TGI vs. XMMO

In the year-to-date period, TGI achieves a 37.57% return, which is significantly higher than XMMO's 0.96% return. Over the past 10 years, TGI has underperformed XMMO with an annualized return of -9.14%, while XMMO has yielded a comparatively higher 15.08% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Triumph Group, Inc. (TGI) and Invesco S&P MidCap Momentum ETF (XMMO). 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.

The current TGI Sharpe Ratio is 1.32, which is higher than the XMMO Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of TGI and XMMO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

TGI has not paid dividends to shareholders, while XMMO's dividend yield for the trailing twelve months is around 0.49%.

The maximum TGI drawdown since its inception was -95.83%, which is greater than XMMO's maximum drawdown of -55.37%. Use the drawdown chart below to compare losses from any high point for TGI and XMMO. For additional features, visit the drawdowns tool.

The current volatility for Triumph Group, Inc. (TGI) is 1.50%, while Invesco S&P MidCap Momentum ETF (XMMO) has a volatility of 6.40%. This indicates that TGI experiences smaller price fluctuations and is considered to be less risky than XMMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.