VOR vs. XMHQ
VOR (Vor Biopharma Inc.) is a stock, while XMHQ (Invesco S&P MidCap Quality ETF) is Mid Cap Blend Equities fund tracking the S&P MidCap 400 Quality Index. Over the past 5 years, VOR returned -43.96%/yr vs 10.66%/yr for XMHQ. At a 0.26 correlation, their price movements are largely independent.
Performance
VOR vs. XMHQ - Performance Comparison
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Returns By Period
In the year-to-date period, VOR achieves a 32.57% return, which is significantly higher than XMHQ's 10.84% return.
VOR
- 1D
- -4.09%
- 1M
- 22.89%
- 6M
- 23.33%
- YTD
- 32.57%
- 1Y
- -59.10%
- 3Y*
- -33.13%
- 5Y*
- -43.96%
- 10Y*
- —
XMHQ
- 1D
- 0.46%
- 1M
- 1.66%
- 6M
- 4.07%
- YTD
- 10.84%
- 1Y
- 14.99%
- 3Y*
- 13.30%
- 5Y*
- 10.66%
- 10Y*
- 12.60%
VOR vs. XMHQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
VOR Vor Biopharma Inc. | 32.57% | -41.08% | -50.67% | -66.17% | -42.77% | -72.35% |
XMHQ Invesco S&P MidCap Quality ETF | 10.84% | 4.71% | 16.79% | 29.51% | -12.42% | 13.32% |
Correlation
The correlation between VOR and XMHQ is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 2021 | 0.26 |
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Return for Risk
VOR vs. XMHQ — Risk / Return Rank
VOR
XMHQ
VOR vs. XMHQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vor Biopharma Inc. (VOR) and Invesco S&P MidCap Quality ETF (XMHQ). 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.
| VOR | XMHQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.48 | ||
| Sortino ratioReturn per unit of downside risk | -1.74 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.17 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.69 | 1.70 | -2.39 |
| Martin ratioReturn relative to average drawdown | -0.97 | 4.96 | -5.93 |
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Drawdowns
VOR vs. XMHQ - Drawdown Comparison
The maximum VOR drawdown since its inception was -99.72%, which is greater than XMHQ's maximum drawdown of -58.19%. Use the drawdown chart below to compare losses from any high point for VOR and XMHQ.
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Drawdown Indicators
| VOR | XMHQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.72% | -58.19% | -41.53% |
Max Drawdown (1Y)Largest decline over 1 year | -85.92% | -8.85% | -77.07% |
Max Drawdown (3Y)Largest decline over 3 years | -95.48% | -24.56% | -70.92% |
Max Drawdown (5Y)Largest decline over 5 years | -99.16% | -25.47% | -73.69% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.90% | — |
Current DrawdownCurrent decline from peak | -98.40% | -1.29% | -97.11% |
Average DrawdownAverage peak-to-trough decline | -88.85% | -9.24% | -79.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 60.99% | 3.03% | +57.96% |
Volatility
VOR vs. XMHQ - Volatility Comparison
Vor Biopharma Inc. (VOR) has a higher volatility of 23.82% compared to Invesco S&P MidCap Quality ETF (XMHQ) at 3.33%. This indicates that VOR's price experiences larger fluctuations and is considered to be riskier than XMHQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VOR | XMHQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.82% | 3.33% | +20.49% |
Volatility (6M)Calculated over the trailing 6-month period | 59.09% | 11.31% | +47.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 116.14% | 15.60% | +100.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 116.52% | 20.66% | +95.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 116.28% | 20.62% | +95.66% |
Dividends
VOR vs. XMHQ - Dividend Comparison
VOR has not paid dividends to shareholders, while XMHQ's dividend yield for the trailing twelve months is around 0.57%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VOR Vor Biopharma 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% |
XMHQ Invesco S&P MidCap Quality ETF | 0.57% | 0.64% | 5.20% | 0.73% | 1.72% | 1.00% | 1.12% | 1.22% | 1.59% | 1.06% | 1.63% | 1.34% |
Frequently Asked Questions
VOR and XMHQ have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VOR has higher volatility (23.82%) compared to XMHQ (3.33%). In terms of maximum drawdown, VOR dropped -99.72% vs XMHQ's -58.19%.
XMHQ currently has the higher Sharpe Ratio (0.97 vs -0.51), 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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