key facts about SPO Global Inc (SPOM) and JPMorgan U.S. Momentum Factor ETF (JMOM).

JMOM is a passively managed fund by JPMorgan that tracks the performance of the JP Morgan US Momentum Factor Index. It was launched on Nov 8, 2017.

Performance

SPOM vs. JMOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPO Global Inc (SPOM) and JPMorgan U.S. Momentum Factor ETF (JMOM). The values are adjusted to include any dividend payments, if applicable.

SPOM vs. JMOM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SPOM SPO Global Inc	-40.00%	-73.68%	-17.39%	-83.57%	-16.67%	-70.00%	291.61%	-4.67%	1,499,900.00%	-99.00%
JMOM JPMorgan U.S. Momentum Factor ETF	-0.16%	18.02%	28.47%	22.89%	-20.83%	25.03%	29.25%	28.24%	-5.25%	3.32%

Returns By Period

In the year-to-date period, SPOM achieves a -40.00% return, which is significantly lower than JMOM's -0.16% return.

SPOM

• 1D: 0.00%
• 1M: -25.00%
• YTD: -40.00%
• 6M: -50.00%
• 1Y: -50.00%
• 3Y*: -65.17%
• 5Y*: -65.46%
• 10Y*: -29.58%

JMOM

• 1D: 3.36%
• 1M: -4.24%
• YTD: -0.16%
• 6M: 0.45%
• 1Y: 21.59%
• 3Y*: 20.77%
• 5Y*: 12.38%
• 10Y*: —

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

Return for Risk

SPOM vs. JMOM — Risk / Return Rank

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

SPOM

SPOM Risk / Return Rank: 29
SPOM Sharpe Ratio Rank: 26
SPOM Sortino Ratio Rank: 42
SPOM Omega Ratio Rank: 47
SPOM Calmar Ratio Rank: 18
SPOM Martin Ratio Rank: 12

JMOM

JMOM Risk / Return Rank: 72
JMOM Sharpe Ratio Rank: 65
JMOM Sortino Ratio Rank: 67
JMOM Omega Ratio Rank: 68
JMOM Calmar Ratio Rank: 73
JMOM Martin Ratio Rank: 85

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.

SPOM vs. JMOM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPO Global Inc (SPOM) and JPMorgan U.S. Momentum Factor ETF (JMOM). 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.

	SPOM	JMOM	Difference
Sharpe ratio Return per unit of total volatility	-0.32	1.10	-1.42
Sortino ratio Return per unit of downside risk	0.48	1.65	-1.16
Omega ratio Gain probability vs. loss probability	1.09	1.24	-0.15
Calmar ratio Return relative to maximum drawdown	-0.67	1.81	-2.47
Martin ratio Return relative to average drawdown	-1.39	9.37	-10.76
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SPOM vs. JMOM - Sharpe Ratio Comparison

The current SPOM Sharpe Ratio is -0.32, which is lower than the JMOM Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of SPOM and JMOM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SPOM	JMOM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.32	1.10	-1.42
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.37	0.67	-1.04
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.00	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.00	0.69	-0.70

Correlation

The correlation between SPOM and JMOM is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

SPOM vs. JMOM - Dividend Comparison

SPOM has not paid dividends to shareholders, while JMOM's dividend yield for the trailing twelve months is around 0.88%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
SPOM SPO Global Inc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
JMOM JPMorgan U.S. Momentum Factor ETF	0.88%	0.86%	0.75%	1.21%	1.39%	0.64%	0.85%	1.11%	1.38%	0.29%

Drawdowns

SPOM vs. JMOM - Drawdown Comparison

The maximum SPOM drawdown since its inception was -100.00%, which is greater than JMOM's maximum drawdown of -34.31%. Use the drawdown chart below to compare losses from any high point for SPOM and JMOM.

Drawdown Indicators

	SPOM	JMOM	Difference
Max Drawdown Largest peak-to-trough decline	-100.00%	-34.31%	-65.69%
Max Drawdown (1Y) Largest decline over 1 year	-75.00%	-12.28%	-62.72%
Max Drawdown (5Y) Largest decline over 5 years	-99.59%	-28.26%	-71.33%
Max Drawdown (10Y) Largest decline over 10 years	-99.99%	—	—
Current Drawdown Current decline from peak	-99.95%	-4.77%	-95.18%
Average Drawdown Average peak-to-trough decline	-86.94%	-6.44%	-80.50%
Ulcer Index Depth and duration of drawdowns from previous peaks	36.04%	2.37%	+33.67%

Volatility

SPOM vs. JMOM - Volatility Comparison

SPO Global Inc (SPOM) has a higher volatility of 66.07% compared to JPMorgan U.S. Momentum Factor ETF (JMOM) at 6.50%. This indicates that SPOM's price experiences larger fluctuations and is considered to be riskier than JMOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SPOM	JMOM	Difference
Volatility (1M) Calculated over the trailing 1-month period	66.07%	6.50%	+59.57%
Volatility (6M) Calculated over the trailing 6-month period	126.07%	11.32%	+114.75%
Volatility (1Y) Calculated over the trailing 1-year period	155.03%	19.76%	+135.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	175.50%	18.62%	+156.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7,619.85%	20.20%	+7,599.65%